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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - 2000
Persistent link: https://www.econbiz.de/10001505085
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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
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Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios; Calvet, Laurent E. - 2003
Persistent link: https://www.econbiz.de/10001765837
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Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822522
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Idiosyncratic production risk, growth, and the business cycle
Angeletos, Marios (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661630
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Multifrequency news and stock returns
Calvet, Laurent E.; Fisher, Adlai - 2005
Persistent link: https://www.econbiz.de/10002978255
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Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios; Calvet, Laurent E. - In: Journal of monetary economics 53 (2006) 6, pp. 1095-1115
Persistent link: https://www.econbiz.de/10003369372
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Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.; Fisher, Adlai - 2006
Persistent link: https://www.econbiz.de/10003407529
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Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.; Fisher, Adlai - In: Journal of mathematical economics 44 (2008) 2, pp. 207-226
Persistent link: https://www.econbiz.de/10003709133
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Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.; Fisher, Adlai - 2008
Persistent link: https://www.econbiz.de/10003719647