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Browsing by Author "Calvet, Laurent"

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Showing results 1 to 6 of 6
ThumbnailNumberIssue Date TitleAuthor(s)
FIN-99-07210-Nov-1999 A Multifractal Model of Assets ReturnsCalvet, Laurent; Fisher, Adlai
FIN-02-042Mar-2002 Financial Innovation, Market Participation and Asset PricesCalvet, Laurent; Gonzalez-Eiras, Martín; Sodini, Paolo
S-MF-02-03Mar-2002 Financial Innovation, Market Participation and Asset PricesCalvet, Laurent; Gonzalez-Eiras, Martín; Sodini, Paolo
FIN-99-017Feb-1999 Forecasting Multifractal VolatilityCalvet, Laurent; Fisher, Adlai
S-DRP-02-102-Mar-2002 Regime-Switching and the Estimation of Multifractal ProcessesCalvet, Laurent; Fisher, Adlai
FIN-02-0642-Mar-2002 Regime-Switching and the Estimation of Multifractal ProcessesCalvet, Laurent; Fisher, Adlai
Showing results 1 to 6 of 6

 

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