Regime-switching and the estimation of multifractal processes
By: Laurent Calvet, Adlai Fisher.
Contributors: Fisher, Adlai.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9839.; Working paper series (National Bureau of Economic Research) -- working paper no. 9839.
Publisher: National Bureau of Economic Research
Published: 2003
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 41
Subjects: Stochastic analysis
Notes: "July 2003."

Includes bibliographical references.

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