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Multifractality in asset returns : theory and evidence
Calvet, Laurent E.
;
Fisher, Adlai
- In:
The review of economics and statistics
84
(
2002
)
3
,
pp. 381-406
Persistent link: https://www.econbiz.de/10001691299
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Behavioral heterogeneity and the income effect
Calvet, Laurent E.
;
Comon, Etienne
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 653-669
Persistent link: https://www.econbiz.de/10001791764
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Structural models of the liquidity effect
Pagan, Adrian R.
- In:
The review of economics and statistics
80
(
1998
)
2
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pp. 202-217
Persistent link: https://www.econbiz.de/10001240841
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