Počet záznamů: 1
L. E. Calvet & A. J. Fisher: Multifractal Volatility: Theory, Forecasting, and Pricing
- 1.0349593 - ÚTIA 2011 CZ eng R - Recenze
Baruník, Jozef
L. E. Calvet & A. J. Fisher: Multifractal Volatility: Theory, Forecasting, and Pricing.
[CALVET, L. E.; FISHER, A. J.: Multifractal Volatility: Theory, Forecasting, and Pricing. Academic Press-Elsevier, Amsterdam, 2008 . ISBN 978-0-12-150013-9]. AUCO Czech Economic Review. Roč. 4, č. 3 (2010), s. 341-343. ISSN 1802-4696
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: forecasting * pricing * multifractal volatility theory
Kód oboru RIV: AH - Ekonomie
http://library.utia.cas.cz/separaty/2010/E/barunik-0349593.pdf
This review is about book named Multifractal Volatility: Theory, Forecasting, and Pricing written by L. E. Calvet and A. J. Fisher
Trvalý link: http://hdl.handle.net/11104/0189788
Počet záznamů: 1