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Multifractal volatility: theory, forecasting, and pricing

Detalles Bibliográficos
Autores principales: Calvet, Laurent E, Fisher, Adlai
Lenguaje:eng
Publicado: Academic Press 2008
Materias:
XX
Acceso en línea:http://cds.cern.ch/record/1538937
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author Calvet, Laurent E
Fisher, Adlai
author_facet Calvet, Laurent E
Fisher, Adlai
author_sort Calvet, Laurent E
collection CERN
id cern-1538937
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2008
publisher Academic Press
record_format invenio
spelling cern-15389372020-07-16T20:02:57Zhttp://cds.cern.ch/record/1538937engCalvet, Laurent EFisher, AdlaiMultifractal volatility: theory, forecasting, and pricing XXAcademic Pressoai:cds.cern.ch:15389372008
spellingShingle XX
Calvet, Laurent E
Fisher, Adlai
Multifractal volatility: theory, forecasting, and pricing
title Multifractal volatility: theory, forecasting, and pricing
title_full Multifractal volatility: theory, forecasting, and pricing
title_fullStr Multifractal volatility: theory, forecasting, and pricing
title_full_unstemmed Multifractal volatility: theory, forecasting, and pricing
title_short Multifractal volatility: theory, forecasting, and pricing
title_sort multifractal volatility: theory, forecasting, and pricing
topic XX
url http://cds.cern.ch/record/1538937
work_keys_str_mv AT calvetlaurente multifractalvolatilitytheoryforecastingandpricing
AT fisheradlai multifractalvolatilitytheoryforecastingandpricing