REGIME-SWITCHING AND THE ESTIMATION OF MULTIFRACTAL FROCESSES
| Year of publication: |
2003
|
|---|---|
| Authors: | Calvet, Laurent ; Fisher, Adlai |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2003, 9839
|