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Academic News:

Reality check for topological insulators

Topological insulators, a class of materials which has been investigated for just over a decade, have been heralded as a new wonder material, as has graphene. But so far, topological insulators have not quite lived up to the expectations fueled by theoretical studies. University of Groningen physicists now have an idea about why. Their analysis was published on 27 July in the journal Physical Review B....


Expert says banning petrol and diesel cars is symbolically important

Following the announcement yesterday that the government plans to ban petrol and diesel cars from 2040 Professor Graham Parkhurst, Director of the Centre for Transport and Society at the University of the West of England (UWE Bristol), says that this announcement is symbolically important....


Galactic David and Goliath

The gravitational dance between two galaxies in our local neighbourhood has led to intriguing visual features in both as witnessed in this new NASA/ESA Hubble Space Telescope image. The tiny NGC 1510 and its colossal neighbour NGC 1512 are at the beginning of a lengthy merger, a crucial process in galaxy evolution. Despite its diminutive size, NGC 1510 has had a significant effect on NGC 1512s structure and amount of star formation....


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Comcast is reporting second-quarter net income of $2.51 billion....


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Engineering a solution to dirty water

More than 844 million people around the globe lack access to clean water. One of the challenges is that bacteria from rivers can flow into groundwater sources, polluting what may have been potable drinking water. Building new infrastructure to reroute clean water is expensive, especially for regions that already struggle with extreme poverty. Instead, communities often rely on water filtration systems....


 - Multifractal Volatility - Academic sku

Multifractal Volatility - by Academic Press

Item description: This Academic Business, Management Science and Accounting product is by Academic Press - 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 changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of their book is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters.... Learn More

Manufacturer: Academic Press

Keywords: Business, Management Science and Accounting

Store: Elsevier is a world-leading provider of information solutions that enhance the performance of science, health, and technology professionals, empowering them to make better decisions, deliver better care, and make groundbreaking discoveries, that advance the boundaries of knowledge and human progress. Elsevier buy personas include individual researchers, corporations, academic institutions, educators, students, librarians and health professionals.

Category: Business, Management Science and Accounting

$91.95

See the Price of Multifractal Volatility

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