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Markov switching multifractal
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#	Item
11	Meningococcal Disease Among Men Who Have Sex with Men (MSM) Add to Reading List Source URL: www.cdc.gov Language: English - Date: 2014-04-08 14:48:46 Mathematical finance English phonology Fractals Markov switching multifractal
12	TI[removed]Tinbergen Institute Discussion Paper The Stochastic Volatility in Mean Model Add to Reading List Source URL: papers.tinbergen.nl Language: English - Date: 2003-04-20 17:47:41 Stochastic volatility Autoregressive conditional heteroskedasticity Volatility Maximum likelihood Normal distribution Estimation theory Importance sampling Time series Markov switching multifractal Statistics Mathematical finance Mathematical sciences
13	WORKING PAPER NO[removed]ESTIMATING DYNAMIC EQUILIBRIUM MODELS WITH STOCHASTIC VOLATILITY Jesús Fernández-Villaverde University of Pennsylvania and Visiting Scholar, Federal Reserve Bank of Philadelphia Add to Reading List Source URL: www.philadelphiafed.org Language: English - Date: 2013-05-10 14:52:30 Finance Stochastic volatility Volatility Economic model Autoregressive conditional heteroskedasticity Markov chain Markov switching multifractal SABR volatility model Mathematical finance Statistics Financial economics
14	M PRA Munich Personal RePEc Archive Forecasting S&P 500 Daily Volatility using a Proxy for Downward Price Pressure Add to Reading List Source URL: mpra.ub.uni-muenchen.de Language: English - Date: 2013-02-11 17:57:22 Statistics Volatility Autoregressive conditional heteroskedasticity Stochastic volatility Realized variance Time series Markov switching multifractal Mathematical finance Financial economics Finance
15 $Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet$	Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet Add to Reading List Source URL: www.cirano.qc.ca Language: English - Date: 2007-02-14 15:26:47 Markov models Fractals M-estimators Stochastic volatility Markov chain Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Maximum likelihood Statistics Mathematical finance Estimation theory