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

The volatility has been one of the cores of the financial theory research, in addition to the stock markets is an important part of modern financial markets. Re

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

The history of describing natural objects using geometry is as old as the advent of science itself, in which traditional shapes are the basis of our intuitive u

The Oxford Handbook of Computational Economics and Finance provides a survey of both the foundations of and recent advances in the frontiers of analysis and act