2

Multifractality in Asset Returns: Theory and Evidence

Year:
2002
Language:
english
File:
PDF, 422 KB
english, 2002
4

Extreme Risk and Fractal Regularity in Finance

Year:
2012
Language:
english
File:
PDF, 492 KB
english, 2012
5

Forecasting multifractal volatility

Year:
2001
Language:
english
File:
PDF, 290 KB
english, 2001
7

Multifrequency news and stock returns

Year:
2007
Language:
english
File:
PDF, 967 KB
english, 2007
13

Volatility comovement: a multifrequency approach

Year:
2006
Language:
english
File:
PDF, 389 KB
english, 2006
14

Multifrequency jump-diffusions: An equilibrium approach

Year:
2008
Language:
english
File:
PDF, 732 KB
english, 2008
18

Multifractality in Asset Returns: Theory and Evidence

Year:
2002
Language:
english
File:
PDF, 1.15 MB
english, 2002
32

Dimension-Invariant Dynamic Term Structures

Year:
2010
Language:
english
File:
PDF, 701 KB
english, 2010
34

Volatility Comovement: A Multifrequency Approach

Year:
2004
Language:
english
File:
PDF, 700 KB
english, 2004
35

Multifrequency News and Stock Returns

Year:
2005
Language:
english
File:
PDF, 1.24 MB
english, 2005