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.

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Calvet, Laurent E.
Other Authors: Fisher, Adlai
Format: Electronic eBook
Language:Inglés
Published: London : Academic, 2008.
Series:Academic Press advanced finance series.
Subjects:
Finance > Econometric models.
Economic forecasting > Econometric models.
Multifractals.
Finances > Mod�eles �econom�etriques.
Pr�evision �economique > Mod�eles �econom�etriques.
Multifractales.
BUSINESS & ECONOMICS > Finance.
Economic forecasting > Econometric models
Finance > Econometric models
Multifractals
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