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Calvet, Laurent E.
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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
Through the looking glass : indirect inference via simple equilibria
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 343-358
Persistent link: https://www.econbiz.de/10011348430
Saved in:
4
Multifractal volatility : theory, forecasting, and pricing
Calvet, Laurent E.
;
Fisher, Adlai
-
2008
Persistent link: https://www.econbiz.de/10003719647
Saved in:
5
How to forecast long-run volatility : regime switching and the estimation of multifractal processes
Calvet, Laurent E.
;
Fisher, Adlai J.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
1
,
pp. 49-83
Persistent link: https://www.econbiz.de/10002214188
Saved in:
6
Aggregation of heterogeneous beliefs, assets pricing and risk sharing in complete financial markets
Calvet, Laurent E.
;
Grandmont, Jean-Michel
;
Lemaire, …
-
2004
Persistent link: https://www.econbiz.de/10002170649
Saved in:
7
Incomplete market dynamics in a neoclassical production economy
Angeletos, Marios
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002950868
Saved in:
8
Incomplete-market dynamics in a neoclassical production economy
Angeletos, Marios
;
Calvet, Laurent E.
- In:
Journal of mathematical economics
41
(
2005
)
4/5
,
pp. 407-438
Persistent link: https://www.econbiz.de/10002922592
Saved in:
9
Financial innovation, market participation, and asset prices
Calvet, Laurent E.
;
Gonzalez-Eiras, Martín
;
Sodini, Paolo
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 431-459
Persistent link: https://www.econbiz.de/10002233818
Saved in:
10
Incomplete market dynamics in neoclassical production economy
Angeletos, Marios
;
Calvet, Laurent E.
-
2004
Persistent link: https://www.econbiz.de/10002524564
Saved in:
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