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- 1.0349593 - ÚTIA 2011 CZ eng R - Book Review
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
Institutional research plan: CEZ:AV0Z10750506
Keywords : forecasting * pricing * multifractal volatility theory
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/barunik-0349593.pdf
Permanent Link: http://hdl.handle.net/11104/0189788