Adlai J. Fisher
Economics and Econometrics · with Calvet · 1997–2008
A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 20 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 25 citations into it; #2,888 of 23,481 by trust here, #5,618 by citations
- Finance — 22 citations into it; #1,411 of 10,518 by trust here, #2,212 by citations
Whom Adlai J. Fisher trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Laurent E. Calvet
- Tim Bollerslev
- Robert F. Engle
- Daniel B. Nelson
- Ravi Bansal
- Torben G. Andersen
- Ole E. Barndorff-Nielsen
- Amir Yaron
Who trusts Adlai J. Fisher overall
- Thomas Lux
- Laurent E. Calvet
- T. Di Matteo
- Tim Bollerslev
- Harjoat S. Bhamra
- Fulvio Corsi
- Torben G. Andersen
- J. Beeler
- Taisei Kaizoji
- L. Kuehn
Papers from Adlai J. Fisher's perspective
Ordered by how strongly the researchers Adlai J. Fisher trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Realised power variation and stochastic volatility models
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Consumption Growth, the Inter-est Rate and Aggregation
- An Introduction to Probability Theory and its Applications, Volume I
- Stock price volatility and equity premium
- An Introduction to Probability Theory and Its Applications
Their papers
- Multifractality in Asset Returns: Theory and Evidence (2002) — 358 citations
- Forecasting Multifractal Volatility (2001) — 276 citations
- Multifrequency News and Stock Returns (2007) — 116 citations
- Multifractal Volatility: Theory, Forecasting, and Pricing (2008) — 160 citations
- A Multifractal Model of Asset Returns (1997)