Multifractal volatility : theory, forecasting, and pricing

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Bibliographic Information

Title
"Multifractal volatility : theory, forecasting, and pricing"
Statement of Responsibility
Laurent E. Calvet, Adlai J. Fisher
Publisher
  • Elsevier, Academic Press
Publication Year
  • c2008
Book size
24 cm
Series Name / No
  • : hbk

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Notes

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

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