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Fearnley, Marcus's
Scholarly Papers
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Total Downloads
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Calvet, Laurent E. HEC Paris (Groupe HEC) - Finance Department Fearnley, Marcus HEC Paris - Department of Finance Fisher, Adlai J. University of British Columbia (UBC) - Sauder School of Business Leippold, Markus University of Zurich - Department of Banking and Finance
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07 Nov 12
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Last Revised:
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04 Apr 13
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170
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Markov-switching multifractal, particle filter, regime-switching, stochastic volatility, jump-risk premium, option pricing
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