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Browsing by Author Calvet, Laurent

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PreviewIssue DateTitleAuthor(s)
Mar-2002Financial Innovation, Market Participation and Asset PricesCalvet, Laurent; Gonzalez-Eiras, Martín; Sodini, Paolo
Mar-2002Financial Innovation, Market Participation and Asset PricesCalvet, Laurent; Gonzalez-Eiras, Martín; Sodini, Paolo
Feb-1999Forecasting Multifractal VolatilityCalvet, Laurent; Fisher, Adlai
10-Nov-1999A Multifractal Model of Assets ReturnsCalvet, Laurent; Fisher, Adlai
2-Mar-2002Regime-Switching and the Estimation of Multifractal ProcessesCalvet, Laurent; Fisher, Adlai
2-Mar-2002Regime-Switching and the Estimation of Multifractal ProcessesCalvet, Laurent; Fisher, Adlai
Showing results 1 to 6 of 6

 

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