| 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 |
1 |
6 |
3,049 |
2 |
7 |
37 |
7,020 |
| A Multifractal Model of Asset Returns |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
107 |
| A Multifractal Model of Assets Returns |
0 |
0 |
1 |
432 |
0 |
0 |
4 |
928 |
| A Supply and Demand Approach to Equity Pricing |
0 |
0 |
2 |
41 |
1 |
2 |
12 |
207 |
| Accurate Methods for Approximate Bayesian Computation Filtering |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
10 |
| Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
140 |
| Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets |
0 |
0 |
0 |
53 |
0 |
2 |
5 |
160 |
| Asset Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
129 |
| Behavioral Heterogeneity and The Income Effect |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1,129 |
| Behavioral Heterogeneity and the Income Effect |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
56 |
| Can Security Design Foster Household Risk-Taking? |
0 |
0 |
2 |
15 |
0 |
1 |
7 |
61 |
| Down and Out: Assessing the Welfare Costs of Household investment Mistakes |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
60 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
93 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
67 |
1 |
2 |
4 |
474 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
107 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
0 |
1 |
5 |
249 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
191 |
9 |
11 |
28 |
659 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
1 |
141 |
1 |
2 |
4 |
512 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
126 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
0 |
0 |
1 |
490 |
| Efficient Estimation of Learning Models |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
18 |
| Efficient estimation of learning models |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
38 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
1 |
2 |
7 |
69 |
| Fight or Flight ? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
67 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
140 |
1 |
2 |
4 |
575 |
| Financial Innovation, Market Participation and Asset Prices |
0 |
0 |
1 |
236 |
0 |
1 |
2 |
896 |
| Financial Innovation, Market Participation and Asset Prices |
0 |
0 |
0 |
78 |
0 |
0 |
1 |
464 |
| Financial Innovation, Market Participation and Asset Prices |
0 |
0 |
1 |
161 |
0 |
0 |
2 |
756 |
| Financial Innovation, Market Participation, and Asset Prices |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
131 |
| Financial Innovation, Market Participation, and Asset Prices |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
43 |
| Forecasting Multifractal Volatility |
0 |
0 |
0 |
444 |
0 |
1 |
2 |
1,158 |
| Forecasting Multifractal Volatility |
0 |
0 |
0 |
598 |
0 |
0 |
2 |
1,000 |
| Forecasting multifractal volatility |
0 |
0 |
0 |
4 |
1 |
1 |
6 |
84 |
| Fractals |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
68 |
| Heterogeneous probabilities in complete asset markets |
0 |
0 |
0 |
15 |
1 |
1 |
1 |
338 |
| 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 |
0 |
3 |
1 |
2 |
5 |
75 |
| 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 |
0 |
2 |
45 |
| Idiosyncratic Production Risk, Growth and the Business Cycle |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
75 |
| Idiosyncratic Production Risk, Growth and the Business Cycle |
0 |
0 |
0 |
82 |
0 |
0 |
1 |
388 |
| Idiosyncratic Production Risk, Growth, and the Business Cycle |
0 |
0 |
0 |
176 |
0 |
0 |
0 |
659 |
| Incomplete Market Dynamics in a Neoclassical Production Economy |
0 |
0 |
0 |
121 |
1 |
4 |
4 |
421 |
| Incomplete Market Dynamics in a Neoclassical Production Economy |
0 |
0 |
0 |
169 |
0 |
0 |
1 |
689 |
| Incomplete Market Dynamics in a Neoclassical Production Economy |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
67 |
| Incomplete Markets and Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
562 |
| Incomplete Markets and Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| Incomplete Markets, Growth, and the Business Cycle |
0 |
0 |
0 |
89 |
2 |
4 |
4 |
645 |
| Large Deviation Theory and the Distribution of Price Changes |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
115 |
| Large Deviations and the Distribution of Price Changes |
0 |
2 |
6 |
437 |
0 |
3 |
8 |
907 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
57 |
0 |
1 |
2 |
298 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
4 |
325 |
3 |
4 |
17 |
1,420 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
0 |
3 |
5 |
93 |
| Multifractal Volatility: Theory, Estimation and Forecasting |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
23 |
| Multifractal Volatility: Theory, Forecasting and Pricing |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
117 |
| Multifractality in Asset Returns: Theory and Evidence |
0 |
0 |
1 |
1 |
2 |
3 |
9 |
62 |
| Multifractality of Deutschemark/US Dollar Exchange Rates |
1 |
2 |
5 |
583 |
1 |
3 |
8 |
1,848 |
| Multifractality of US Dollar/Deutsche Mark Exchange Rates |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
79 |
| Multifrequency Jump-Diffusions: An Equilibrium Approach |
0 |
0 |
0 |
90 |
0 |
0 |
3 |
338 |
| Multifrequency News and Stock Returns |
0 |
0 |
0 |
58 |
1 |
1 |
3 |
279 |
| Multifrequency News and Stock Returns |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
37 |
| Multifrequency jump-diffusions: An equilibrium approach |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
46 |
| Multifrequency news and stock returns |
0 |
0 |
0 |
0 |
2 |
2 |
3 |
60 |
| Regime-Switching and the Estimation of Multifractal Processes |
0 |
0 |
0 |
63 |
1 |
1 |
1 |
193 |
| Regime-Switching and the Estimation of Multifractal Processes |
0 |
1 |
2 |
211 |
5 |
8 |
12 |
419 |
| Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy |
0 |
0 |
1 |
62 |
2 |
3 |
8 |
165 |
| Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
133 |
| Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy |
1 |
1 |
2 |
76 |
1 |
2 |
7 |
279 |
| Robust Filtering |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
25 |
| State-Observation Sampling and the Econometrics of Learning Models |
0 |
0 |
0 |
29 |
0 |
0 |
2 |
89 |
| State-Observation Sampling and the Econometrics of Learning Models |
0 |
0 |
0 |
0 |
2 |
5 |
6 |
30 |
| Structural Dynamic Analysis of Systematic Risk |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
68 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
13 |
0 |
4 |
11 |
70 |
| The Cross-Section of Household Preferences |
0 |
0 |
0 |
2 |
1 |
1 |
3 |
16 |
| Through the Looking Glass: Indirect Inference via Simple Equilibria |
0 |
0 |
0 |
17 |
1 |
1 |
4 |
52 |
| Through the Looking Glass: Indirect Inference via Simple Equilibria |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
17 |
| Through the Looking Glass: Indirect Inference via Simple Equilibria |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
| Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
53 |
| Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
0 |
0 |
0 |
77 |
3 |
3 |
4 |
267 |
| Twin picks: Disentangling the determinants of risk-taking in household portfolios |
0 |
0 |
1 |
20 |
1 |
2 |
6 |
134 |
| Twin picks: disentangling the determinants of risk-taking in household portfolios |
0 |
0 |
1 |
10 |
2 |
2 |
5 |
106 |
| Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
39 |
| Volatility Comovement: A Multifrequency Approach |
0 |
0 |
0 |
243 |
1 |
1 |
1 |
671 |
| Volatility Comovement: a multifrequency approach |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
59 |
| What's Beneath the Surface? Option Pricing with Multifrequency Latent States |
0 |
1 |
1 |
27 |
1 |
2 |
4 |
85 |
| Who Are the Value and Growth Investors? |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
13 |
| Who Are the Value and Growth Investors? |
0 |
1 |
1 |
47 |
1 |
3 |
10 |
183 |
| Who are the value and growth investors? |
0 |
0 |
0 |
32 |
0 |
0 |
0 |
171 |
| state-observation sampling and the econometrics of learning models |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
63 |
| Total Working Papers |
2 |
10 |
41 |
8,955 |
66 |
128 |
375 |
31,268 |
| 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 |
16 |
2 |
2 |
3 |
53 |
| Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets |
0 |
0 |
0 |
32 |
0 |
0 |
5 |
164 |
| Behavioral Heterogeneity and the Income Effect |
0 |
0 |
1 |
58 |
0 |
2 |
3 |
301 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
5 |
465 |
3 |
8 |
28 |
1,717 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
2 |
4 |
8 |
203 |
4 |
10 |
32 |
865 |
| Financial Innovation, Market Participation, and Asset Prices |
0 |
0 |
1 |
43 |
1 |
2 |
3 |
300 |
| Forecasting multifractal volatility |
1 |
2 |
7 |
242 |
5 |
6 |
18 |
577 |
| How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes |
0 |
1 |
7 |
364 |
1 |
4 |
17 |
719 |
| Idiosyncratic production risk, growth and the business cycle |
0 |
0 |
6 |
284 |
6 |
6 |
16 |
845 |
| Incomplete Markets and Volatility |
0 |
0 |
1 |
76 |
0 |
2 |
6 |
193 |
| Incomplete-market dynamics in a neoclassical production economy |
0 |
1 |
2 |
84 |
3 |
4 |
7 |
357 |
| Investor Factors |
2 |
2 |
2 |
2 |
8 |
9 |
9 |
9 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
212 |
0 |
1 |
9 |
744 |
| Multifractality In Asset Returns: Theory And Evidence |
0 |
1 |
7 |
472 |
1 |
6 |
22 |
1,105 |
| Multifrequency jump-diffusions: An equilibrium approach |
0 |
0 |
0 |
26 |
0 |
1 |
4 |
190 |
| Multifrequency news and stock returns |
0 |
0 |
0 |
77 |
1 |
1 |
3 |
308 |
| Rich Pickings? Risk, Return, and Skill in Household Wealth |
0 |
1 |
2 |
79 |
1 |
2 |
10 |
321 |
| Robust Filtering |
0 |
0 |
3 |
6 |
1 |
1 |
7 |
34 |
| Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics |
0 |
0 |
0 |
12 |
0 |
0 |
5 |
50 |
| Through the looking glass: Indirect inference via simple equilibria |
0 |
0 |
1 |
23 |
1 |
2 |
8 |
122 |
| Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
0 |
0 |
3 |
73 |
3 |
3 |
12 |
283 |
| Volatility comovement: a multifrequency approach |
0 |
0 |
3 |
134 |
1 |
2 |
8 |
333 |
| What is beneath the surface? Option pricing with multifrequency latent states |
0 |
0 |
1 |
10 |
1 |
1 |
4 |
92 |
| Who Are the Value and Growth Investors? |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
107 |
| Total Journal Articles |
5 |
12 |
63 |
3,006 |
43 |
75 |
241 |
9,789 |
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