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Volatility
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Person
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L. E. Calvet & A. J. Fisher, Multifractal volatility : theory, forecasting, and pricing
Publication
|
2010
1 person
Abstract
Review of Calvet, Fisher book Multifractal volatility : theory, forecasting, and pricing
Keywords
multifractal volatility
theory
forecasting
pricing
Person
person
doc. PhDr. Jozef Baruník Ph.D.
Faculty of Social Sciences