| 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 |
14 |
121 |
| A Multifractal Model of Asset Returns |
0 |
3 |
7 |
3,056 |
3 |
19 |
101 |
7,119 |
| A Multifractal Model of Assets Returns |
0 |
1 |
4 |
436 |
0 |
2 |
23 |
951 |
| A Supply and Demand Approach to Equity Pricing |
0 |
2 |
7 |
48 |
0 |
4 |
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 |
0 |
7 |
147 |
| Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets |
0 |
0 |
0 |
53 |
3 |
3 |
17 |
177 |
| Asset Pricing |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
131 |
| Behavioral Heterogeneity and The Income Effect |
0 |
0 |
0 |
0 |
1 |
1 |
11 |
1,140 |
| Behavioral Heterogeneity and the Income Effect |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
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 |
1 |
1 |
8 |
67 |
| Down or Out: Assessing The Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
0 |
0 |
3 |
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 |
1 |
68 |
1 |
5 |
40 |
513 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
28 |
0 |
2 |
26 |
275 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
1 |
1 |
1 |
192 |
3 |
5 |
41 |
691 |
| Down or Out: Assessing the Welfare Costs of Household Investment Mistakes |
0 |
0 |
0 |
141 |
1 |
59 |
81 |
592 |
| Down or out: Assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
0 |
1 |
2 |
120 |
246 |
| Down or out: assessing the welfare costs of household investment mistakes |
0 |
0 |
0 |
90 |
0 |
1 |
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 |
1 |
39 |
| Fight Or Flight? Portfolio Rebalancing by Individual Investors |
0 |
0 |
0 |
1 |
0 |
1 |
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 |
0 |
4 |
19 |
593 |
| Financial Innovation, Market Participation and Asset Prices |
0 |
0 |
0 |
161 |
0 |
3 |
12 |
768 |
| Financial Innovation, Market Participation and Asset Prices |
0 |
0 |
0 |
78 |
1 |
1 |
11 |
475 |
| Financial Innovation, Market Participation and Asset Prices |
0 |
0 |
0 |
236 |
0 |
5 |
14 |
910 |
| Financial Innovation, Market Participation, and Asset Prices |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
55 |
| Financial Innovation, Market Participation, and Asset Prices |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
142 |
| Forecasting Multifractal Volatility |
0 |
0 |
0 |
598 |
0 |
0 |
9 |
1,009 |
| Forecasting Multifractal Volatility |
0 |
0 |
0 |
444 |
0 |
1 |
7 |
1,165 |
| Forecasting multifractal volatility |
0 |
0 |
0 |
4 |
2 |
2 |
9 |
92 |
| 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 |
1 |
1 |
5 |
32 |
| How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
85 |
| 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 |
0 |
0 |
0 |
1 |
20 |
55 |
| Idiosyncratic Production Risk, Growth and the Business Cycle |
0 |
0 |
0 |
0 |
1 |
1 |
8 |
83 |
| Idiosyncratic Production Risk, Growth and the Business Cycle |
0 |
0 |
1 |
83 |
0 |
0 |
37 |
425 |
| Idiosyncratic Production Risk, Growth, and the Business Cycle |
0 |
0 |
1 |
177 |
1 |
1 |
23 |
682 |
| Incomplete Market Dynamics in a Neoclassical Production Economy |
0 |
0 |
0 |
121 |
1 |
2 |
15 |
435 |
| Incomplete Market Dynamics in a Neoclassical Production Economy |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
78 |
| Incomplete Market Dynamics in a Neoclassical Production Economy |
0 |
0 |
0 |
169 |
0 |
0 |
13 |
702 |
| Incomplete Markets and Volatility |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
572 |
| Incomplete Markets and Volatility |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
35 |
| Incomplete Markets, Growth, and the Business Cycle |
0 |
0 |
0 |
89 |
3 |
4 |
34 |
677 |
| Investor factors |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
6 |
| Large Deviation Theory and the Distribution of Price Changes |
0 |
0 |
0 |
0 |
0 |
1 |
7 |
121 |
| Large Deviations and the Distribution of Price Changes |
0 |
0 |
0 |
437 |
2 |
3 |
12 |
919 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
106 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
59 |
0 |
0 |
9 |
307 |
| Measuring the Financial Sophistication of Households |
0 |
1 |
3 |
328 |
0 |
5 |
30 |
1,447 |
| Multifractal Volatility: Theory, Estimation and Forecasting |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
26 |
| Multifractal Volatility: Theory, Forecasting and Pricing |
0 |
0 |
0 |
0 |
0 |
2 |
17 |
134 |
| Multifractality in Asset Returns: Theory and Evidence |
0 |
0 |
0 |
1 |
0 |
0 |
11 |
71 |
| Multifractality of Deutschemark/US Dollar Exchange Rates |
0 |
1 |
2 |
584 |
0 |
4 |
18 |
1,865 |
| Multifractality of US Dollar/Deutsche Mark Exchange Rates |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
88 |
| Multifrequency Jump-Diffusions: An Equilibrium Approach |
0 |
0 |
0 |
90 |
0 |
1 |
9 |
347 |
| Multifrequency News and Stock Returns |
0 |
0 |
1 |
59 |
0 |
0 |
14 |
292 |
| Multifrequency News and Stock Returns |
0 |
0 |
0 |
0 |
1 |
1 |
17 |
54 |
| Multifrequency jump-diffusions: An equilibrium approach |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
51 |
| Multifrequency news and stock returns |
0 |
0 |
0 |
0 |
0 |
1 |
13 |
71 |
| Regime-Switching and the Estimation of Multifractal Processes |
0 |
0 |
0 |
63 |
0 |
0 |
14 |
206 |
| Regime-Switching and the Estimation of Multifractal Processes |
0 |
0 |
2 |
213 |
2 |
4 |
24 |
438 |
| Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy |
1 |
2 |
3 |
65 |
3 |
5 |
30 |
193 |
| Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy |
0 |
0 |
0 |
0 |
0 |
1 |
33 |
165 |
| Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy |
1 |
1 |
2 |
77 |
1 |
3 |
15 |
293 |
| 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 |
0 |
11 |
100 |
| Structural Dynamic Analysis of Systematic Risk |
0 |
0 |
0 |
17 |
0 |
0 |
5 |
73 |
| The Cross-Section of Household Preferences |
0 |
1 |
2 |
15 |
0 |
9 |
22 |
92 |
| The Cross-Section of Household Preferences |
0 |
0 |
1 |
3 |
1 |
3 |
24 |
39 |
| Through the Looking Glass: Indirect Inference via Simple Equilibria |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
27 |
| Through the Looking Glass: Indirect Inference via Simple Equilibria |
0 |
0 |
0 |
17 |
1 |
2 |
7 |
58 |
| Through the Looking Glass: Indirect Inference via Simple Equilibria |
0 |
0 |
0 |
0 |
0 |
1 |
11 |
22 |
| Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
0 |
0 |
0 |
77 |
0 |
3 |
25 |
289 |
| Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
67 |
| Twin picks: Disentangling the determinants of risk-taking in household portfolios |
0 |
0 |
0 |
20 |
0 |
1 |
11 |
144 |
| Twin picks: disentangling the determinants of risk-taking in household portfolios |
0 |
0 |
1 |
11 |
0 |
3 |
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 |
1 |
1 |
17 |
687 |
| 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 |
2 |
8 |
92 |
| Who Are the Value and Growth Investors? |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
21 |
| Who Are the Value and Growth Investors? |
0 |
0 |
1 |
48 |
0 |
0 |
14 |
196 |
| 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 |
3 |
13 |
42 |
8,995 |
38 |
206 |
1,543 |
32,745 |
| 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 |
1 |
17 |
68 |
| Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets |
0 |
0 |
0 |
32 |
0 |
2 |
25 |
189 |
| Behavioral Heterogeneity and the Income Effect |
0 |
0 |
0 |
58 |
0 |
1 |
13 |
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 |
2 |
3 |
12 |
477 |
6 |
16 |
71 |
1,785 |
| Fight or Flight? Portfolio Rebalancing by Individual Investors |
2 |
4 |
15 |
216 |
8 |
13 |
67 |
928 |
| Financial Innovation, Market Participation, and Asset Prices |
0 |
0 |
0 |
43 |
1 |
2 |
16 |
315 |
| Forecasting multifractal volatility |
0 |
1 |
3 |
244 |
1 |
3 |
31 |
603 |
| How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes |
1 |
2 |
7 |
371 |
2 |
5 |
27 |
745 |
| Idiosyncratic production risk, growth and the business cycle |
0 |
0 |
3 |
287 |
0 |
0 |
35 |
874 |
| Incomplete Markets and Volatility |
0 |
0 |
0 |
76 |
2 |
3 |
13 |
206 |
| Incomplete-market dynamics in a neoclassical production economy |
0 |
0 |
0 |
84 |
0 |
0 |
18 |
372 |
| Investor Factors |
0 |
1 |
15 |
15 |
4 |
9 |
57 |
58 |
| Measuring the Financial Sophistication of Households |
0 |
0 |
2 |
214 |
2 |
5 |
35 |
779 |
| Multifractality In Asset Returns: Theory And Evidence |
0 |
0 |
5 |
477 |
1 |
7 |
34 |
1,138 |
| Multifrequency jump-diffusions: An equilibrium approach |
0 |
0 |
0 |
26 |
1 |
2 |
20 |
210 |
| Multifrequency news and stock returns |
0 |
0 |
1 |
78 |
0 |
3 |
9 |
316 |
| Rich Pickings? Risk, Return, and Skill in Household Wealth |
0 |
0 |
3 |
82 |
3 |
4 |
59 |
379 |
| Robust Filtering |
0 |
1 |
1 |
7 |
2 |
4 |
15 |
48 |
| 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 |
0 |
20 |
141 |
| Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios |
0 |
0 |
3 |
76 |
1 |
1 |
29 |
309 |
| Volatility comovement: a multifrequency approach |
1 |
1 |
2 |
136 |
1 |
3 |
22 |
354 |
| What is beneath the surface? Option pricing with multifrequency latent states |
0 |
0 |
1 |
11 |
3 |
4 |
21 |
112 |
| Who Are the Value and Growth Investors? |
0 |
0 |
1 |
14 |
0 |
11 |
25 |
132 |
| Total Journal Articles |
6 |
13 |
75 |
3,076 |
38 |
99 |
694 |
10,440 |
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