$Multifractal volatility theory, forecasting, and pricing$
QR Code

Multifractal volatility theory, forecasting, and pricing

Détails bibliographiques
Auteurs principaux:	Calvet, Laurent E. (Auteur), Fisher, Adlai (Auteur)
Format:	Livre
Langue:	English
Publié:	Amsterdam Academic Press [2008].
Sujets:	Finance > Econometric models. Economic forecasting > Econometric models. Multifractals.