Cargando…
Multifractal volatility : theory, forecasting, and pricing /
Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
London :
Academic,
2008.
|
| Colección: | Academic Press advanced finance series.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | SCIDIR_ocn276222053 | ||
| 003 | OCoLC | ||
| 005 | 20231117015145.0 | ||
| 006 | m o d | ||
| 007 | cr zn||||||||| | ||
| 008 | 080529s2008 enka eob 001 0 eng d | ||
| 040 | |a CDX |b eng |e pn |c CDX |d OCLCQ |d DKDLA |d OCLCQ |d IDEBK |d OCLCQ |d OCLCO |d OCLCF |d OCLCQ |d OCLCO |d OPELS |d N$T |d E7B |d REDDC |d UMI |d DEBSZ |d YDXCP |d C6I |d OCLCO |d U3W |d OCLCQ |d OCLCO |d OCLCQ |d OCLCO |d COO |d OCLCQ |d CEF |d WYU |d LEAUB |d VT2 |d OCLCO |d OCLCQ |d OCLCO | ||
| 015 | |a GBA875157 |2 bnb | ||
| 016 | 7 | |a 014640371 |2 Uk | |
| 019 | |a 281598607 |a 311097323 |a 475670942 |a 646763563 |a 809317206 |a 822329919 |a 1062921055 |a 1152978831 | ||
| 020 | |a 0080559964 |q (electronic bk.) | ||
| 020 | |a 9780080559964 |q (electronic bk.) | ||
| 020 | |a 9780121500139 | ||
| 020 | |a 0121500136 | ||
| 020 | |z 0121500136 |q (Cloth) | ||
| 035 | |a (OCoLC)276222053 |z (OCoLC)281598607 |z (OCoLC)311097323 |z (OCoLC)475670942 |z (OCoLC)646763563 |z (OCoLC)809317206 |z (OCoLC)822329919 |z (OCoLC)1062921055 |z (OCoLC)1152978831 | ||
| 050 | 4 | |a HB3730 | |
| 082 | 0 | 4 | |a 332/.01514742 |2 22 |
| 100 | 1 | |a Calvet, Laurent E. | |
| 245 | 1 | 0 | |a Multifractal volatility : |b theory, forecasting, and pricing / |c by Laurent E. Calvet, Adlai J. Fisher. |
| 260 | |a London : |b Academic, |c 2008. | ||
| 300 | |a 1 online resource (246 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Academic Press advanced finance series | |
| 520 | |a Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Preface -- Introduction -- Background -- The Multifractal Volatility Model: The MMAR -- The Marko-Switching Multifractal (MSM) in Discrete Time -- Multivariate MSM -- The Marko-Switching Multifractal in Continuous Time -- Multifrequency News and Stock Returns -- Multifrequency Jump Diffusions -- Conclusion -- Appendices. | |
| 504 | |a Includes bibliographical references (pages 229-250) and index. | ||
| 650 | 0 | |a Finance |x Econometric models. | |
| 650 | 0 | |a Economic forecasting |x Econometric models. | |
| 650 | 0 | |a Multifractals. | |
| 650 | 6 | |a Finances |0 (CaQQLa)201-0026008 |x Mod�eles �econom�etriques. |0 (CaQQLa)201-0380695 | |
| 650 | 6 | |a Pr�evision �economique |0 (CaQQLa)201-0021501 |x Mod�eles �econom�etriques. |0 (CaQQLa)201-0380695 | |
| 650 | 6 | |a Multifractales. |0 (CaQQLa)201-0242991 | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Economic forecasting |x Econometric models |2 fast |0 (OCoLC)fst00901947 | |
| 650 | 7 | |a Finance |x Econometric models |2 fast |0 (OCoLC)fst00924377 | |
| 650 | 7 | |a Multifractals |2 fast |0 (OCoLC)fst01028884 | |
| 700 | 1 | |a Fisher, Adlai. | |
| 776 | 0 | 8 | |i Print version: |a Calvet, Laurent E. |t Multifractal volatility. |d London : Academic, 2008 |w (DLC) 2008300668 |
| 830 | 0 | |a Academic Press advanced finance series. | |
| 856 | 4 | 0 | |u https://sciencedirect.uam.elogim.com/science/book/9780121500139 |z Texto completo |