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Calvet, Laurent E.
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Fisher, Adlai
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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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2
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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3
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 178-212
Persistent link: https://www.econbiz.de/10003546307
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4
Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.
;
Fisher, Adlai
-
2008
Persistent link: https://www.econbiz.de/10003719647
Saved in:
5
Multifrequency news and stock returns
Calvet, Laurent E.
;
Fisher, Adlai J.
-
2005
Persistent link: https://www.econbiz.de/10002978255
Saved in:
6
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
Saved in:
7
Idiosyncratic production risk, growth, and the business cycle
Angeletos, Marios
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661630
Saved in:
8
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
Saved in:
9
Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios
;
Calvet, Laurent E.
-
2003
Persistent link: https://www.econbiz.de/10001765837
Saved in:
10
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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