Calvet, Laurent E. <br/><br/>
Multifractal volatility  theory, forecasting, and pricing /  [electronic resource] : 
by Laurent E. Calvet, Adlai J. Fisher. 
 - Burlington, MA ;  London :  Academic Press,  c2008. 
 - xiii, 258 p. :  ill. ;  24 cm. 
 - Academic Press advanced finance series .
 - Academic Press advanced finance series. .
<br/><br/>Includes bibliographical references (p. [229]-250) and index. 
<br/><br/>Preface -- Introduction -- Background -- The Multifractal Volatility Model: The MMAR -- The Marko-Switching Multifractal (MSM) in Discrete Time -- Multivariate MSM -- The Marko-Switching Multifractal in Continuous Time -- Multifrequency News and Stock Returns -- Multifrequency Jump Diffusions -- Conclusion -- Appendices. 
<br/><br/><br/>Electronic reproduction. <br/>Amsterdam : <br/>Elsevier Science & Technology, <br/>2008. <br/>Mode of access: World Wide Web. <br/>System requirements: Web browser. <br/>Title from title screen (viewed on Dec. 9, 2008). <br/>Access may be restricted to users at subscribing institutions. 
<br/><br/><label>ISBN: </label>9780121500139 0121500136 
<br/><br/><label>Source: </label>103962:103983  Elsevier Science & Technology  http://www.sciencedirect.com 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance--Econometric models.<br/>Economic forecasting--Econometric models.<br/>Multifractals.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HB141  / .C35 2008eb 
<br/><br/><label>Dewey Class. No.: </label>332.01514742