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Fisher, Adlai

Libros de: Fisher, Adlai

Mostrando 1 libros encontrados. (1 páginas).

$Mutifractal Volatility$
Mutifractal Volatility

Fisher, Adlai

Elsevier Science Publishers (2008)
- EAN: 9780121500139
- Páginas: 258
- Fecha de edición: 2008
pvp.69,83 €

Sin Stock. Posibilidad entre 11 y 20 dias

Forecasting volatility is one of the major challenges in the field of finance. Calvet and Fisher present a powerful, new technique for volatility modeling. Drawing on insights from the use of multifractals in the natural ...