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] |