The Markov Switching Multi-fractal Model of Asset Returns

The Markov Switching Multi-fractal Model of Asset Returns
Author :
Publisher :
Total Pages : 175
Release :
ISBN-10 : OCLC:302000121
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis The Markov Switching Multi-fractal Model of Asset Returns by : Hwa Taek Lee

Download or read book The Markov Switching Multi-fractal Model of Asset Returns written by Hwa Taek Lee and published by . This book was released on 2007 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Markov Switching Multi-fractal Model of Asset Returns Related Books

The Markov Switching Multi-fractal Model of Asset Returns
Language: en
Pages: 175
Authors: Hwa Taek Lee
Categories:
Type: BOOK - Published: 2007 - Publisher:

DOWNLOAD EBOOK

The Markov Switching Multi-fractal Model of Asset Returns
Language: en
Pages:
Authors: Hwa Taek Lee
Categories:
Type: BOOK - Published: 2010 - Publisher:

DOWNLOAD EBOOK

Multifractality and Long-range Dependence of Asset Returns
Language: en
Pages: 13
Authors: Ruipeng Liu
Categories:
Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK

Multifractal Volatility
Language: en
Pages: 273
Authors: Laurent E. Calvet
Categories: Business & Economics
Type: BOOK - Published: 2008-10-13 - Publisher: Academic Press

DOWNLOAD EBOOK

Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and
Long Term Vs. Short Term Comovements in Stock Markets
Language: en
Pages: 39
Authors: Julien Idier
Categories:
Type: BOOK - Published: 2008 - Publisher:

DOWNLOAD EBOOK