@misc
{TN_libero_mab2,
author = {
Lee, Hwa Taek
},
title = {
The Markov switching multi-fractal model of asset returns
estimation and forecasting of dynamic volatility with multinomial specifications [[Elektronische Ressource]]
},
publisher = {Universitätsbibliothek Kiel},
keywords = {
Wirtschaft
,
Economics
,
Faculty of Business, Economics and Social Sciences
,
Wirtschafts- und Sozialwissenschaftliche Fakultät
,
Multi-Fractal process Long-memory Volatility forecasting Generalized method of moments
,
Multi-fraktal Prozess Langzeitabhängigkeit Prognose der Volatilität Verallgemeinerte Method der Momente
,
Hochschulschrift
},
year = {2010},
address = {
Kiel
},
url = {
http://slubdd.de/katalog?TN_libero_mab2
}
}