Laurent Calvet

CFDPs

CFDP 1166 Adlai Fisher, Laurent Calvet, Benoit Mandelbrot, "Multifractality of Deutschemark/US Dollar Exchange Rates," (September 1997) [40pp, Abstract]
CFDP 1165 Laurent Calvet, Adlai Fisher, Benoit Mandelbrot, "Large Deviations and the Distribution of Price Changes," (September 1997) [30pp, Abstract]
CFDP 1164 Benoit Mandelbrot, Adlai Fisher, Laurent Calvet, "A Multifractal Model of Asset Returns," (September 1997) [39pp, Abstract]

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