Hochschulschrift

The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatility with multinomial specifications

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Dimensions: 21 cm

Extent: X, 175 S.

Language: Englisch

Notes: graph. Darst.
Kiel, Univ., Diss., 2007

Keyword: Kapitalertrag
Rendite
Börsenkurs
Volatilität
Prognoseverfahren
Markov-Kette
Zeitreihenanalyse
Nichtlineare Regression
Schätzung
Wirtschaft
USA
Deutschland

Creator: Lee, Hwa Taek

Table of contents: https://d-nb.info/991947878/04

Rights: Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.

Last update: 11.06.2025, 2:12 PM CEST

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Hochschulschrift

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Lee, Hwa Taek

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The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatility with multinomial specifications

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