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Published 20 hours ago • verified publisher icon johncollinsai
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Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).

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Hello sir, MAY I ask what is the name of the original paper matching the code(Markova-switching-multifractal)?

drtang6 avatar drtang6

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verified publisher icon johncollinsai

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Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).

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