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Calvet, Laurent E.


 SSRN Author Rank: 633 by Downloads
 

HEC Paris (Groupe HEC) - 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
22,468
Total
Citations
441
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 This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1164, Sauder School of Business Working Paper
Number of Pages in PDF File: 33
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
7,174
(422)
33

2.  
Large Deviations and the Distribution of Price Changes | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1165, Sauder School of Business Working Paper
Number of Pages in PDF File: 30
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
2,655
(2,410)
7

3.  
Multifractality of Deutschemark / US Dollar Exchange Rates | Show Abstract | Download This Paper | Open PDF in Browser |
Cowles Foundation Discussion Paper No. 1166, Sauder School of Business Working Paper
Number of Pages in PDF File: 40
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
2,568
(2,558)
9

4.  
Incomplete Markets and Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
Harvard Institute of Economics Research Paper No. 1865
Number of Pages in PDF File: 46
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
25 Sep 98
1,617
(5,680)
12

5.  
Incomplete Markets, Growth, And The Business Cycle | Show Abstract | Download This Paper | Open PDF in Browser |
MIT Dept. of Economics Working Paper No. 00-33, Harvard Institute of Economic Research Paper No. 1910
Number of Pages in PDF File: 51
Angeletos, George-Marios
Massachusetts Institute of Technology (MIT) - Department of Economics
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Posted:
19 Jan 01
1,554
(6,080)
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
Stockholm School of Economics - Department of Finance
Posted:
04 Oct 01
Last Revised:
28 Feb 15
661
(23,120)
26

7.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
21 Mar 07
Last Revised:
08 Mar 13
644
(23,940)
65

8.  
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
636
(24,359)
 

9.   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
623
(25,107)
19

10.  
Behavioral Heterogeneity And The Income Effect | Show Abstract | Download This Paper | Open PDF in Browser |
Harvard Institute of Economic Research No. 1892
Number of Pages in PDF File: 70
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Comon, Etienne
Harvard Institute of Economic Research
Posted:
23 Aug 00
597
(26,661)
1

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
401
(44,598)
9

12.  
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
364
(50,213)
1

13.  
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:
17 Oct 14
341
(54,339)
1

14.   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:
13 Jan 15
319
(58,826)
23

15.  
Forecasting Multifractal Volatility | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-99-017
Number of Pages in PDF File: 48
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
314
(59,882)
24

16.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
31 Mar 10
Last Revised:
29 Oct 13
276
(69,177)
10

17.  
Who Are the Value and Growth Investors? | Show Abstract | Download This Paper | Open PDF in Browser |
HEC Paris Research Paper No. FIN-2014-1043, Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
Number of Pages in PDF File: 66
Betermier, Sebastien
McGill University - Desautels Faculty of Management
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
21 Apr 14
Last Revised:
26 Sep 14
264
(72,496)
 

18.   Incl. Electronic Paper
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
11 Feb 06
Last Revised:
08 Mar 13
262
(73,109)
110

19.   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
230
(84,009)
21

20.   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
214
(90,460)
7

21.  
A Multifractal Model of Assets Returns | Show Abstract | Download This Paper | Open PDF in Browser |
NYU Working Paper No. FIN-99-072
Number of Pages in PDF File: 56
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
180
(106,846)
7

22.   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
156
(121,524)
8

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
150
(125,745)
 

24.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Czellar, Veronika
EMLYON Business School
Posted:
26 May 11
139
(134,040)
1

25.  
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Campbell, John Y.
Harvard University - Department of Economics
Sodini, Paolo
Stockholm School of Economics - Department of Finance
Posted:
17 Feb 09
76
(204,780)
37

26.  
Through the Looking Glass: Indirect Inference via Simple Equilibria | Show Abstract | Download This Paper | Open PDF in Browser |
HEC Paris Research Paper No. FIN-2014-1048
Number of Pages in PDF File: 58
Calvet, Laurent E.
HEC Paris (Groupe HEC) - Finance Department
Czellar, Veronika
EMLYON Business School
Posted:
02 Jun 14
Last Revised:
10 Jun 14
53
(247,368)
 

27.  
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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