Multifractal Volatility: Theory, Forecasting and Pricing
Laurent E. Calvet
,
Adlai Fisher
Academic Press, pp.272, 2008
Books
hal-00671877v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Through the Looking Glass: Indirect Inference via Simple Equilibria
Laurent E. Calvet
,
Veronika Czellar
2014
Preprints, Working Papers, ...
hal-02058272v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Efficient Estimation of Learning Models
Laurent E. Calvet
,
Veronika Czellar
2012
Reports
hal-00674226v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy
Laurent Bach
,
Laurent E. Calvet
,
Paolo Sodini
2015
Preprints, Working Papers, ...
hal-02002692v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Down or out: Assessing the welfare costs of household investment mistakes
Laurent E. Calvet
,
Paolo Sodini
,
John Y. Campbell
Journal articles
hal-00671903v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Who Are the Value and Growth Investors?
Sebastien Betermier
,
Laurent E. Calvet
,
Paolo Sodini
2014
Preprints, Working Papers, ...
hal-02058282v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
Laurent E. Calvet
,
John Y. Campbell
,
Paolo Sodini
2012
Reports
hal-00674229v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Idiosyncratic Production Risk, Growth and the Business Cycle
Laurent E. Calvet
,
George-Marios Angeletos
2012
Reports
hal-00674230v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Down or Out: Assessing The Welfare Costs of Household Investment Mistakes
Laurent E. Calvet
,
John Y. Campbell
,
Paolo Sodini
2012
Reports
hal-00674227v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More
Fractals
Laurent E. Calvet
Steven N. Durlauf and Lawrence E. Blume Eds.
The New Palgrave Dictionary of Economics (2nd edition) , Palgrave, pp.NC, 2008,
⟨10.1057/9780230226203.0598⟩
Book sections
hal-00671878v1
Actions
Share
Gmail
Facebook
Twitter
LinkedIn
More