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 1 8 10 116
A Multifractal Model of Asset Returns 0 1 5 3,050 12 41 69 7,063
A Multifractal Model of Assets Returns 0 0 1 433 2 10 12 939
A Supply and Demand Approach to Equity Pricing 0 2 4 45 1 15 25 227
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 1 4 8 16
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 1 3 3 143
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 2 5 11 167
Asset Pricing 0 0 0 0 0 0 0 129
Behavioral Heterogeneity and The Income Effect 0 0 0 0 0 5 7 1,135
Behavioral Heterogeneity and the Income Effect 0 0 0 0 0 5 8 63
Can Security Design Foster Household Risk-Taking? 0 0 1 15 0 5 13 69
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 1 3 9 64
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 5 18 25 497
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 2 11 18 122
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 5 10 99
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 6 10 16 261
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 191 0 6 34 669
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 141 1 10 15 524
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 2 112 115 238
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 0 15 16 506
Efficient Estimation of Learning Models 0 0 0 0 0 1 3 20
Efficient estimation of learning models 0 0 0 0 0 0 1 38
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 3 7 15 79
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 3 4 71
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 2 10 14 586
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 4 6 469
Financial Innovation, Market Participation and Asset Prices 0 0 0 161 0 3 3 759
Financial Innovation, Market Participation and Asset Prices 0 0 1 236 0 4 8 902
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 1 6 7 138
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 1 3 6 47
Forecasting Multifractal Volatility 0 0 0 598 0 2 5 1,005
Forecasting Multifractal Volatility 0 0 0 444 0 3 6 1,163
Forecasting multifractal volatility 0 0 0 4 1 2 6 89
Fractals 0 0 0 1 1 1 1 69
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 2 3 340
Household Heterogeneity in financial Market 0 0 0 0 0 2 2 29
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 6 11 82
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 3 8 52
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 1 16 19 54
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 5 6 80
Idiosyncratic Production Risk, Growth and the Business Cycle 0 1 1 83 7 29 31 418
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 1 1 177 0 14 15 674
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 0 5 10 427
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 3 9 10 698
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 1 6 8 75
Incomplete Markets and Volatility 0 0 0 0 0 3 5 29
Incomplete Markets and Volatility 0 0 0 0 1 4 6 568
Incomplete Markets, Growth, and the Business Cycle 0 0 0 89 7 17 25 666
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 3 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 1 3 9 910
Measuring the Financial Sophistication of Households 0 0 4 326 3 7 23 1,433
Measuring the Financial Sophistication of Households 0 0 0 0 1 5 13 101
Measuring the Financial Sophistication of Households 0 2 2 59 0 4 7 303
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 9 16 128
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 1 6 17 70
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 4 9 15 1,858
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 3 7 9 86
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 3 7 342
Multifrequency News and Stock Returns 0 0 0 58 0 5 8 285
Multifrequency News and Stock Returns 0 0 0 0 0 6 12 46
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 2 5 48
Multifrequency news and stock returns 0 0 0 0 0 3 8 65
Regime-Switching and the Estimation of Multifractal Processes 1 2 4 213 3 7 21 428
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 9 11 203
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 4 23 26 157
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 2 76 1 4 12 285
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 1 1 2 63 6 15 23 180
Robust Filtering 0 0 0 0 1 3 3 28
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 1 2 8 32
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 0 4 5 94
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 2 3 3 71
The Cross-Section of Household Preferences 0 1 1 3 1 11 14 27
The Cross-Section of Household Preferences 0 1 2 14 0 2 11 74
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 4 9 22
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 1 4 5 15
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 0 1 5 53
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 0 5 13 276
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 0 5 7 59
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 1 20 0 4 11 139
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 1 10 0 2 6 108
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 0 2 40
Volatility Comovement: A Multifrequency Approach 0 0 0 243 3 9 14 684
Volatility Comovement: a multifrequency approach 0 0 0 2 1 6 7 65
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 1 5 87
Who Are the Value and Growth Investors? 0 0 2 48 0 5 16 190
Who Are the Value and Growth Investors? 0 0 0 0 3 4 7 17
Who are the value and growth investors? 0 0 0 32 4 11 11 182
state-observation sampling and the econometrics of learning models 0 0 0 2 0 4 4 67
Total Working Papers 2 12 45 8,972 111 681 1,086 32,075

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 2 17 0 5 11 61
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 2 9 16 176
Behavioral Heterogeneity and the Income Effect 0 0 1 58 0 6 11 309
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 2 465 3 10 30 1,731
Fight or Flight? Portfolio Rebalancing by Individual Investors 1 1 8 204 5 21 48 893
Financial Innovation, Market Participation, and Asset Prices 0 0 0 43 1 8 11 309
Forecasting multifractal volatility 0 0 3 242 0 13 23 591
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 4 364 2 9 24 730
Idiosyncratic production risk, growth and the business cycle 1 3 6 287 3 17 33 867
Incomplete Markets and Volatility 0 0 0 76 3 5 12 201
Incomplete-market dynamics in a neoclassical production economy 0 0 2 84 2 13 20 370
Investor Factors 1 4 8 8 1 20 33 33
Measuring the Financial Sophistication of Households 0 2 2 214 1 15 18 759
Multifractality In Asset Returns: Theory And Evidence 0 0 4 472 2 8 25 1,116
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 11 14 201
Multifrequency news and stock returns 0 0 0 77 0 1 5 310
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 0 1 79 3 7 17 333
Robust Filtering 0 0 3 6 0 6 10 40
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 1 8 14 60
Through the looking glass: Indirect inference via simple equilibria 0 0 1 23 0 7 20 135
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 1 2 4 75 3 14 25 300
Volatility comovement: a multifrequency approach 0 0 2 134 0 6 16 343
What is beneath the surface? Option pricing with multifrequency latent states 0 0 0 10 4 7 13 102
Who Are the Value and Growth Investors? 0 0 0 13 3 8 12 117
Total Journal Articles 4 12 53 3,021 39 234 461 10,087

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 1 1 1 16 2 5 11 57
Total Books 1 1 1 16 2 5 11 57

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04