Multifractal volatility : theory, forecasting, and pricing

Author(s)

• Calvet, Laurent E.
• Fisher, Adlai J.

Bibliographic Information

Multifractal volatility : theory, forecasting, and pricing

Laurent E. Calvet, Adlai J. Fisher

（Academic Press advanced finance series）

Elsevier, Academic Press, c2008

• : hbk

Note

Includes bibliographical references (p. [229]-250) and index

Details

• NCID: BA87782746
• ISBN:
  • 9780121500139
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Amsterdam ; Tokyo
• Pages/Volumes: xiii, 258 p.
• Size: 24 cm
• Classification:
  • LCC : HB141
  • DC22 : 332.01514742
• Subject Headings:
  • LCSH : Finance -- Econometric models
  • LCSH : Economic forecasting -- Econometric models
  • LCSH : Multifractals
• Parent Bibliography ID:
  • BA67031412