Multifractal volatility theory, forecasting, and pricing

Multifractal volatility theory, forecasting, and pricing

書誌詳細
主要な著者: Calvet, Laurent E. (著者), Fisher, Adlai (著者)
フォーマット: 図書
言語:English
出版事項: Amsterdam Academic Press [2008].
主題:
Finance > Econometric models.
Economic forecasting > Econometric models.
Multifractals.