Multifractal volatility theory, forecasting, and pricing
by
 
Calvet, Laurent E.

Title
: 
Multifractal volatility theory, forecasting, and pricing

Author
: 
Calvet, Laurent E.

ISBN
: 
9780121500139

Publication Information
: 
Burlington, MA ; London : Academic Press, c2008.

Physical Description
: 
1 online resource (xiii, 258 p.) : ill.

Series
: 
Academic Press advanced finance series

Series Title
: 
Academic Press advanced finance series

Subject Term
: 
Finance -- Econometric models.
 
Economic forecasting -- Econometric models.
 
Multifractals.

Added Author
: 
Fisher, Adlai.

Electronic Access
: 
ScienceDirect http://www.sciencedirect.com/science/book/9780121500139


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book146433-2001ONLINEElektronik Kütüphane