Calvet, Laurent E

Multifractal volatility : theory, forecasting, and pricing Laurent E. Calvet, Adlai J. Fisher - Amsterdam ; Boston Elsevier / Academic Press 2008 - xiii, 258 p. : ill. ; 24 cm

Includes bibliographical references (p. [229]-250) and index

9780121500139

2008300668


Economic forecasting - Econometric models
Finance - Econometric models
Multifractals

332.01514742 CAL