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~subject:"Volatility"
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Calvet, Laurent E.
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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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2
Incomplete markets and volatility
Calvet, Laurent E.
-
1999
Persistent link: https://www.econbiz.de/10001366584
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3
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:
4
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
Saved in:
5
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
-
2003
Persistent link: https://www.econbiz.de/10001774916
Saved in:
6
Forecasting multifractal volatility
Calvet, Laurent E.
;
Fisher, Adlai
-
2000
Persistent link: https://www.econbiz.de/10001505085
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Volatility comovement : a multifrequency approach
Calvet, Laurent E.
;
Fisher, Adlai J.
;
Thompson, Samuel B.
-
2004
Persistent link: https://www.econbiz.de/10002195944
Saved in:
10
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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