Research Catalog
Multifractal volatility : theory, forecasting, and pricing
- Title
- Multifractal volatility : theory, forecasting, and pricing / by Laurent E. Calvet, Adlai J. Fisher.
- Author
- Calvet, Laurent E.
- Publication
- Burlington, MA ; London : Academic Press, c2008.
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Status | Format | Access | Call Number | Item Location |
---|---|---|---|---|
Available - Can be used on site. Please visit New York Public Library - Schwarzman Building M2 to submit a request in person. | Text | Use in library | JBE 08-1893 | Schwarzman Building M2 - General Research Room 315 |
Details
- Additional Authors
- Fisher, Adlai
- Description
- xiii, 258 p. : ill.; 24 cm.
- Series Statement
- Academic Press advanced finance series
- Subjects
- Bibliography (note)
- Includes bibliographical references (p. [229]-250) and index.
- Call Number
- JBE 08-1893
- ISBN
- 9780121500139 (hbk.)
- 0121500136 (hbk.)
- OCLC
- 213839313
- Author
- Calvet, Laurent E.
- Title
- Multifractal volatility : theory, forecasting, and pricing / by Laurent E. Calvet, Adlai J. Fisher.
- Imprint
- Burlington, MA ; London : Academic Press, c2008.
- Series
- Academic Press advanced finance series
- Bibliography
- Includes bibliographical references (p. [229]-250) and index.
- Added Author
- Fisher, Adlai
- Research Call Number
- JBE 08-1893