Multifractality in asset returns: Theory and evidence

Review of Economics and Statistics

Volumn 84, Issue 3, 2002, Pages 381-406

  Calvet, Laurent ^a   Fisher, Adlai ^b  

^a HARVARD UNIVERSITY   (United States)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036022601     PISSN: 00346535     EISSN: None     Source Type: Journal    
DOI: 10.1162/003465302320259420     Document Type: Review

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