Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank Westerhoff - Markov switching multifractal - Document - PDFSEARCH.IO

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$Mathematical sciences / Volatility / Stochastic volatility / Markov chain / Economic model / Normal distribution / Autoregressive conditional heteroskedasticity / Random walk / Markov switching multifractal / Statistics / Mathematical finance / Financial economics$	Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank Westerhoff Add to Reading List Document Date: 2011-04-13 05:36:57 Open Document File Size: 3,54 MB Share Result on Facebook Company M B AMBERG E CONOMIC R ESEARCH GROUP / Growth Bamberg Economic Research Group / Mead / / / Facility Germany University of Bamberg / / IndustryTerm simplex algorithm / computing / finance / search algorithm / / MarketIndex S&P 500 / / Organization University of Kiel / Germany University of Bamberg / / Person Frank Westerhoff / Lee / Ingram / Felix Stübben / Heinz-Dieter Wenzel / / / Position rt / average trader in each group / Farmer / Corresponding author / fundamentalist and chartist trader / / Technology simulation / search algorithm / / URL http / SocialTag Mathematical sciences Volatility Stochastic volatility Markov chain Economic model Normal distribution Autoregressive conditional heteroskedasticity Random walk Markov switching multifractal Statistics

Structural Stochastic Volatility in Asset Pricing Dynamics: Estimation and Model Contest Reiner Franke Frank WesterhoffAdd to Reading List