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Multifractal Volatility

Author: Adlai J. Fisher (Faculty of Commerce, University of British Columbia, Vancouver, Canada), Michael Howlett

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Description

Offers a technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a treatment of the use of multifractal techniques in finance. This book aims to popularize the approach by presenting these developments to a wider audience.

Technical information
ISBN 9780121500139
Published: 2008
Language In English
Format Hard cover
Pages 272 pg
Publisher Elsevier Science Publishing Co Inc
Added: 11.05.2020

Out of stock

Category TOP

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