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Search Results - Fisher, Adlai Julian
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Forecasting multifractal volatility
by
Calvet, Laurent
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Fisher, Adlai
Published in
Journal of econometrics
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Multifrequency news and stock returns
by
Fisher, Adlai Julian
,
Calvet, Laurent E
Published in
Journal of financial economics
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Volatility comovement: a multifrequency approach
by
Calvet, Laurent E.
,
Fisher, Adlai J.
,
Thompson, Samuel B.
Published in
Journal of econometrics
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Multifrequency jump-diffusions: An equilibrium approach
by
Calvet, Laurent E.
,
Fisher, Adlai J.
Published in
Journal of mathematical economics
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