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http://dspace.mediu.edu.my:8181/xmlui/handle/10419/4258| Title: | The Markov-switching multifractal model of asset returns : GMM estimation and linear forecasting of volatility |
| Keywords: | ddc:330 Kapitalertrag Börsenkurs Volatilität Prognoseverfahren Physik Markovscher Prozess Nichtlineare dynamische Systeme Zeitreihenanalyse Momentenmethode Theorie Econophysics |
| Issue Date: | 16-Oct-2013 |
| URI: | http://koha.mediu.edu.my:8181/xmlui/handle/10419/4258 |
| Other Identifiers: | Journal of business & economic statistics 0735-0015 26 2008 2 194-210 http://hdl.handle.net/10419/4258 ppn:56151979X |
| Appears in Collections: | EconStor |
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