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Multifractal Volatility

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Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and
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Multifractal Detrended Analysis Method and Its Application in Financial Markets
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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
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This paper develops analytical methods to forecast the distribution of future returns for a new continuous-time process, the Poisson multifractal. Out model cap
Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II
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Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II

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This volume contains the proceedings from three conferences: the PISRS 2011 International Conference on Analysis, Fractal Geometry, Dynamical Systems and Econom

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