9780121500139 (hbk.)
English Book
Multifractal volatility
theory, forecasting, and pricing
by Laurent E. Calvet, Adlai J. Fisher
Boston
Elsevier:AP
2008
xiii, 258 p. , ill. , 24 cm.
Academic Press advanced finance series
Includes bibliographical references (p. [229]&-250) and index.
Finance, Econometric models
Economic forecasting, Econometric models
Multifractals
Calvet, Laurent E.
