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 |