| bibtype |
R -
Book Review
|
| ARLID |
0349593 |
| utime |
20240103194123.9 |
| mtime |
20101116235959.9 |
| title
(primary) (eng) |
L. E. Calvet & A. J. Fisher: Multifractal Volatility: Theory, Forecasting, and Pricing |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0082431 |
| ISSN |
1802-4696 |
| title
|
AUCO Czech Economic Review |
| part_title |
Acta Universitatis Carolinae - OECONOMICA |
| volume_id |
4 |
| volume |
3 (2010) |
| page_num |
341-343 |
|
| review |
| language |
eng |
| title
|
Multifractal Volatility: Theory, Forecasting, and Pricing. Academic Press-Elsevier, Amsterdam, 2008 . ISBN 978-0-12-150013-9 |
| author
|
|
|
| keyword |
forecasting |
| keyword |
pricing |
| keyword |
multifractal volatility theory |
| author
(primary) |
| ARLID |
cav_un_auth*0242028 |
| name1 |
Baruník |
| name2 |
Jozef |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| garant |
G |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
This review is about book named Multifractal Volatility: Theory, Forecasting, and Pricing written by L. E. Calvet and A. J. Fisher |
| reportyear |
2011 |
| RIV |
AH |
| permalink |
http://hdl.handle.net/11104/0189788 |
| arlyear |
2010 |
| mrcbU63 |
cav_un_epca*0082431 AUCO Czech Economic Review Acta Universitatis Carolinae - OECONOMICA 1802-4696 Roč. 4 č. 3 2010 341 343 |
| mrcbU70 |
Multifractal Volatility: Theory, Forecasting, and Pricing. Academic Press-Elsevier, Amsterdam, 2008 . ISBN 978-0-12-150013-9 eng |
| mrcbU77 |
Calvet L. E. 070 |
| mrcbU77 |
Fisher A. J. 070 |
|