Markov-Switching Multifractal Models for Interest Rates Linda Reiersølmoen Neef Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/04/2011) Year: 2011 Issue: SAMBA/04/2011 Number of pages: 37 Linda Reiersølmoen Neef Senior Research Scientist You are here: Home Publications Report Markov-Switching Multifractal Models for Interest Rates
