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.
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Academic,
2008.
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| Series: | Academic Press advanced finance series.
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| Online Access: | CONNECT |
