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 2 4 7 3,056 11 25 100 7,116
A Multifractal Model of Asset Returns 0 0 0 0 1 2 14 121
A Multifractal Model of Assets Returns 1 3 4 436 1 5 23 951
A Supply and Demand Approach to Equity Pricing 1 2 7 48 1 6 34 240
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 0 10 19
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 0 1 7 147
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 0 0 14 174
Asset Pricing 0 0 0 0 0 0 2 131
Behavioral Heterogeneity and The Income Effect 0 0 0 0 0 1 11 1,139
Behavioral Heterogeneity and the Income Effect 0 0 0 0 0 0 9 64
Can Security Design Foster Household Risk-Taking? 0 0 0 15 0 1 19 80
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 0 7 66
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 1 68 4 5 39 512
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 3 4 15 108
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 1 19 125
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 141 57 60 81 591
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 1 3 26 275
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 191 2 5 38 688
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 1 1 119 245
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 1 3 30 520
Efficient Estimation of Learning Models 0 0 0 0 0 0 6 23
Efficient estimation of learning models 0 0 0 0 0 0 2 39
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 1 3 20 88
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 0 5 72
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 3 5 20 593
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 1 10 474
Financial Innovation, Market Participation and Asset Prices 0 0 0 161 2 3 12 768
Financial Innovation, Market Participation and Asset Prices 0 0 0 236 3 6 15 910
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 0 11 142
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 1 1 13 55
Forecasting Multifractal Volatility 0 0 0 444 0 1 7 1,165
Forecasting Multifractal Volatility 0 0 0 598 0 2 9 1,009
Forecasting multifractal volatility 0 0 0 4 0 0 7 90
Fractals 0 0 0 1 0 0 3 71
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 0 4 341
Household Heterogeneity in financial Market 0 0 0 0 0 0 4 31
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 0 0 3 1 1 11 85
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 7 82
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 1 1 20 55
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 1 83 0 1 37 425
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 8 53
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 1 177 0 2 22 681
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 1 3 15 434
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 0 1 11 78
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 0 1 13 702
Incomplete Markets and Volatility 0 0 0 0 1 1 10 572
Incomplete Markets and Volatility 0 0 0 0 0 1 10 35
Incomplete Markets, Growth, and the Business Cycle 0 0 0 89 1 1 32 674
Investor factors 0 0 0 0 0 2 5 5
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 1 8 121
Large Deviations and the Distribution of Price Changes 0 0 1 437 1 2 12 917
Measuring the Financial Sophistication of Households 0 0 2 59 0 0 9 307
Measuring the Financial Sophistication of Households 0 1 4 328 2 7 31 1,447
Measuring the Financial Sophistication of Households 0 0 0 0 1 2 13 106
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 4 26
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 1 3 18 134
Multifractality in Asset Returns: Theory and Evidence 0 0 0 1 0 0 12 71
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 3 584 3 5 19 1,865
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 11 88
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 9 347
Multifrequency News and Stock Returns 0 1 1 59 0 2 14 292
Multifrequency News and Stock Returns 0 0 0 0 0 0 16 53
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 6 51
Multifrequency news and stock returns 0 0 0 0 1 1 13 71
Regime-Switching and the Estimation of Multifractal Processes 0 0 3 213 2 5 24 436
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 14 206
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 1 1 33 165
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 1 1 2 64 2 2 28 190
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 76 1 2 15 292
Robust Filtering 0 0 0 0 0 0 7 32
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 0 0 6 34
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 0 1 11 100
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 0 0 5 73
The Cross-Section of Household Preferences 0 0 1 3 2 2 23 38
The Cross-Section of Household Preferences 1 1 2 15 6 10 24 92
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 2 11 22
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 1 1 11 27
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 1 1 6 57
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 2 2 15 67
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 1 6 25 289
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 0 20 1 1 11 144
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 1 11 3 6 16 120
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 0 3 42
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 0 16 686
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 11 69
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 0 27 1 1 7 91
Who Are the Value and Growth Investors? 0 0 2 48 0 0 16 196
Who Are the Value and Growth Investors? 0 0 0 0 1 1 9 21
Who are the value and growth investors? 0 0 0 32 0 0 13 184
state-observation sampling and the econometrics of learning models 0 0 0 2 0 2 11 74
Total Working Papers 6 14 44 8,992 134 232 1,532 32,707

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 0 2 17 68
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 2 2 25 189
Behavioral Heterogeneity and the Income Effect 0 0 0 58 1 3 14 314
Can Security Design Foster Household Risk‐Taking? 0 0 0 0 0 0 0 0
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 5 10 475 3 20 68 1,779
Fight or Flight? Portfolio Rebalancing by Individual Investors 1 3 15 214 1 10 64 920
Financial Innovation, Market Participation, and Asset Prices 0 0 0 43 0 1 15 314
Forecasting multifractal volatility 1 1 3 244 1 4 30 602
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 1 2 6 370 2 5 26 743
Idiosyncratic production risk, growth and the business cycle 0 0 3 287 0 1 35 874
Incomplete Markets and Volatility 0 0 0 76 0 2 11 204
Incomplete-market dynamics in a neoclassical production economy 0 0 1 84 0 1 19 372
Investor Factors 0 3 15 15 0 9 54 54
Measuring the Financial Sophistication of Households 0 0 2 214 2 6 34 777
Multifractality In Asset Returns: Theory And Evidence 0 2 6 477 5 11 36 1,137
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 3 19 209
Multifrequency news and stock returns 0 1 1 78 3 4 9 316
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 1 4 82 1 3 57 376
Robust Filtering 1 1 1 7 2 2 13 46
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 0 12 0 0 15 65
Through the looking glass: Indirect inference via simple equilibria 0 0 0 23 0 1 21 141
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 3 76 0 3 28 308
Volatility comovement: a multifrequency approach 0 0 1 135 1 3 22 353
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 11 0 1 18 109
Who Are the Value and Growth Investors? 0 0 1 14 11 11 25 132
Total Journal Articles 4 19 74 3,070 35 108 675 10,402

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multifractal Volatility 0 1 2 17 0 1 16 64
Total Books 0 1 2 17 0 1 16 64

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Statistics updated 2026-09-10