| Title |
The First Econophysics Day-Markov switching multifractal model of asset returns: estimation and forecasting of dynamics volatility with multinomial specification. |
| Speakers |
| Name |
Affiliation |
E-mail |
| 이화택 박사 |
증권 예탁 결제원 |
sec@apctp.org |
|
| Host |
|
| Date / Time |
2008-02-28 ~ 2008-02-28, 14:30 - 15:00 |
| Place |
APCTP Headquarters, Pohang, Korea |
| link |
|
| File |
|
