Cargando…

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

Ejemplares similares

COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis
por: Khan, Khalid, et al.
Publicado: (2022)

Multifractal Behaviors of Stock Indices and Their Ability to Improve Forecasting in a Volatility Clustering Period
por: Zhang, Shuwen, et al.
Publicado: (2021)

Multifractals: theory and applications
por: Harte, David
Publicado: (2001)

Option Trading: Pricing and Volatility Strategies and Techniques
por: SINCLAIR, EUAN
Publicado: (2010)

Computational intelligence applications to option pricing, volatility forecasting and value at risk
por: Mostafa, Fahed, et al.
Publicado: (2017)

Time-varying properties of asymmetric volatility and multifractality in Bitcoin
por: Takaishi, Tetsuya
Publicado: (2021)

Does oil price uncertainty matter in stock market volatility forecasting?
por: Qin, Peng, et al.
Publicado: (2022)

Uncovering inequality through multifractality of land prices: 1912 and contemporary Kyoto
por: Salat, Hadrien, et al.
Publicado: (2018)

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices
por: Mensi, Walid, et al.
Publicado: (2020)

Option Volatility & Pricing Workbook: Practicing Advanced Trading Strategies and Techniques
por: Natenberg, Sheldon
Publicado: (2017)

The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies
por: Lahmiri, Salim
Publicado: (2023)

Food price volatility
por: Gilbert, C. L., et al.
Publicado: (2010)

Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis
por: Mensi, Walid, et al.
Publicado: (2022)

Forecasting the price of crude oil
por: Bollapragada, Ramesh, et al.
Publicado: (2021)

Normalized Prices as a Forecasting Tool
por: Kossov, V. V.
Publicado: (2022)

Global Energy Price Volatility and Agricultural Commodity Prices in Malaysia
por: Solaymani, Saeed
Publicado: (2022)

Multifractal analysis for all
por: Jurica, Peter
Publicado: (2015)

Decomposing Multifractal Crossovers
por: Nagy, Zoltan, et al.
Publicado: (2017)

The price of fixed income market volatility
por: Mele, Antonio, et al.
Publicado: (2015)

Higher-order statistics based multifractal predictability measures for anisotropic turbulence and the theoretical limits of aviation weather forecasting
por: Ramanathan, Arun, et al.
Publicado: (2019)

Carbon price volatility: The case of China
por: Zhang, Yinpeng, et al.
Publicado: (2018)

Nexus of COVID-19 and carbon prices in the EU emission trading system: evidence from multifractal and the wavelet coherence approaches
por: Ghazani, Majid Mirzaee, et al.
Publicado: (2022)

Study of multifractals at relativistic energies
por: Jain, P L, et al.
Publicado: (1992)

Multifractal Analysis for Nutritional Assessment
por: Park, Youngja, et al.
Publicado: (2013)

Multifractal Feature Descriptor for Histopathology
por: Atupelage, Chamidu, et al.
Publicado: (2012)

Testing of Multifractional Brownian Motion
por: Balcerek, Michał, et al.
Publicado: (2020)

Multifractal analysis of mass function
por: Qiang, Chenhui, et al.
Publicado: (2023)

T. Rowe Price
por: Bond, Cornelius
Publicado: (2019)

Advances in electric power and energy systems: load and price forecasting
por: El-Hawary, Mohamed E
Publicado: (2017)

China and Weapons of Mass Production: The "China Price" Is the "Cheating Price
por: Navarro, Peter
Publicado: (2010)

Contextual Pricing: The Death of List Price and the New Market Reality
por: Docters, Robert
Publicado: (2011)

The human genome: a multifractal analysis
por: Moreno, Pedro A, et al.
Publicado: (2011)

A Rolling Element Bearing Fault Diagnosis Approach Based on Multifractal Theory and Gray Relation Theory
por: Li, Jingchao, et al.
Publicado: (2016)

Oil price volatility in the context of Covid-19
por: Bourghelle, David, et al.
Publicado: (2021)

Data on forecasting energy prices using machine learning
por: Herrera, Gabriel Paes, et al.
Publicado: (2019)

LSTM-based sentiment analysis for stock price forecast
por: Ko, Ching-Ru, et al.
Publicado: (2021)

Forecasting Carbon Price in China: A Multimodel Comparison
por: Li, Houjian, et al.
Publicado: (2022)

Forecasting Carbon Price Using Double Shrinkage Methods
por: Wei, Xiaolu, et al.
Publicado: (2023)

Demand-Driven Forecasting: A Structured Approach to Forecasting
por: Chase, Charles
Publicado: (2013)

Multifractal Dynamics in Executive Control When Adapting to Concurrent Motor Tasks
por: Arsac, Laurent M.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_5c44kj3hu06qv7krvmlb4uojvl