Issue Date | Title | Author(s) | Source | scopus | WOS | Fulltext/Archive link |
---|---|---|---|---|---|---|
2013 | Predicting volatility using the Markov-switching multifractal model: Evidence from S&P 100 index and equity options | WEN-I CHUANG ; Huang, Teng Ching; Lin, Bing Huei | North American Journal of Economics and Finance | 23 | 18 |