Search results for ‘Laurent E. Calvet (Professor, Chair in Finance - Tanaka Business School, Imperial College London, UK),Adlai J. Fisher (Faculty of Commerce, University of British Columbia, Vancouver, Canada)’

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      Cover image for Multifractal Volatility: Theory, Forecasting, and Pricing
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      Multifractal Volatility: Theory, Forecasting, and Pricing

      Laurent E. Calvet (Professor, Chair in Finance - Tanaka Business School, Imperial College London, UK),Adlai J. Fisher (Faculty of Commerce, University of British Columbia, Vancouver, Canada)

      Offers a technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a treatment of the use of multifractal…

      $111.95

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