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Multifractal Volatility

Authors: Laurent E. Calvet
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Forecasting volatility is one of the major challenges in the field of finance. Calvet and Fisher present a powerful, new technique for volatility modelling. The
Multifractal Models, Intertrade Durations and Return Volatility
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Multifractal Models, Intertrade Durations and Return Volatility

Authors: Mawuli Segnon
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Multifractal Models, Intertrade Durations and Return Volatility
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Multifractal Models, Intertrade Durations and Return Volatility

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Multifractal Detrended Analysis Method and Its Application in Financial Markets
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Multifractal Detrended Analysis Method and Its Application in Financial Markets

Authors: Guangxi Cao
Categories: Business & Economics
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This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address p
Multifractality and Long-range Dependence of Asset Returns
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Multifractality and Long-range Dependence of Asset Returns

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