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Multifractal volatility :

Calvet, Laurent E.

Multifractal volatility : theory, forecasting, and pricing / Laurent E. Calvet, Adlai J. Fisher. - Amsterdam ; Boston : Academic Press, c2008. - xiii, 258 p. : ill. ; 24 cm. - Academic Press advanced finance series .

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

ISBN: 9780121500139 (hbk.) 0121500136 (hbk.)

LCCN: 2008300668

Nat. Bib. No.: GBA875157 bnb

Nat. Bib. Agency Control No.: 014640371 Uk

Subjects--Topical Terms:
Finance--Econometric models.
Economic forecasting--Econometric models.
Multifractals.

LC Class. No.: HB141 / .C35 2008

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