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Volatility comovement : a multifrequency approach
Calvet, Laurent E.; Fisher, Adlai J.; Thompson, Samuel B. - 2004
Persistent link: https://www.econbiz.de/10002195944
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Aggregation of heterogeneous beliefs, assets pricing and risk sharing in complete financial markets
Calvet, Laurent E.; Grandmont, Jean-Michel; Lemaire, … - 2004
Persistent link: https://www.econbiz.de/10002170649
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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
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Incomplete market dynamics in a neoclassical production economy
Angeletos, Marios (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002950868
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Incomplete-market dynamics in a neoclassical production economy
Angeletos, Marios; Calvet, Laurent E. - In: Journal of mathematical economics 41 (2005) 4/5, pp. 407-438
Persistent link: https://www.econbiz.de/10002922592
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Incomplete market dynamics in neoclassical production economy
Angeletos, Marios; Calvet, Laurent E. - 2004
Persistent link: https://www.econbiz.de/10002524564
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Multifrequency news and stock returns
Calvet, Laurent E.; Fisher, Adlai J. - 2005
Persistent link: https://www.econbiz.de/10002978255
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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
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Idiosyncratic production risk, growth, and the business cycle
Angeletos, Marios (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661630
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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