Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet - Stochastic volatility - Document - PDFSEARCH.IO

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$Markov models / Fractals / M-estimators / Stochastic volatility / Markov chain / Volatility / Autoregressive conditional heteroskedasticity / Markov switching multifractal / Maximum likelihood / Statistics / Mathematical finance / Estimation theory$	Regime-Switching and the Estimation of Multifractal Processes∗ Laurent Calvet Add to Reading List Document Date: 2007-02-14 15:26:47 Open Document File Size: 1,32 MB Share Result on Facebook

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Regime-Switching and the Estimation of Multifractal Processes∗ Laurent CalvetAdd to Reading List