Access Statistics for Laurent E. Calvet

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multifractal Model of Asset Returns 1 1 5 3,051 12 29 78 7,080
A Multifractal Model of Asset Returns 0 0 0 0 1 4 12 119
A Multifractal Model of Assets Returns 0 0 1 433 5 8 18 945
A Supply and Demand Approach to Equity Pricing 0 0 4 45 4 5 27 231
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 2 3 9 18
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 1 3 5 145
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 5 9 18 174
Asset Pricing 0 0 0 0 1 1 1 130
Behavioral Heterogeneity and The Income Effect 0 0 0 0 1 2 9 1,137
Behavioral Heterogeneity and the Income Effect 0 0 0 0 1 1 9 64
Can Security Design Foster Household Risk-Taking? 0 0 1 15 6 10 23 79
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 2 3 10 66
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 4 5 13 104
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 2 4 20 124
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 6 11 31 503
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 141 5 8 22 531
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 8 16 24 271
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 191 10 12 39 681
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 1 7 118 243
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 8 9 25 515
Efficient Estimation of Learning Models 0 0 0 0 2 2 5 22
Efficient estimation of learning models 0 0 0 0 1 1 2 39
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 4 9 19 85
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 1 1 5 72
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 1 3 15 587
Financial Innovation, Market Participation and Asset Prices 0 0 1 236 1 2 10 904
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 2 2 8 471
Financial Innovation, Market Participation and Asset Prices 0 0 0 161 3 5 8 764
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 4 5 11 142
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 6 8 13 54
Forecasting Multifractal Volatility 0 0 0 444 0 1 7 1,164
Forecasting Multifractal Volatility 0 0 0 598 2 2 7 1,007
Forecasting multifractal volatility 0 0 0 4 1 2 7 90
Fractals 0 0 0 1 2 3 3 71
Heterogeneous probabilities in complete asset markets 0 0 0 15 1 1 4 341
Household Heterogeneity in financial Market 0 0 0 0 2 2 4 31
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 3 12 84
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 1 19 54
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 1 83 0 12 35 423
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 8 52
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 2 2 8 82
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 1 177 2 4 19 678
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 2 3 13 430
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 2 3 10 77
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 3 6 13 701
Incomplete Markets and Volatility 0 0 0 0 4 5 10 34
Incomplete Markets and Volatility 0 0 0 0 1 3 8 570
Incomplete Markets, Growth, and the Business Cycle 0 0 0 89 4 13 31 672
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 9 120
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 5 13 914
Measuring the Financial Sophistication of Households 0 0 0 0 1 3 14 103
Measuring the Financial Sophistication of Households 0 0 2 59 1 4 11 307
Measuring the Financial Sophistication of Households 0 1 5 327 1 7 24 1,437
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 2 2 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 3 18 131
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 1 2 15 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 5 15 1,859
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 5 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 2 3 9 345
Multifrequency News and Stock Returns 0 0 0 58 2 4 11 289
Multifrequency News and Stock Returns 0 0 0 0 7 7 19 53
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 2 2 7 50
Multifrequency news and stock returns 0 0 0 0 5 5 13 70
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 2 2 13 205
Regime-Switching and the Estimation of Multifractal Processes 0 1 4 213 0 5 21 430
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 1 1 63 7 13 26 187
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 2 76 5 6 17 290
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 7 11 33 164
Robust Filtering 0 0 0 0 4 5 7 32
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 1 3 10 34
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 5 5 10 99
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 1 3 4 72
The Cross-Section of Household Preferences 0 0 1 14 2 7 15 81
The Cross-Section of Household Preferences 0 0 1 3 2 8 20 34
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 3 6 10 20
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 2 3 6 56
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 3 3 11 25
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 6 6 13 65
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 5 7 19 283
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 1 20 2 4 13 143
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 1 10 3 3 9 111
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 2 2 4 42
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 4 15 685
Volatility Comovement: a multifrequency approach 0 0 0 2 3 5 11 69
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 3 3 8 90
Who Are the Value and Growth Investors? 0 0 0 0 0 6 10 20
Who Are the Value and Growth Investors? 0 0 2 48 4 4 18 194
Who are the value and growth investors? 0 0 0 32 1 6 13 184
state-observation sampling and the econometrics of learning models 0 0 0 2 4 5 9 72
Total Working Papers 1 4 42 8,974 247 447 1,363 32,411

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 1 17 4 5 15 66
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 10 13 25 187
Behavioral Heterogeneity and the Income Effect 0 0 1 58 2 2 13 311
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 2 3 5 468 13 22 47 1,750
Fight or Flight? Portfolio Rebalancing by Individual Investors 2 4 8 207 4 14 51 902
Financial Innovation, Market Participation, and Asset Prices 0 0 0 43 3 4 14 312
Forecasting multifractal volatility 1 1 4 243 4 5 28 596
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 1 2 4 366 2 6 24 734
Idiosyncratic production risk, growth and the business cycle 0 1 5 287 6 9 38 873
Incomplete Markets and Volatility 0 0 0 76 1 4 12 202
Incomplete-market dynamics in a neoclassical production economy 0 0 2 84 1 3 19 371
Investor Factors 2 4 11 11 3 9 41 41
Measuring the Financial Sophistication of Households 0 0 2 214 5 8 25 766
Multifractality In Asset Returns: Theory And Evidence 1 1 4 473 4 9 29 1,123
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 3 5 19 206
Multifrequency news and stock returns 0 0 0 77 1 2 7 312
Rich Pickings? Risk, Return, and Skill in Household Wealth 2 2 3 81 3 6 18 336
Robust Filtering 0 0 3 6 2 4 14 44
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 3 4 16 63
Through the looking glass: Indirect inference via simple equilibria 0 0 0 23 4 5 22 140
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 1 3 75 2 6 26 303
Volatility comovement: a multifrequency approach 0 1 3 135 2 6 21 349
What is beneath the surface? Option pricing with multifrequency latent states 0 1 1 11 1 9 18 107
Who Are the Value and Growth Investors? 0 1 1 14 2 6 14 120
Total Journal Articles 11 22 61 3,039 85 166 556 10,214

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 1 1 16 5 7 16 62
Total Books 0 1 1 16 5 7 16 62

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Statistics updated 2026-05-06