Binomial Markov-Switching Multifractal model with Skewed t innovations and applications to Chinese SSEC Index
Liu, Yufang, Zhang, Weiguo, Fu, JunhuiLanguage:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2016.06.014
Date:
June, 2016
File:
PDF, 807 KB
english, 2016