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  1. Multifractal Volatility (Inbunden)

    av

    Laurent E. Calvet, Adlai J. Fisher

    ISBN: 9780121500139 - UTGIVEN: 2008-10-07

    Offers a technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a treatment of the use of multifractal techniques in finance. This book aims to popularize the approach by presenting these developments to a wider [...]

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    från 557.00 kr