000 | 00620nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aLux, Thomas | ||
240 | _aJournal of Business and Economic Statistics (Q) | ||
245 | _aMarkov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility | ||
246 | _f2008 | ||
260 | _c2008 | ||
300 |
_bV. 26 _cIssue. 2 _a194-210 |
||
366 | _b2008 | ||
366 | _bApril | ||
650 | _aEconomic Statistics | ||
653 | _aGeneralized method moments;Levinson durbin algorithm;Long memory;Multiplicative volatility model; | ||
942 | _cJA | ||
999 |
_c46925 _d46925 |