Forecasting multifractal volatility
by Laurent Calvet and Adlai Fisher
| Year of publication: |
2000
|
|---|---|
| Authors: | Calvet, Laurent E. ; Fisher, Adlai |
| Publisher: |
Cambridge, MA |
| Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Volatilität | Volatility | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Extent: | 32 [4] S graph. Darst |
|---|---|
| Series: | Discussion paper series / Harvard Institute of Economic Research. - Cambridge, Mass., ZDB-ID 2101881-9. - Vol. 1902 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001505085