Multifractal volatility theory, forecasting, and pricing

Bibliographic Details
Main Author: Calvet, Laurent E.
Other Authors: Fisher,Adlai J.
Format: Electronic
Language:Undetermined
Published: London Academic Press 2008
Subjects:
Online Access:View fulltext via EZaccess
LEADER 00614nam a2200157Ia 4500
001 27959
005 2016318122718
008 160418s9999 xx 000 0 und d
020 # # |a 9780080559964 (eBook) 
100 1 0 |a Calvet, Laurent E. 
245 1 0 |a Multifractal volatility  |b theory, forecasting, and pricing  |c Laurent E. Calvet, Adlai J. Fisher  |h [electronic resource] 
260 # # |a London  |b Academic Press  |c 2008 
300 # # |a 1 online resource 
650 # 0 |a Finance 
700 1 0 |a Fisher,Adlai J. 
856 4 0 |u https://ezaccess.library.uitm.edu.my/login?url=http://www.sciencedirect.com/science/book/9780121500139  |z View fulltext via EZaccess