Work

Multifractal Volatility: Theory, Forecasting and Pricing

Year: 2008

Type: book

Source: HAL

Authors: Calvet, Laurent, E., Fisher, Adlai

Institution: Groupement de Recherche et d'Études en Gestion d’HEC

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W435829561

FWCI: 5.869

Cites:

Cited by: 143

Related to: 10