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Multifractal volatility: theory, forecasting, and pricing
Autores principales: | , |
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Lenguaje: | eng |
Publicado: |
Academic Press
2008
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1538937 |
_version_ | 1780929763671539712 |
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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 |