Author:
Calvet Laurent E.,Czellar Veronika
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance
Reference44 articles.
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2. Calvet, L. E. and V. Czellar. 2011. State-Observation Sampling and the Econometrics of Learning Models. Technical report, arXiv:1105.4519.
3. How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes
4. Multifrequency news and stock returns☆
5. Calvet L. E. Fisher A. J. Multifractal Volatility: Theory, Forecasting and Pricing. Burlington, MA: Elsevier–Academic Press; 2008.
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