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 3 6 3,053 9 32 92 7,100
A Multifractal Model of Asset Returns 0 0 0 0 1 2 13 120
A Multifractal Model of Assets Returns 2 2 3 435 3 9 22 949
A Supply and Demand Approach to Equity Pricing 0 1 5 46 2 9 31 236
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 3 10 19
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 1 3 7 147
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 0 5 17 174
Asset Pricing 0 0 0 0 0 2 2 131
Behavioral Heterogeneity and The Income Effect 0 0 0 0 1 3 11 1,139
Behavioral Heterogeneity and the Income Effect 0 0 0 0 0 1 9 64
Can Security Design Foster Household Risk-Taking? 0 0 1 15 0 6 21 79
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 2 8 66
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 1 1 68 1 11 36 508
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 1 5 12 105
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 2 18 124
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 191 3 15 42 686
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 1 10 26 273
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 141 2 7 23 533
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 0 2 118 244
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 2 12 29 519
Efficient Estimation of Learning Models 0 0 0 0 0 3 6 23
Efficient estimation of learning models 0 0 0 0 0 1 2 39
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 2 6 20 87
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 1 5 72
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 1 3 16 589
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 1 5 11 474
Financial Innovation, Market Participation and Asset Prices 0 0 0 236 1 2 10 905
Financial Innovation, Market Participation and Asset Prices 0 0 0 161 0 4 9 765
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 6 12 54
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 4 11 142
Forecasting Multifractal Volatility 0 0 0 444 0 0 7 1,164
Forecasting Multifractal Volatility 0 0 0 598 2 4 9 1,009
Forecasting multifractal volatility 0 0 0 4 0 1 7 90
Fractals 0 0 0 1 0 2 3 71
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 1 4 341
Household Heterogeneity in financial Market 0 0 0 0 0 2 4 31
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 0 1 12 84
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 2 8 82
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 1 8 53
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 1 83 1 2 37 425
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 19 54
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 1 177 2 5 22 681
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 1 3 11 78
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 2 5 16 433
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 1 4 13 702
Incomplete Markets and Volatility 0 0 0 0 1 5 11 35
Incomplete Markets and Volatility 0 0 0 0 0 2 9 571
Incomplete Markets, Growth, and the Business Cycle 0 0 0 89 0 5 32 673
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 1 7 120
Large Deviations and the Distribution of Price Changes 0 0 3 437 1 4 13 916
Measuring the Financial Sophistication of Households 0 0 3 327 2 6 27 1,442
Measuring the Financial Sophistication of Households 0 0 0 0 1 3 15 105
Measuring the Financial Sophistication of Households 0 0 2 59 0 1 10 307
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 2 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 2 18 132
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 1 13 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 1 3 17 1,861
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 2 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 3 9 346
Multifrequency News and Stock Returns 0 0 0 0 0 7 18 53
Multifrequency News and Stock Returns 1 1 1 59 2 5 14 292
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 2 6 50
Multifrequency news and stock returns 0 0 0 0 0 5 13 70
Regime-Switching and the Estimation of Multifractal Processes 0 0 3 213 3 4 23 434
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 3 14 206
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 63 0 8 26 188
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 76 0 5 14 290
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 0 7 32 164
Robust Filtering 0 0 0 0 0 4 7 32
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 1 6 11 100
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 0 1 10 34
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 0 2 5 73
The Cross-Section of Household Preferences 0 0 1 3 0 4 21 36
The Cross-Section of Household Preferences 0 0 1 14 1 4 17 83
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 0 2 5 56
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 4 11 26
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 1 4 11 21
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 0 6 13 65
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 3 8 22 286
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 1 20 0 2 12 143
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 1 2 11 3 9 14 117
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 2 3 42
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 1 16 686
Volatility Comovement: a multifrequency approach 0 0 0 2 0 3 11 69
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 3 8 90
Who Are the Value and Growth Investors? 0 0 0 0 0 0 8 20
Who Are the Value and Growth Investors? 0 0 2 48 0 6 18 196
Who are the value and growth investors? 0 0 0 32 0 1 13 184
state-observation sampling and the econometrics of learning models 0 0 0 2 0 4 9 72
Total Working Papers 4 9 42 8,982 63 371 1,430 32,535

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 1 5 16 67
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 0 10 24 187
Behavioral Heterogeneity and the Income Effect 0 0 1 58 2 4 15 313
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 4 8 9 474 10 32 61 1,769
Fight or Flight? Portfolio Rebalancing by Individual Investors 1 7 13 212 5 17 62 915
Financial Innovation, Market Participation, and Asset Prices 0 0 0 43 0 4 15 313
Forecasting multifractal volatility 0 1 3 243 2 8 30 600
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 1 4 6 369 2 8 26 740
Idiosyncratic production risk, growth and the business cycle 0 0 4 287 1 7 38 874
Incomplete Markets and Volatility 0 0 0 76 1 2 12 203
Incomplete-market dynamics in a neoclassical production economy 0 0 1 84 1 2 19 372
Investor Factors 2 5 14 14 4 11 49 49
Measuring the Financial Sophistication of Households 0 0 2 214 3 13 32 774
Multifractality In Asset Returns: Theory And Evidence 2 5 6 477 5 12 32 1,131
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 2 5 21 208
Multifrequency news and stock returns 1 1 1 78 1 2 7 313
Rich Pickings? Risk, Return, and Skill in Household Wealth 1 3 4 82 2 42 56 375
Robust Filtering 0 0 0 6 0 2 11 44
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 5 17 65
Through the looking glass: Indirect inference via simple equilibria 0 0 0 23 1 5 22 141
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 1 4 76 3 7 29 308
Volatility comovement: a multifrequency approach 0 0 2 135 1 4 21 351
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 0 2 19 108
Who Are the Value and Growth Investors? 0 0 1 14 0 3 14 121
Total Journal Articles 12 35 73 3,063 47 212 648 10,341

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 1 1 2 17 1 7 18 64
Total Books 1 1 2 17 1 7 18 64

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Statistics updated 2026-07-10