In-house Research Activities
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 |
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File |
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