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 2 7 12 118
A Multifractal Model of Asset Returns 0 1 4 3,050 5 23 69 7,068
A Multifractal Model of Assets Returns 0 0 1 433 1 8 13 940
A Supply and Demand Approach to Equity Pricing 0 1 4 45 0 9 23 227
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 4 8 16
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 1 2 4 144
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 2 7 13 169
Asset Pricing 0 0 0 0 0 0 0 129
Behavioral Heterogeneity and The Income Effect 0 0 0 0 1 6 8 1,136
Behavioral Heterogeneity and the Income Effect 0 0 0 0 0 3 8 63
Can Security Design Foster Household Risk-Taking? 0 0 1 15 4 8 17 73
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 3 9 64
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 0 13 25 497
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 1 3 9 100
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 9 18 122
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 191 2 4 31 671
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 141 2 7 17 526
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 2 9 18 263
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 4 53 118 242
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 1 10 17 507
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 2 7 15 81
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 0 7 14 586
Financial Innovation, Market Participation and Asset Prices 0 0 0 161 2 4 5 761
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 4 6 469
Financial Innovation, Market Participation and Asset Prices 0 0 1 236 1 4 9 903
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 1 4 7 48
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 6 7 138
Forecasting Multifractal Volatility 0 0 0 598 0 1 5 1,005
Forecasting Multifractal Volatility 0 0 0 444 1 3 7 1,164
Forecasting multifractal volatility 0 0 0 4 0 2 6 89
Fractals 0 0 0 1 0 1 1 69
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 0 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 3 12 83
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 4 6 80
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 12 19 54
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 1 83 5 29 35 423
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 1 177 2 8 17 676
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 1 5 11 428
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 0 4 8 75
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 0 7 10 698
Incomplete Markets and Volatility 0 0 0 0 1 4 7 569
Incomplete Markets and Volatility 0 0 0 0 1 2 6 30
Incomplete Markets, Growth, and the Business Cycle 0 0 0 89 2 18 27 668
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 2 8 119
Large Deviations and the Distribution of Price Changes 0 0 5 437 2 5 11 912
Measuring the Financial Sophistication of Households 1 1 5 327 3 6 25 1,436
Measuring the Financial Sophistication of Households 0 0 2 59 3 5 10 306
Measuring the Financial Sophistication of Households 0 0 0 0 1 3 13 102
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 2 24
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 2 11 17 130
Multifractality in Asset Returns: Theory and Evidence 0 0 1 1 0 5 16 70
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 2 583 0 8 15 1,858
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 5 9 86
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 8 343
Multifrequency News and Stock Returns 0 0 0 58 2 6 9 287
Multifrequency News and Stock Returns 0 0 0 0 0 5 12 46
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 5 48
Multifrequency news and stock returns 0 0 0 0 0 3 8 65
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 7 11 203
Regime-Switching and the Estimation of Multifractal Processes 0 2 4 213 2 8 21 430
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 1 1 63 0 9 21 180
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 0 21 26 157
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 2 76 0 2 12 285
Robust Filtering 0 0 0 0 0 2 3 28
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 0 1 5 94
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 1 2 9 33
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 0 3 3 71
The Cross-Section of Household Preferences 0 0 2 14 5 6 15 79
The Cross-Section of Household Preferences 0 1 1 3 5 13 18 32
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 2 6 7 17
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 1 2 5 54
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 4 9 22
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 2 7 15 278
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 0 2 7 59
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 1 20 2 4 11 141
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 1 10 0 1 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 1 9 15 685
Volatility Comovement: a multifrequency approach 0 0 0 2 1 7 8 66
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 0 0 3 6 10 20
Who Are the Value and Growth Investors? 0 0 2 48 0 3 14 190
Who are the value and growth investors? 0 0 0 32 1 10 12 183
state-observation sampling and the econometrics of learning models 0 0 0 2 1 4 5 68
Total Working Papers 1 7 43 8,973 89 543 1,141 32,164

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 1 6 12 62
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 1 10 15 177
Behavioral Heterogeneity and the Income Effect 0 0 1 58 0 5 11 309
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 1 1 3 466 6 13 34 1,737
Fight or Flight? Portfolio Rebalancing by Individual Investors 1 2 9 205 5 22 51 898
Financial Innovation, Market Participation, and Asset Prices 0 0 0 43 0 8 11 309
Forecasting multifractal volatility 0 0 3 242 1 9 24 592
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 1 1 4 365 2 9 23 732
Idiosyncratic production risk, growth and the business cycle 0 3 6 287 0 10 33 867
Incomplete Markets and Volatility 0 0 0 76 0 3 11 201
Incomplete-market dynamics in a neoclassical production economy 0 0 2 84 0 10 18 370
Investor Factors 1 5 9 9 5 14 38 38
Measuring the Financial Sophistication of Households 0 1 2 214 2 11 20 761
Multifractality In Asset Returns: Theory And Evidence 0 0 3 472 3 9 27 1,119
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 2 12 16 203
Multifrequency news and stock returns 0 0 0 77 1 1 6 311
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 0 1 79 0 5 16 333
Robust Filtering 0 0 3 6 2 7 12 42
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 3 14 60
Through the looking glass: Indirect inference via simple equilibria 0 0 1 23 1 8 20 136
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 1 3 75 1 9 25 301
Volatility comovement: a multifrequency approach 1 1 3 135 4 9 19 347
What is beneath the surface? Option pricing with multifrequency latent states 1 1 1 11 4 10 17 106
Who Are the Value and Growth Investors? 1 1 1 14 1 8 12 118
Total Journal Articles 7 17 57 3,028 42 211 485 10,129

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 1 1 16 0 4 11 57
Total Books 0 1 1 16 0 4 11 57

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Statistics updated 2026-04-09