||3 of 3 people found the following review helpful.| DO NOT BUY ON KINDLE|By Y. Rhee|On kindle, everything is fine except that the mathematical formulas are some kind of jpeg pics so that you can't change their sizes. The mathematical formulas are fuzzy and very hard to read: You can barely make them out. I would rather buy the paper version.|15 of 15 people found the following review helpful.| Great|||Advance Praise for Multifractal Volitility “I thoroughly enjoyed reading the book and highly recommend it. The authors masterfully present their work on the Markov-Switching Multifractal model and its implications for Asset Pricing. This is a wonderfu
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 mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large ...
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You easily download any file type for your device.Multifractal Volatility: Theory, Forecasting, and Pricing (Academic Press Advanced Finance) | Laurent E. Calvet, Adlai J. Fisher. I was recommended this book by a dear friend of mine.
