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  • Search: subject:"bivariate Markov-Switching Multifractal"
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Year of publication
Subject
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Decomposition method 2 Dekompositionsverfahren 2 Exchange rate 2 Markov chain 2 Markov-Kette 2 Volatility 2 Volatilität 2 Wechselkurs 2 bivariate Markov-Switching Multifractal 2
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Calvet, Laurent E. 2 Fisher, Adlai 2 Thompson, Samuel B. 2
Published in...
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Journal of econometrics 1 Technical working paper / National Bureau of Economic Research 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Volatility comovement : a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai; Thompson, Samuel B. - 2004
Persistent link: https://www.econbiz.de/10002195944
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Cover Image
Volatility comovement: a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai; Thompson, Samuel B. - In: Journal of econometrics 131 (2006) 1/2, pp. 179-215
Persistent link: https://www.econbiz.de/10003298573
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