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isPartOf:"Journal of econometrics"
~isPartOf:"Applied economics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Fisher, Adlai"
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Fisher, Adlai
Bollerslev, Tim
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ECONIS (ZBW)
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1
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
Saved in:
2
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
-
2003
Persistent link: https://www.econbiz.de/10001774916
Saved in:
3
Multifrequency jump-diffusions : an equilibrium approach
Calvet, Laurent E.
;
Fisher, Adlai
-
2006
Persistent link: https://www.econbiz.de/10003407529
Saved in:
4
Volatility comovement: a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai
;
Thompson, Samuel B.
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 179-215
Persistent link: https://www.econbiz.de/10003298573
Saved in:
5
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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