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ECONIS (ZBW)
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1
Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.
;
Fisher, Adlai
-
2008
Persistent link: https://www.econbiz.de/10003719647
Saved in:
2
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
-
2000
Persistent link: https://www.econbiz.de/10001505085
Saved in:
3
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 27-58
Persistent link: https://www.econbiz.de/10001617142
Saved in:
4
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
(
contributor
);
Fisher, Adlai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756622
Saved in:
5
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
6
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
-
2003
Persistent link: https://www.econbiz.de/10001774916
Saved in:
7
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
Saved in:
8
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
(
contributor
);
Fisher, Adlai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875409
Saved in:
9
Volatility comovement : a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10002195944
Saved in:
10
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai
-
2005
Persistent link: https://www.econbiz.de/10002978255
Saved in:
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