Markov switching multifractal - PDFSEARCH.IO - Document Search Engine

Markov switching multifractal
Results: 15

#	Item
1	Have Aluminium And Copper Futures Markets Become More Volatile Over Time? Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 19:03:42 Statistics Volatility Autoregressive conditional heteroskedasticity Beta Futures contract Stochastic volatility Markov switching multifractal Mathematical finance Financial economics Finance
2	Weak diffusion limits of dynamic conditional correlation models Christian M. Hafner, Sebastien Laurent and Francesco Violante CREATES Research Paper Add to Reading List Source URL: econ.au.dk Language: English - Date: 2015-02-02 02:48:44 Markov processes Autoregressive conditional heteroskedasticity Econometrics Time series analysis Stochastic volatility Markov chain Stochastic differential equation Markov switching multifractal Statistics Markov models Mathematical finance
3	Chronic traumatic encephalopathy: the dangers of getting "dinged" Add to Reading List Source URL: www.springerplus.com Language: English Markov chain Markov property Stochastic matrix Chapman–Kolmogorov equation Hidden Markov model Stochastic process Kolmogorov equations Continuous-time Markov process Markov switching multifractal Statistics Markov processes Markov models
4	Portfolio Single Index (PSI) Multivariate Volatility Models Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-01-15 17:38:49 Autoregressive conditional heteroskedasticity Stochastic volatility Volatility Markov chain Normal distribution Maximum likelihood Markov switching multifractal Statistics Mathematical finance Mathematical sciences
5	20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 News Sentiment And States of Stock Return Volatility: Evidence from Long Memory and Discrete Add to Reading List Source URL: www.mssanz.org.au Language: English - Date: 2013-11-19 22:07:28 Economics Volatility Autoregressive conditional heteroskedasticity News analytics Black–Scholes Markov chain Economic model Stochastic volatility Markov switching multifractal Mathematical finance Statistics Financial economics
6	Regime switches in the volatility and correlation of financial institutions Working Paper Research by K. Boudt, J. Daníelsson, S.J. Koopman and A. Lucas Add to Reading List Source URL: www.nbb.be Language: English - Date: 2012-10-09 06:32:37 Economics Volatility VIX Copula Autoregressive conditional heteroskedasticity Financial risk modeling Stochastic volatility Markov switching multifractal Mathematical finance Statistics Mathematical sciences
7	Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank Westerhoff Add to Reading List Source URL: www.uni-bamberg.de Language: English - Date: 2011-04-13 05:36:57 Mathematical sciences Volatility Stochastic volatility Markov chain Economic model Normal distribution Autoregressive conditional heteroskedasticity Random walk Markov switching multifractal Statistics Mathematical finance Financial economics
8	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Solving asset pricing models with stochastic volatility Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2014-09-19 16:21:20 Finance Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Black–Scholes Mathematical finance Statistics Financial economics
9	Finance and Economics Discussion Series Divisions of Research & Statistics and Monetary Affairs Federal Reserve Board, Washington, D.C. Solving asset pricing models with stochastic volatility Add to Reading List Source URL: www.federalreserve.gov Language: English - Date: 2014-09-19 16:21:20 Finance Stochastic volatility Volatility Autoregressive conditional heteroskedasticity Markov switching multifractal Black–Scholes Mathematical finance Statistics Financial economics
10	C:/Paper2/CodigoFonte/FearHopeII.dvi Add to Reading List Source URL: www.ufrgs.br Language: English - Date: 2005-07-12 14:59:02 Autoregressive conditional heteroskedasticity Time series analysis Technical analysis Economic model Volatility Normal distribution Variance Markov switching multifractal Stochastic volatility Statistics Econometrics Mathematical finance