Multifractal volatility : theory, forecasting, and pricing
Laurent E. Calvet; Adlai J. Fisher
| Year of publication: |
2008
|
|---|---|
| Authors: | Calvet, Laurent E. ; Fisher, Adlai |
| Other Persons: | Fisher, Adlai (contributor) |
| Publisher: |
Amsterdam [u.a.] : Acad. Press Burlington, MA [u.a.] : Academic Press |
| Subject: | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Theorie | Theory | Kreditmarkt | Hidden-Markov-Modell | Multifraktal | Finanzmathematik | Ökonometrie |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIII, 258 S. graph. Darst. 23cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [229] - 250 |
| ISBN: | 978-0-12-150013-9 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003719647