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$Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)$

Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)

Name: Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance)
Author: Laurent E. Calvet
ISBN: 9780121500139

by Laurent E. Calvet

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Language EN

ISBN: 9780121500139

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Forecasting volatility is one of the major challenges in the field of finance. Calvet and Fisher present a powerful, new technique for volatility modelling. Their preliminary work has been well-received in the top academ...

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