Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet

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$Markov models / Fractals / M-estimators / Stochastic volatility / Markov chain / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Maximum likelihood / Statistics / Mathematical finance / Estimation theory$ 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		Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet Add to Reading List Source URL: www.cirano.qc.ca Download Document from Source Website File Size: 1,32 MB Share Document on Facebook

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