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 0 0 0 0 0 2 6 106
A Multifractal Model of Asset Returns 1 2 12 3,046 5 12 40 6,999
A Multifractal Model of Assets Returns 0 0 2 432 0 2 5 927
A Supply and Demand Approach to Equity Pricing 0 1 2 41 2 8 10 204
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 0 1 8
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 0 0 1 140
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 0 1 2 156
Asset Pricing 0 0 0 0 0 1 6 129
Behavioral Heterogeneity and The Income Effect 0 0 0 0 0 0 1 1,128
Behavioral Heterogeneity and the Income Effect 0 0 0 0 0 0 1 55
Can Security Design Foster Household Risk-Taking? 0 0 2 14 0 0 3 56
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 0 3 55
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 0 2 6 472
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 2 2 104
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 2 4 4 91
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 1 1 1 191 5 8 18 640
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 28 0 1 3 245
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 1 1 141 0 1 4 509
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 1 3 5 124
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 0 1 2 490
Efficient Estimation of Learning Models 0 0 0 0 0 1 1 17
Efficient estimation of learning models 0 0 0 0 0 0 0 37
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 2 3 8 66
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 0 2 67
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 0 1 3 572
Financial Innovation, Market Participation and Asset Prices 0 0 1 161 0 0 6 756
Financial Innovation, Market Participation and Asset Prices 0 0 0 235 0 0 1 894
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 0 0 463
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 0 1 41
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 0 1 131
Forecasting Multifractal Volatility 0 0 0 598 0 1 3 1,000
Forecasting Multifractal Volatility 0 0 1 444 0 1 2 1,157
Forecasting multifractal volatility 0 0 0 4 0 2 6 83
Fractals 0 0 0 1 0 1 1 68
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 0 0 337
Household Heterogeneity in financial Market 0 0 0 0 0 0 0 27
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 2 3 0 1 13 71
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 1 44
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 0 35
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 1 1 74
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 82 1 1 1 388
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 0 176 0 0 1 659
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 0 0 1 688
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 0 0 0 67
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 0 0 0 417
Incomplete Markets and Volatility 0 0 0 0 0 0 0 24
Incomplete Markets and Volatility 0 0 0 0 0 1 1 562
Incomplete Markets, Growth, and the Business Cycle 0 0 2 89 0 0 2 641
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 1 111
Large Deviations and the Distribution of Price Changes 0 0 1 432 0 0 4 901
Measuring the Financial Sophistication of Households 0 0 0 0 1 1 3 89
Measuring the Financial Sophistication of Households 0 0 0 57 0 0 0 296
Measuring the Financial Sophistication of Households 0 1 3 322 1 6 19 1,411
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 0 22
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 1 8 113
Multifractality in Asset Returns: Theory and Evidence 0 0 0 0 1 1 3 54
Multifractality of Deutschemark/US Dollar Exchange Rates 0 2 3 581 0 2 6 1,843
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 1 5 77
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 0 1 335
Multifrequency News and Stock Returns 0 0 0 58 1 2 2 278
Multifrequency News and Stock Returns 0 0 0 0 0 2 3 34
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 0 1 43
Multifrequency news and stock returns 0 0 0 0 0 0 1 57
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 0 192
Regime-Switching and the Estimation of Multifractal Processes 0 0 1 209 2 2 3 409
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 74 0 1 5 273
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 1 1 1 62 2 2 5 159
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 0 0 4 131
Robust Filtering 0 0 0 0 0 0 3 25
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 0 0 0 24
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 0 2 2 89
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 0 1 2 68
The Cross-Section of Household Preferences 0 0 0 12 1 4 7 64
The Cross-Section of Household Preferences 0 0 0 2 1 1 1 14
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 0 0 13
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 0 0 10
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 1 1 1 49
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 0 0 3 263
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 0 0 2 52
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 0 19 2 2 4 130
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 0 9 0 1 4 102
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 0 0 38
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 0 1 670
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 0 58
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 0 26 0 1 1 82
Who Are the Value and Growth Investors? 0 0 0 0 0 0 1 10
Who Are the Value and Growth Investors? 0 0 1 46 2 2 6 176
Who are the value and growth investors? 0 0 0 32 0 0 5 171
state-observation sampling and the econometrics of learning models 0 0 0 2 0 0 0 63
Total Working Papers 3 9 38 8,930 34 98 296 31,023

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 0 15 0 0 2 50
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 1 32 2 3 4 162
Behavioral Heterogeneity and the Income Effect 0 0 0 57 0 0 0 298
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 3 8 463 2 9 31 1,703
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 13 196 2 8 41 847
Financial Innovation, Market Participation, and Asset Prices 0 0 1 43 0 0 2 298
Forecasting multifractal volatility 0 2 6 239 0 5 16 568
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 1 2 8 361 3 4 18 709
Idiosyncratic production risk, growth and the business cycle 0 1 4 281 0 1 8 834
Incomplete Markets and Volatility 0 0 1 76 1 2 3 190
Incomplete-market dynamics in a neoclassical production economy 0 0 1 82 2 2 4 352
Measuring the Financial Sophistication of Households 0 0 3 212 0 3 13 741
Multifractality In Asset Returns: Theory And Evidence 1 3 7 469 1 5 15 1,092
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 1 1 187
Multifrequency news and stock returns 0 0 1 77 0 0 1 305
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 0 2 78 1 2 17 317
Robust Filtering 0 0 1 3 0 0 5 30
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 1 12 0 1 4 46
Through the looking glass: Indirect inference via simple equilibria 0 0 0 22 1 1 3 116
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 1 1 4 72 1 2 19 276
Volatility comovement: a multifrequency approach 0 1 1 132 1 3 4 328
What is beneath the surface? Option pricing with multifrequency latent states 0 1 1 10 0 1 2 89
Who Are the Value and Growth Investors? 0 0 1 13 1 1 5 106
Total Journal Articles 3 14 65 2,971 18 54 218 9,644

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 0 0 15 0 0 1 46
Total Books 0 0 0 15 0 0 1 46

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Statistics updated 2025-04-04