The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
von Hwa Taek Lee
| Year of publication: |
2007
|
|---|---|
| Authors: | Lee, Hwa Taek |
| Other Persons: | Lux, Thomas (contributor) |
| Subject: | Kapitaleinkommen | Capital income | Rendite | Yield | Börsenkurs | Share price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Theorie | Theory | Schätzung | Estimation | USA | United States | Deutschland | Germany |
| Description of contents: | Table of Contents [gbv.de] |
Online-Ausg.:
Lee, Hwa Taek *1965-*. The Markov switching multi-fractal model of asset returns, 2010. - Online-Ressource
Persistent link: https://www.econbiz.de/10003767966