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.

Items in the Library & Offsite


About 1 Item.
Still Loading More items...

FormatAccessStatusCall NumberLocation
TextUse in libraryRequestJBE 08-1893Schwarzman 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
View in Legacy Catalog