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Calvet, Laurent E.


 SSRN Author Rank: 583 by Downloads
 

HEC Paris - Finance Department


 1 rue de la Liberation
 Jouy-en-Josas Cedex, 78351
 France
 HOME PAGE: http://www.hec.fr/calvet
 email address


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. Calvet, Laurent E.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
21,633
Total
Citations
429
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
A Multifractal Model of Asset Returns | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Working Paper Series
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
21 Apr 98
6,976
(383)
33

2.  
Large Deviations and the Distribution of Price Changes | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Posted:
22 Apr 98
2,629
(2,137)
7

3.  
Multifractality of Deutschemark / US Dollar Exchange Rates | Show Abstract | Download |
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Working Paper Series
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Mandelbrot, Benoit B.
Yale University - International Center for Finance
Posted:
21 Apr 98
2,527
(2,290)
9

4.  
Incomplete Markets and Volatility | Show Abstract | Download |
Harvard Institute of Economics Research Paper No. 1865
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
25 Sep 98
1,611
(5,009)
12

5.  
Incomplete Markets, Growth, And The Business Cycle | Show Abstract | Download |
MIT Dept. of Economics Working Paper No. 00-33, Harvard Institute of Economic Research Paper No. 1910
Working Paper Series
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
19 Jan 01
1,535
(5,451)
10

6.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Gonzalez-Eiras, Martín
University of San Andres - Department of Economics
Sodini, Paolo
Swedish House of Finance
Posted:
04 Oct 01
Last Revised:
08 Mar 13
657
(20,684)
26

7.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Swedish House of Finance
Posted:
21 Mar 07
Last Revised:
08 Mar 13
634
(21,713)
63

8.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
27 Mar 03
Last Revised:
08 Mar 13
610
(22,895)
17

9.  
Behavioral Heterogeneity And The Income Effect | Show Abstract | Download |
Harvard Institute of Economic Research No. 1892
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Comon, Etienne
Harvard Institute of Economic Research
Posted:
23 Aug 00
594
(23,725)
1

10.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Wu, Liuren
City University of New York, CUNY Baruch College - Zicklin School of Business
Posted:
17 Mar 10
Last Revised:
16 Apr 13
583
(24,336)
 

11.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Thompson, Samuel Brodsky
Arrowstreet Capital, L.P.
Posted:
31 Aug 04
Last Revised:
08 Mar 13
392
(40,895)
9

12.   Incl. Electronic Paper
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
05 Apr 02
Last Revised:
03 Dec 13
319
(52,367)
23

13.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
08 Aug 12
302
(55,844)
 

14.  
Forecasting Multifractal Volatility | Show Abstract | Download |
NYU Working Paper No. FIN-99-017
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
07 Nov 08
275
(62,116)
24

15.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Sodini, Paolo
Swedish House of Finance
Posted:
31 Mar 10
Last Revised:
29 Oct 13
264
(65,025)
9

16.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Swedish House of Finance
Posted:
11 Feb 06
Last Revised:
08 Mar 13
255
(67,448)
109

17.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fearnley, Marcus
HEC Paris - Department of Finance
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Leippold, Markus
University of Zurich - Department of Banking and Finance
Posted:
07 Nov 12
Last Revised:
04 Apr 13
254
(67,741)
1

18.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Jun 05
Last Revised:
08 Mar 13
228
(75,880)
19

19.   Incl. Electronic Paper
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
27 Jan 05
Last Revised:
08 Mar 13
213
(81,483)
7

20.  
A Multifractal Model of Assets Returns | Show Abstract | Download |
NYU Working Paper No. FIN-99-072
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
11 Nov 08
162
(105,768)
7

21.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
20 Dec 06
Last Revised:
07 May 13
154
(110,732)
7

22.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Czellar, Veronika
EMLYON Business School
Posted:
26 May 11
135
(123,929)
1

23.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Czellar, Veronika
EMLYON Business School
Ronchetti, Elvezio
University of Geneva - Department of Econometrics
Posted:
04 Aug 12
130
(127,836)
 

24.  
Who Are the Value and Growth Investors? | Show Abstract | Download |
HEC Paris Research Paper No. FIN-2014-1043
Working Paper Series
Betermier, Sebastien
McGill University - Desautels Faculty of Management
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Sodini, Paolo
Swedish House of Finance
Posted:
21 Apr 14
Last Revised:
23 Apr 14
100
(155,408)
 

25.  
Measuring the Financial Sophistication of Households | Show Abstract | Download |
NBER Working Paper No. w14699
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Swedish House of Finance
Posted:
17 Feb 09
72
(191,264)
35

26.  
Through the Looking Glass: Indirect Inference via Simple Equilibria | Show Abstract | Download |
HEC Paris Research Paper No. FIN-2014-1048
Working Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Czellar, Veronika
EMLYON Business School
Posted:
02 Jun 14
Last Revised:
10 Jun 14
22
(306,789)
 

27.  
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes | Show Abstract |
Journal of Financial Econometrics, Vol. 2, No. 1, pp. 49-83, 2004
Accepted Paper Series
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Fisher, Adlai J.
University of British Columbia (UBC) - Sauder School of Business
Posted:
29 Feb 08
 


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