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The finance of climate change
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ECONIS (ZBW)
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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:
2
Accurate methods for approximate Bayesian Computation Filtering
Calvet, Laurent E.
;
Czellar, Veronika
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
4
,
pp. 798-838
Persistent link: https://www.econbiz.de/10011417791
Saved in:
3
Introduction to JPEF special issue on household finance
Calvet, Laurent E.
;
Chaliasos, Michaēl
;
Michaelides, …
- In:
Journal of pension economics and finance
14
(
2015
)
4
,
pp. 329-331
Persistent link: https://www.econbiz.de/10011419746
Saved in:
4
What is beneath the surface? : option pricing with multifrequency latent states
Calvet, Laurent E.
;
Fearnley, Marcus
;
Fisher, Adlai
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 498-511
Persistent link: https://www.econbiz.de/10011499779
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
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:
7
Heterogenous probabilities in complete asset markets
Calvet, Laurent E.
;
Grandmont, Jean-Michel
;
Lemaire, …
- In:
Advances in mathematical economics
1
(
1999
),
pp. 3-15
Persistent link: https://www.econbiz.de/10001565354
Saved in:
8
Behavioral heterogeneity and the income effect
Calvet, Laurent E.
;
Comon, Etienne
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 653-669
Persistent link: https://www.econbiz.de/10001791764
Saved in:
9
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:
10
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
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