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Lux, Thomas
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Econophysics of wealth distributions : Econophys-Kolkata I
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility
Lux, Thomas
- In:
Journal of business & economic statistics : JBES ; a …
26
(
2008
)
2
,
pp. 194-210
Persistent link: https://www.econbiz.de/10003675695
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2
Econophysics of wealth distributions : workshop summaries
Richmond, Peter
;
Mimkes, Jürgen
;
Gallegati, Mauro
; …
- In:
Econophysics of wealth distributions : Econophys-Kolkata I
,
(pp. 239-245)
.
2005
Persistent link: https://www.econbiz.de/10003155371
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