Multifractal Volatility : Theory, Forecasting, and Pricing

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Multifractal Volatility : Theory, Forecasting, and Pricing by Calvet, Laurent E.; Fisher, Adlai J., 9780080559964
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  • ISBN: 9780080559964 | 0080559964
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  • Copyright: 8/28/2008

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Presents a powerful new technique for forecasting volatility
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