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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| Other Authors: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
London :
Academic,
2008.
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| Series: | Academic Press advanced finance series.
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| Subjects: | |
| Online Access: | CONNECT |
| Summary: | 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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| Item Description: | ScienceDirect eBook - Finance 2008 |
| Physical Description: | 1 online resource (246 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 229-250) and index. |
| ISBN: | 0080559964 9780080559964 9780121500139 0121500136 |
