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Volatility comovement : a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai J.
;
Thompson, Samuel B.
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2004
Persistent link: https://www.econbiz.de/10002195944
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Efficient intertemporal allocations with recursive utility
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
-
1998
Persistent link: https://www.econbiz.de/10000986486
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VOLATILITY COMOVEMENT: A MULTIFREQUENCY APPROACH
Calvet, Laurent E.
;
Fisher, Adlal J.
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10005925274
Saved in:
4
EFFICIENT INTERTEMPORAL ALLOCATIONS WITH RECURSIVE UTILITY
Dumas, Bernard
;
Uppal, Raman
;
Wang, Tan
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1998
Persistent link: https://www.econbiz.de/10005976133
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