Lux, Thomas <br/><br/>
Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility 
 2008 

 -  2008 
 - 194-210  V.  26  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economic Statistics
<br/><br/><label>Subjects--Index Terms: </label>Generalized method moments;Levinson durbin algorithm;Long memory;Multiplicative volatility model;