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Multifractal volatility : theory, forecasting, and pricing /

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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.

Bibliographic Details
Main Author: Calvet, Laurent E.
Corporate Author: ScienceDirect (Online service)
Other Authors: Fisher, Adlai
Format: eBook
Language:English
Published: London : Academic, 2008.
Series:Academic Press advanced finance series.
Subjects:
Finance > Econometric models.
Economic forecasting > Econometric models.
Multifractals.
Finances > Modèles économétriques.
Prévision économique > Modèles économétriques.
Multifractales.
BUSINESS & ECONOMICS > Finance.
Economic forecasting > Econometric models
Finance > Econometric models
Multifractals
Electronic books.
Online Access:Connect to the full text of this electronic book

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