apctp logo

Academic Activities

  • Academic Activities
  • In-house Research Activities
    • Academic Activities

    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
    Name Affiliation E-mail
    Date / Time 2008-02-28 ~ 2008-02-28, 14:30 - 15:00
    Place APCTP Headquarters, Pohang, Korea
    link
    File
    [Lecture series-01] https://www.youtube.com/watch?v=a2ZxgUc20LE
    [Lecture series-02] https://www.youtube.com/watch?v=ITFm0dZqdbM
    [Lecture series-03] https://www.youtube.com/watch?v=QxyPqnFPf04
    [Lecture series-04] https://www.youtube.com/watch?v=bg3yi_O2Qp4
    [Lecture series-05] https://www.youtube.com/watch?v=ae_vfFKr8z0
    [Lecture series-06] https://www.youtube.com/watch?v=RRTzxx6qiU8
    [Lecture series-07] https://www.youtube.com/watch?v=o2KPCiVPRMQ
    [Lecture series-08] https://www.youtube.com/watch?v=VV3eGim-lJk
    [Lecture series-09] https://www.youtube.com/watch?v=Kddd4raEylA
    [Lecture series-10] https://www.youtube.com/watch?v=qFzJc25ijNw
    [Lecture series-11] https://www.youtube.com/watch?v=PWVP8uMfH7g
    [Lecture series-12] https://www.youtube.com/watch?v=FLGIPTje4Ms