Multifractal Volatility
Main Author: | Laurent E. Calvet, Adlai J. Fisher |
---|---|
Format: | Electronic eBook |
Language: | English |
Published: |
ELSEVIER,
2008
|
Subjects: | |
Online Access: | Full text available on ScienceDirect[10/22/08] |
Similar Items
-
Multifractal Volatility
by: Laurent E. Calvet, Adlai J. Fisher
Published: (2008) -
Multifractal Financial Markets
by: hayek kobeissi
Published: (2013) -
Modelling Stock Market Volatility
by: Peter H. Rossi
Published: (1996) -
Modelling Stock Market Volatility
by: Peter H. Rossi
Published: (1996) - Volatility and time series econometrics