Please use this identifier to cite or link to this item: http://dspace.mediu.edu.my:8181/xmlui/handle/10419/4258
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dc.creatorLux, Thomas-
dc.date2008-
dc.date.accessioned2013-10-16T06:23:06Z-
dc.date.available2013-10-16T06:23:06Z-
dc.date.issued2013-10-16-
dc.identifierJournal of business & economic statistics 0735-0015 26 2008 2 194-210-
dc.identifierhttp://hdl.handle.net/10419/4258-
dc.identifierppn:56151979X-
dc.identifier.urihttp://koha.mediu.edu.my:8181/xmlui/handle/10419/4258-
dc.languageeng-
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.subjectddc:330-
dc.subjectKapitalertrag-
dc.subjectBörsenkurs-
dc.subjectVolatilität-
dc.subjectPrognoseverfahren-
dc.subjectPhysik-
dc.subjectMarkovscher Prozess-
dc.subjectNichtlineare dynamische Systeme-
dc.subjectZeitreihenanalyse-
dc.subjectMomentenmethode-
dc.subjectTheorie-
dc.subjectEconophysics-
dc.titleThe Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility-
dc.typedoc-type:article-
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