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Calvet, Laurent E.
44
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10
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10
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9
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6
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A supply and demand approach to equity pricing
Calvet, Laurent E.
;
Betermier, Sebastien
;
Jo, Evan
-
2019
Persistent link: https://www.econbiz.de/10012194321
Saved in:
2
Incomplete markets and volatility
Calvet, Laurent E.
- In:
Journal of economic theory
98
(
2001
)
2
,
pp. 295-338
Persistent link: https://www.econbiz.de/10001596560
Saved in:
3
Heterogenous probabilities in complete asset markets
Calvet, Laurent E.
-
1998
Persistent link: https://www.econbiz.de/10000989720
Saved in:
4
Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai
;
Calvet, Laurent E.
;
Mandelbrot, Benoît B.
-
1997
Persistent link: https://www.econbiz.de/10000974392
Saved in:
5
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets
Calvet, Laurent E.
;
Grandmont, Jean-Michel
;
Lemaire, …
- In:
Research in economics : an international review of economics
72
(
2018
)
1
,
pp. 117-146
Persistent link: https://www.econbiz.de/10012041726
Saved in:
6
Can security design foster household risk-taking?
Calvet, Laurent E.
;
Célérier, Claire
;
Sodini, Paolo
; …
-
2020
Persistent link: https://www.econbiz.de/10012238911
Saved in:
7
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
8
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
(
contributor
);
Fisher, Adlai
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001756622
Saved in:
9
Financial innovation, market participation and asset prices
Calvet, Laurent E.
;
Gonzalez-Eiras, Martin
;
Sodini, Paolo
-
2003
Persistent link: https://www.econbiz.de/10001774912
Saved in:
10
Regime-switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai
-
2003
Persistent link: https://www.econbiz.de/10001774916
Saved in:
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