Multifractal volatility theory, forecasting, and pricing

Multifractal volatility theory, forecasting, and pricing

Detalhes bibliográficos
Principais autores: Calvet, Laurent E. (Autor), Fisher, Adlai (Autor)
Formato: Livro
Idioma:English
Publicado em: Amsterdam Academic Press [2008].
Assuntos:
Finance > Econometric models.
Economic forecasting > Econometric models.
Multifractals.