Narrow search
Showing 1 - 6 of 6
Cover Image
Volatility comovement: a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai J.; Thompson, Samuel B. - In: Journal of econometrics 131 (2006) 1, pp. 179-216
Persistent link: https://www.econbiz.de/10006747794
Cover Image
Monetary policy and corporate default
Bhamra, Harjoat S.; Fisher, Adlai J.; Kuehn, Lars-Alexander - In: Journal of monetary economics 58 (2011) 5, pp. 480-495
Persistent link: https://www.econbiz.de/10009806739
Cover Image
Multifrequency news and stock returns
Calvet, Laurent E.; Fisher, Adlai J. - In: Journal of financial economics 86 (2007) 1, pp. 178-212
Persistent link: https://www.econbiz.de/10007795155
Cover Image
Multifrequency jump-diffusions: An equilibrium approach
Calvet, Laurent E.; Fisher, Adlai J. - In: Journal of mathematical economics 44 (2008) 2, pp. 207
Persistent link: https://www.econbiz.de/10007894638
Cover Image
MULTIFREQUENCY JUMP-DIFFUSIONS: AN EQUILIBRIUM APPROACH
Calvet, Laurent E.; Fisher, Adlai J. - 2006
Persistent link: https://www.econbiz.de/10007600559
Cover Image
MULTIFREQUENCY NEWS AND STOCK RETURNS
Calvet, Laurent E.; Fisher, Adlai J. - 2005
Persistent link: https://www.econbiz.de/10006958787