Multifractal volatility
Subtitle: theory, forecasting, and pricing
By: by Laurent E. Calvet, Adlai J. Fisher.
Contributors: Fisher, Adlai.
Series: Academic Press advanced finance series
Publisher: Academic Press
Published: 2008
Place of publication: Burlington, MA; London
Language: eng
Number of pages: 258
ISBN-13: 9780121500139
Subjects: Finance -- Econometric models; Economic forecasting -- Econometric models; Multifractals
Notes: Includes bibliographical references (p. [229]-250) and index.