Adlai J. Fisher – författare

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2 produkter

1. 

   Multifractal Volatility

   Theory, Forecasting, and Pricing

   Av Adlai J. Fisher, Laurent E. Calvet

   E-bok, 2008

   887 kr

   Lägg i varukorg

   Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, …

2. 

   Multifractal Volatility

   Theory, Forecasting, and Pricing

   Av Laurent E. Calvet, Adlai J. Fisher

   Inbunden, 2008

   906 kr

   Lägg i varukorg

   Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, …