Laurent E. Calvet
Identifiers
- Open LibraryOL1453598A
Top Subjects
- Finance (2)
- Capital assets pricing model (1)
- Equilibrium (Economics) (1)
- Risk (1)
- Mathematical models (1)
- Stocks (1)
- Prices (1)
Books by Laurent E. Calvet
Total count: 8
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Financial innovation, market participation and asset pricesHarvard Institute of Economic Research2001-01-01
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Regime-switching and the estimation of multifractal processesNational Bureau of Economic Research2003-01-01
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Multifrequency news and stock returnsNational Bureau of Economic Research2005-01-01
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Down or outassessing the welfare costs of household investment mistakesNational Bureau of Economic Research2006-01-01
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Multifrequency jump-diffusionsan equilibrium approachNational Bureau of Economic Research2006-01-01
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Fight or flight?portfolio rebalancing by individual investorsNational Bureau of Economic Research2008-01-01
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Multifractal VolatilityTheory, Forecasting, and PricingElsevier Science & Technology Books2008-01-01
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Twin picksdisentangling the determinants of risk-taking in household portfoliosNational Bureau of Economic Research2010-01-01