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Multifractal volatility : theory, forecasting, and pricing / Laurent E. Calvet, Adlai J. Fisher.

By: Calvet, Laurent E.
Contributor(s): Fisher, Adlai.
Material type: materialTypeLabelBookCall no.: HB141 .C297Series: Academic Press advanced finance series.Publication: Burlington, Mass. : Academic Press, c2008Description: xiii, 258 p. : ill.ISBN: 9780121500139 (hbk.); 0121500136 (hbk.).Subject(s): Finance -- Econometric models | Economic forecasting -- Econometric models | Multifractals
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    average rating: 5.0 (1 votes)

Includes bibliographical references (p. [229]-250) and index.

Comment by นาย ธนสาร พัวทวีพงศ์

Great book for Fractal in volatility in finance!

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