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 5 3,049 23 27 58 7,045
A Multifractal Model of Asset Returns 0 0 0 0 3 4 7 111
A Multifractal Model of Assets Returns 0 1 1 433 3 4 7 932
A Supply and Demand Approach to Equity Pricing 1 3 4 44 6 12 22 218
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 3 4 12
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 2 2 2 142
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 0 2 7 162
Asset Pricing 0 0 0 0 0 0 1 129
Behavioral Heterogeneity and The Income Effect 0 0 0 0 0 1 2 1,130
Behavioral Heterogeneity and the Income Effect 0 0 0 0 2 4 5 60
Can Security Design Foster Household Risk-Taking? 0 0 1 15 1 4 9 65
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 2 6 61
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 2 7 11 113
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 3 4 10 97
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 5 11 14 484
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 141 5 8 11 519
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 191 4 17 35 667
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 3 5 10 254
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 63 63 68 189
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 6 7 8 497
Efficient Estimation of Learning Models 0 0 0 0 0 2 3 19
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 2 6 11 74
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 1 1 68
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 3 5 8 579
Financial Innovation, Market Participation and Asset Prices 0 0 1 236 1 3 5 899
Financial Innovation, Market Participation and Asset Prices 0 0 0 161 1 1 1 757
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 1 2 465
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 2 3 44
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 1 1 132
Forecasting Multifractal Volatility 0 0 0 598 1 4 5 1,004
Forecasting Multifractal Volatility 0 0 0 444 1 3 5 1,161
Forecasting multifractal volatility 0 0 0 4 0 4 6 87
Fractals 0 0 0 1 0 0 1 68
Heterogeneous probabilities in complete asset markets 0 0 0 15 2 3 3 340
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 4 6 10 80
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 4 7 7 42
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 1 1 3 76
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 4 5 49
Idiosyncratic Production Risk, Growth and the Business Cycle 1 1 1 83 5 6 7 394
Idiosyncratic Production Risk, Growth, and the Business Cycle 1 1 1 177 8 9 9 668
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 2 4 4 71
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 1 3 6 423
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 2 2 3 691
Incomplete Markets and Volatility 0 0 0 0 2 3 4 28
Incomplete Markets and Volatility 0 0 0 0 1 3 4 565
Incomplete Markets, Growth, and the Business Cycle 0 0 0 89 1 7 9 650
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 3 6 117
Large Deviations and the Distribution of Price Changes 0 0 5 437 0 0 6 907
Measuring the Financial Sophistication of Households 0 1 5 326 4 13 25 1,430
Measuring the Financial Sophistication of Households 0 0 0 0 3 6 11 99
Measuring the Financial Sophistication of Households 2 2 2 59 2 3 5 301
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 2 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 2 7 119
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 1 5 12 65
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 4 583 1 3 9 1,850
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 2 3 5 81
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 2 3 6 341
Multifrequency News and Stock Returns 0 0 0 0 1 4 9 41
Multifrequency News and Stock Returns 0 0 0 58 1 3 5 281
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 1 2 4 47
Multifrequency news and stock returns 0 0 0 0 0 4 5 62
Regime-Switching and the Estimation of Multifractal Processes 0 0 2 211 1 8 15 422
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 2 4 4 196
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 1 2 76 2 5 11 283
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 2 4 5 136
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 62 6 8 14 171
Robust Filtering 0 0 0 0 1 1 1 26
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 1 3 7 31
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 3 4 6 93
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 0 0 1 68
The Cross-Section of Household Preferences 0 0 0 2 3 4 6 19
The Cross-Section of Household Preferences 1 1 2 14 1 3 13 73
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 1 5 18
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 0 1 4 52
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 0 1 11
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 0 7 8 271
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 3 5 5 57
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 1 20 2 4 9 137
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 1 10 1 3 6 107
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 1 2 40
Volatility Comovement: A Multifrequency Approach 0 0 0 243 1 6 6 676
Volatility Comovement: a multifrequency approach 0 0 0 2 0 1 1 59
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 1 27 0 2 5 86
Who Are the Value and Growth Investors? 0 0 0 0 1 2 4 14
Who Are the Value and Growth Investors? 0 1 2 48 2 5 13 187
Who are the value and growth investors? 0 0 0 32 2 2 2 173
state-observation sampling and the econometrics of learning models 0 0 0 2 1 1 1 64
Total Working Papers 6 13 45 8,966 227 419 696 31,621

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 1 2 17 0 5 6 56
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 0 3 8 167
Behavioral Heterogeneity and the Income Effect 0 0 1 58 1 3 6 304
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 5 465 3 10 30 1,724
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 2 7 203 4 15 37 876
Financial Innovation, Market Participation, and Asset Prices 0 0 0 43 0 2 3 301
Forecasting multifractal volatility 0 1 5 242 5 11 20 583
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 5 364 2 5 18 723
Idiosyncratic production risk, growth and the business cycle 0 0 4 284 7 18 24 857
Incomplete Markets and Volatility 0 0 0 76 2 5 10 198
Incomplete-market dynamics in a neoclassical production economy 0 0 2 84 3 6 10 360
Investor Factors 0 4 4 4 11 23 24 24
Measuring the Financial Sophistication of Households 1 1 1 213 6 6 12 750
Multifractality In Asset Returns: Theory And Evidence 0 0 6 472 2 6 23 1,110
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 1 5 191
Multifrequency news and stock returns 0 0 0 77 1 3 5 310
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 0 1 79 2 8 13 328
Robust Filtering 0 0 3 6 1 2 5 35
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 5 7 12 57
Through the looking glass: Indirect inference via simple equilibria 0 0 1 23 0 7 13 128
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 1 1 3 74 6 12 18 292
Volatility comovement: a multifrequency approach 0 0 3 134 1 6 13 338
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 1 5 8 96
Who Are the Value and Growth Investors? 0 0 0 13 1 3 5 110
Total Journal Articles 2 10 54 3,011 65 172 328 9,918

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 1 4 7 53
Total Books 0 0 0 15 1 4 7 53

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Statistics updated 2026-01-09