Browsing by Subject Markov regime-switching
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |