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Incomplete markets and volatility
Calvet, Laurent E. - In: Journal of economic theory 98 (2001) 2, pp. 295-338
Persistent link: https://www.econbiz.de/10001596560
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Incomplete markets and volatility
Calvet, Laurent E. - 1999
Persistent link: https://www.econbiz.de/10001366584
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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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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
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Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.; Fisher, Adlai - 2003
Persistent link: https://www.econbiz.de/10001774916
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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
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Volatility comovement : a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai; Thompson, Samuel B. - 2004
Persistent link: https://www.econbiz.de/10002195944
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How to forecast long-run volatility : regime switching and the estimation of multifractal processes
Calvet, Laurent E.; Fisher, Adlai J. - In: Journal of financial econometrics : official journal of … 2 (2004) 1, pp. 49-83
Persistent link: https://www.econbiz.de/10002214188
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Multifrequency news and stock returns
Calvet, Laurent E.; Fisher, Adlai - 2005
Persistent link: https://www.econbiz.de/10002978255