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Multifractality in asset returns : theory and evidence
Calvet, Laurent E.; Fisher, Adlai - In: The review of economics and statistics 84 (2002) 3, pp. 381-406
Persistent link: https://www.econbiz.de/10001691299
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Behavioral heterogeneity and the income effect
Calvet, Laurent E.; Comon, Etienne - In: The review of economics and statistics 85 (2003) 3, pp. 653-669
Persistent link: https://www.econbiz.de/10001791764