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ThumbnailNumberIssue Date TitleAuthor(s)
FIN-99-017Feb-1999 Forecasting Multifractal VolatilityCalvet, Laurent; Fisher, Adlai
FIN-02-0376-Jun-2002 NEW FRONTIERS FOR ARCH MODELSEngle, Robert
FIN-98-009Jun-1997 No-Arbitrage Option Pricing: New Evidence on the Validity of the Martingale PropertyBrenner, Menachem; Eom, Young Ho
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