Adlai J. Fisher - Publications, H-index & Citations

Adlai J. Fisher

University of British Columbia

21H指数

79论文数

3.3K被引数

收录论文 7

发表时间

Macroeconomic Attention and Announcement Risk Premia

REVIEW OF FINANCIAL STUDIES

IF5.4

2022-02-24

PREAI

Fisher, Adlai; Martineau, Charles; Sheng, Jinfei

Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2018-03-09

PREAI

Calvet, Laurent E.; Fisher, Adlai J.; Wu, Liuren

What is beneath the surface? Option pricing with multifrequency latent states

JOURNAL OF ECONOMETRICS

IF4

2015-08-01

OAAI

Calvet, Laurent E.; Fearnley, Marcus; Fisher, Adlai J.; Leippold, Markus

Leaders, Followers, and Risk Dynamics in Industry Equilibrium

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS

IF2.8

2014-06-04

OAAI

Carlson, Murray; Dockner, Engelbert J.; Fisher, Adlai; Giammarino, Ron

Volatility comovement: a multifrequency approach

JOURNAL OF ECONOMETRICS

IF4

2006-03-01

OAAI

Calvet, LE; Fisher, AJ; Thompson, SB

Multifractality in asset returns: Theory and evidence

REVIEW OF ECONOMICS AND STATISTICS

IF6.8

2002-08-01

249

PREAI

Calvet, L; Fisher, A

Forecasting multifractal volatility

JOURNAL OF ECONOMETRICS

IF4

2001-11-01

166

OAAI

Calvet, L; Fisher, A

研究方向