Regime-switching and the estimation of multifractal processes

Regime-switching and the estimation of multif...
Laurent E. Calvet, Laurent E. ...
Regime-switching and the estimation of multifractal processes by Laurent E. Calvet, Laurent E. Calvet
Nearby Libraries

Only you can see this

Save Note
Last edited by WorkBot
December 15, 2009 | History

Regime-switching and the estimation of multifractal processes

This edition doesn't have a description yet. Can you add one?

Publish Date
Language
English
Pages
41
Edition Availability
Cover of: Regime-switching and the estimation of multifractal processes
Regime-switching and the estimation of multifractal processes
2003, National Bureau of Economic Research
in English

Add another edition?

Book Details


Edition Notes

"July 2003."

Includes bibliographical references.

Also available in PDF from the NBER world wide web site (www.nber.org).

Published in
Cambridge, Mass
Series
NBER working paper series -- no. 9839., Working paper series (National Bureau of Economic Research) -- working paper no. 9839.

The Physical Object

Pagination
41 p. :
Number of pages
41

Edition Identifiers

Open Library
OL17615744M
OCLC/WorldCat
52861674

Work Identifiers

Work ID
OL5893252W

Source records

Community Reviews (0)

No community reviews have been submitted for this work.

Lists

Download catalog record: RDF / JSON / OPDS |

Wikipedia citation

Copy and paste this code into your Wikipedia page.

{{cite book|author=Laurent E. Calvet |date=2003 |title=Regime-switching and the estimation of multifractal processes |publication-place=Cambridge, Mass |publisher=National Bureau of Economic Research |oclc=52861674 |ol=17615744M}}