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 0 1 5 107
A Multifractal Model of Asset Returns 0 1 9 3,047 1 9 39 7,008
A Multifractal Model of Assets Returns 0 0 2 432 0 0 4 927
A Supply and Demand Approach to Equity Pricing 0 0 2 41 0 1 11 205
Accurate Methods for Approximate Bayesian Computation Filtering 0 0 0 0 0 1 2 9
Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets 0 0 0 29 0 0 0 140
Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets 0 0 0 53 0 1 3 157
Asset Pricing 0 0 0 0 0 0 6 129
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 1 55
Can Security Design Foster Household Risk-Taking? 0 0 1 14 2 2 4 58
Down and Out: Assessing the Welfare Costs of Household investment Mistakes 0 0 0 0 0 3 6 58
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 0 2 4 106
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 67 0 0 5 472
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes 0 0 0 0 1 2 6 93
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 191 0 4 20 644
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 1 141 0 1 4 510
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 0 0 28 0 2 3 247
Down or out: Assessing the welfare costs of household investment mistakes 0 0 0 0 1 2 6 126
Down or out: assessing the welfare costs of household investment mistakes 0 0 0 90 0 0 2 490
Efficient Estimation of Learning Models 0 0 0 0 0 0 1 17
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 0 1 8 67
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 1 1 4 573
Financial Innovation, Market Participation and Asset Prices 0 0 0 78 0 0 0 463
Financial Innovation, Market Participation and Asset Prices 0 0 1 161 0 0 3 756
Financial Innovation, Market Participation and Asset Prices 1 1 1 236 1 1 1 895
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 0 0 0 131
Financial Innovation, Market Participation, and Asset Prices 0 0 0 0 1 1 1 42
Forecasting Multifractal Volatility 0 0 0 444 0 0 1 1,157
Forecasting Multifractal Volatility 0 0 0 598 0 0 2 1,000
Forecasting multifractal volatility 0 0 0 4 0 0 5 83
Fractals 0 0 0 1 0 0 1 68
Heterogeneous probabilities in complete asset markets 0 0 0 15 0 0 0 337
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 1 3 0 1 7 72
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 0 1 1 2 45
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 0 1 74
Idiosyncratic Production Risk, Growth and the Business Cycle 0 0 0 82 0 0 1 388
Idiosyncratic Production Risk, Growth, and the Business Cycle 0 0 0 176 0 0 1 659
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 0 0 0 0 67
Incomplete Market Dynamics in a Neoclassical Production Economy 0 0 0 169 0 1 1 689
Incomplete Markets and Volatility 0 0 0 0 0 0 1 562
Incomplete Markets and Volatility 0 0 0 0 0 0 0 24
Incomplete Markets, Growth, and the Business Cycle 0 0 2 89 0 0 2 641
Large Deviation Theory and the Distribution of Price Changes 0 0 0 0 1 2 2 113
Large Deviations and the Distribution of Price Changes 1 2 3 434 1 2 6 903
Measuring the Financial Sophistication of Households 0 0 0 0 1 1 2 90
Measuring the Financial Sophistication of Households 1 2 5 324 1 4 18 1,415
Measuring the Financial Sophistication of Households 0 0 0 57 1 1 1 297
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 1 7 114
Multifractality in Asset Returns: Theory and Evidence 0 1 1 1 1 4 7 58
Multifractality of Deutschemark/US Dollar Exchange Rates 0 0 3 581 0 1 5 1,844
Multifractality of US Dollar/Deutsche Mark Exchange Rates 0 0 0 0 0 0 4 77
Multifrequency Jump-Diffusions: An Equilibrium Approach 0 0 0 90 1 2 2 337
Multifrequency News and Stock Returns 0 0 0 0 0 1 3 35
Multifrequency News and Stock Returns 0 0 0 58 0 0 2 278
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 0 0 1 2 44
Multifrequency news and stock returns 0 0 0 0 0 0 0 57
Regime-Switching and the Estimation of Multifractal Processes 1 1 2 210 2 2 5 411
Regime-Switching and the Estimation of Multifractal Processes 0 0 0 63 0 0 0 192
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 1 62 0 3 6 162
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 1 2 75 0 3 8 276
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy 0 0 0 0 0 1 5 132
Robust Filtering 0 0 0 0 0 0 2 25
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 29 0 0 2 89
State-Observation Sampling and the Econometrics of Learning Models 0 0 0 0 0 0 0 24
Structural Dynamic Analysis of Systematic Risk 0 0 0 17 0 0 2 68
The Cross-Section of Household Preferences 0 1 1 13 0 2 7 66
The Cross-Section of Household Preferences 0 0 0 2 0 1 2 15
Through the Looking Glass: Indirect Inference via Simple Equilibria 0 0 0 17 0 2 3 51
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 2 2 15
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 0 0 0 1 52
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 0 77 0 1 3 264
Twin picks: Disentangling the determinants of risk-taking in household portfolios 0 0 0 19 0 1 4 131
Twin picks: disentangling the determinants of risk-taking in household portfolios 0 0 0 9 0 1 2 103
Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) 0 0 0 0 0 1 1 39
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 0 0 1 82
Who Are the Value and Growth Investors? 0 0 0 0 0 2 2 12
Who Are the Value and Growth Investors? 0 0 0 46 1 2 5 178
Who are the value and growth investors? 0 0 0 32 0 0 3 171
state-observation sampling and the econometrics of learning models 0 0 0 2 0 0 0 63
Total Working Papers 4 10 39 8,940 19 82 305 31,105

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 1 16 0 1 3 51
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets 0 0 0 32 0 1 4 163
Behavioral Heterogeneity and the Income Effect 0 0 0 57 0 0 0 298
Down or Out: Assessing the Welfare Costs of Household Investment Mistakes 0 2 7 465 1 5 29 1,708
Fight or Flight? Portfolio Rebalancing by Individual Investors 0 3 11 199 1 6 33 853
Financial Innovation, Market Participation, and Asset Prices 0 0 1 43 0 0 1 298
Forecasting multifractal volatility 0 1 5 240 0 2 13 570
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes 0 2 9 363 0 5 18 714
Idiosyncratic production risk, growth and the business cycle 0 2 5 283 0 2 7 836
Incomplete Markets and Volatility 0 0 1 76 1 1 4 191
Incomplete-market dynamics in a neoclassical production economy 1 1 1 83 1 1 4 353
Measuring the Financial Sophistication of Households 0 0 2 212 1 1 9 742
Multifractality In Asset Returns: Theory And Evidence 1 2 9 471 2 7 20 1,099
Multifrequency jump-diffusions: An equilibrium approach 0 0 0 26 0 0 1 187
Multifrequency news and stock returns 0 0 1 77 0 1 2 306
Rich Pickings? Risk, Return, and Skill in Household Wealth 0 0 1 78 1 2 14 319
Robust Filtering 1 3 4 6 1 3 8 33
Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics 0 0 1 12 0 2 5 48
Through the looking glass: Indirect inference via simple equilibria 0 1 1 23 1 3 5 119
Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios 0 0 3 72 1 3 18 279
Volatility comovement: a multifrequency approach 1 1 2 133 2 2 5 330
What is beneath the surface? Option pricing with multifrequency latent states 0 0 1 10 0 0 2 89
Who Are the Value and Growth Investors? 0 0 0 13 0 1 3 107
Total Journal Articles 4 19 66 2,990 13 49 208 9,693

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

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Statistics updated 2025-07-04