Adlai J. Fisher
From MaRDI portal
Person:590615
Available identifiers
zbMath Open fisher.adlai-jWikidataQ41804345 ScholiaQ41804345MaRDI QIDQ590615
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| The Term Structure of Equity Risk Premia: Levered Noise and New Estimates | 2023-09-13 | Paper |
| Volatility comovement: a multifrequency approach | 2016-06-10 | Paper |
| Extreme Risk and Fractal Regularity in Finance | 2015-10-05 | Paper |
| What is beneath the surface? Option pricing with multifrequency latent states | 2015-06-08 | Paper |
| Multifrequency jump-diffusions: An equilibrium approach | 2008-02-06 | Paper |
| Forecasting multifractal volatility | 2001-01-01 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Adlai J. Fisher
