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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
~institution:"University of British Columbia / Finance Division"
~institution:"Université Paris-Dauphine (Paris IX)"
~isPartOf:"Finance working papers"
~subject:"Jump diffusions"
~subject:"Volatility"
~subject:"autoregressive process"
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Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
(
contributor
);
Fisher, Adlai
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756622
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