Multifractal Volatility Theory Forecasting And Pricing Academic Press Advanced Finance -

markov switching multifractal wikipedia - in financial econometrics the markov switching multifractal msm is a model of asset returns developed by laurent e calvet and adlai j fisher that incorporates stochastic volatility components of heterogeneous durations msm captures the outliers log memory like volatility persistence and power variation of financial returns in currency and equity series msm compares favorably with, cran packages by name ucla - a3 accurate adaptable and accessible error metrics for predictive models abbyyr access to abbyy optical character recognition ocr api abc tools for