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 2 8 105
A Multifractal Model of Asset Returns 0 1 11 3,044 3 7 39 6,990
A Multifractal Model of Assets Returns 0 1 3 432 0 1 4 925
A Supply and Demand Approach to Equity Pricing 1 2 3 41 1 2 6 197
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 0 1 8
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 0 0 2 140
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 0 0 1 155
Asset Pricing 0 0 0 0 0 1 5 128
Behavioral Heterogeneity and The Income Effect 0 0 0 0 0 0 1 1,128
Behavioral Heterogeneity and the Income Effect 0 0 0 0 0 0 3 55
Can Security Design Foster Household Risk-Taking? 0 1 3 14 0 2 4 56
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 1 4 55
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 1 1 2 103
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 0 0 87
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 0 0 5 470
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 2 28 0 0 3 244
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 190 0 1 10 632
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 140 0 0 3 508
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 0 1 2 121
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 0 0 2 489
Efficient Estimation of Learning Models 0 0 0 0 0 0 0 16
Efficient estimation of learning models 0 0 0 0 0 0 0 37
Fight Or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 1 1 2 7 64
Fight or Flight ? Portfolio Rebalancing by Individual Investors 0 0 0 0 0 0 2 67
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 0 0 140 0 0 2 571
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 0 0 463
Financial Innovation, Market Participation and Asset Prices 0 1 1 161 0 2 6 756
Financial Innovation, Market Participation and Asset Prices 0 0 0 235 0 0 1 894
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 0 1 131
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 0 1 41
Forecasting Multifractal Volatility 0 0 1 444 0 0 1 1,156
Forecasting Multifractal Volatility 0 0 0 598 0 1 2 999
Forecasting multifractal volatility 0 0 0 4 0 3 4 81
Fractals 0 0 0 1 0 0 2 67
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 0 1 337
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 2 3 0 0 15 70
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 1 1 44
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 82 0 0 0 387
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 0 0 0 73
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 0 176 0 0 2 659
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 121 0 0 0 417
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 0 0 1 688
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 0 0 0 0 67
Incomplete Markets and Volatility 0 0 0 0 1 1 2 562
Incomplete Markets and Volatility 0 0 0 0 0 0 0 24
Incomplete Markets, Growth, and the Business Cycle 0 0 3 89 0 0 3 641
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 0 0 2 111
Large Deviations and the Distribution of Price Changes 0 1 1 432 0 2 4 901
Measuring the Financial Sophistication of Households 0 0 0 0 0 0 2 88
Measuring the Financial Sophistication of Households 0 0 0 57 0 0 0 296
Measuring the Financial Sophistication of Households 0 0 3 321 2 4 19 1,407
Multifractal Volatility: Theory, Estimation and Forecasting 0 0 0 0 0 0 0 22
Multifractal Volatility: Theory, Forecasting and Pricing 0 0 0 0 0 0 7 112
Multifractality in Asset Returns: Theory and Evidence 0 0 0 0 0 0 2 53
Multifractality of Deutschemark/US Dollar Exchange Rates 0 1 3 579 0 1 7 1,841
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 1 4 76
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 0 0 1 335
Multifrequency News and Stock Returns 0 0 0 0 1 1 2 33
Multifrequency News and Stock Returns 0 0 0 58 0 0 0 276
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 1 43
Multifrequency news and stock returns 0 0 0 0 0 0 1 57
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 0 192
Regime-Switching and the Estimation of Multifractal Processes 0 0 1 209 0 0 1 407
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 0 1 4 131
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 74 1 1 5 273
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 61 0 0 4 157
Robust Filtering 0 0 0 0 0 1 3 25
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 0 0 0 24
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 2 2 2 89
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 1 1 3 68
The Cross-Section of Household Preferences 0 0 0 2 0 0 0 13
The Cross-Section of Household Preferences 0 0 0 12 2 3 6 62
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 0 0 0 48
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 0 0 10
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 0 0 0 0 13
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 0 0 2 52
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 0 0 3 263
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 0 19 0 0 3 128
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 0 9 0 0 5 101
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 0 0 38
Volatility Comovement: A Multifrequency Approach 0 0 0 243 0 0 1 670
Volatility Comovement: a multifrequency approach 0 0 0 2 0 0 0 58
What's Beneath the Surface? Option Pricing with Multifrequency Latent States 0 0 0 26 1 1 1 82
Who Are the Value and Growth Investors? 0 0 1 46 0 1 4 174
Who Are the Value and Growth Investors? 0 0 0 0 0 0 1 10
Who are the value and growth investors? 0 0 0 32 0 0 7 171
state-observation sampling and the econometrics of learning models 0 0 0 2 0 0 0 63
Total Working Papers 1 8 39 8,922 18 50 266 30,943


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 0 15 0 0 2 50
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 2 32 1 1 3 160
Behavioral Heterogeneity and the Income Effect 0 0 1 57 0 0 1 298
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 5 460 0 5 26 1,694
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 1 17 196 5 11 44 844
Financial Innovation, Market Participation, and Asset Prices 0 1 1 43 0 1 2 298
Forecasting multifractal volatility 1 3 5 238 2 6 14 565
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 1 3 8 360 1 4 18 706
Idiosyncratic production risk, growth and the business cycle 0 2 6 280 0 4 13 833
Incomplete Markets and Volatility 0 1 1 76 1 2 2 189
Incomplete-market dynamics in a neoclassical production economy 0 0 2 82 0 0 3 350
Measuring the Financial Sophistication of Households 0 2 4 212 0 3 13 738
Multifractality In Asset Returns: Theory And Evidence 2 3 6 468 4 8 15 1,091
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 1 1 1 187
Multifrequency news and stock returns 0 0 1 77 0 0 1 305
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 1 2 78 1 5 18 316
Robust Filtering 0 0 1 3 0 3 6 30
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 1 12 0 0 3 45
Through the looking glass: Indirect inference via simple equilibria 0 0 0 22 0 1 2 115
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 1 3 71 0 3 25 274
Volatility comovement: a multifrequency approach 1 1 1 132 2 2 5 327
What is beneath the surface? Option pricing with multifrequency latent states 1 1 1 10 1 1 2 89
Who Are the Value and Growth Investors? 0 0 2 13 0 0 6 105
Total Journal Articles 6 20 70 2,963 19 61 225 9,609


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 0 0 1 46
Total Books 0 0 0 15 0 0 1 46


Statistics updated 2025-02-05