Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility (Record no. 46925)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 00620nam a2200181Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100324s9999 xx 000 0 und d |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Lux, Thomas |
| 240 ## - UNIFORM TITLE | |
| Uniform title | Journal of Business and Economic Statistics (Q) |
| 245 ## - TITLE STATEMENT | |
| Title | Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility |
| 246 ## - VARYING FORM OF TITLE | |
| Date or sequential designation | 2008 |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2008 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Other physical details | V. 26 |
| Dimensions | Issue. 2 |
| Extent | 194-210 |
| 366 ## - TRADE AVAILABILITY INFORMATION | |
| Detailed date of publication | 2008 |
| 366 ## - TRADE AVAILABILITY INFORMATION | |
| Detailed date of publication | April |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Economic Statistics |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Generalized method moments;Levinson durbin algorithm;Long memory;Multiplicative volatility model; |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | |
No items available.