Work

Regime-Switching and the Estimation of Multifractal Processes

Year: 2003

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.386925

Authors: Laurent E. Calvet, Adlai J. Fisher

Institutions: Centre for Economic Policy Research, Ecole des Hautes Etudes Commerciales du Nord, University of British Columbia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124283592

Cites: 60

Cited by: 40

Related to: 10