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Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios; Calvet, Laurent E. - 2003
Persistent link: https://www.econbiz.de/10001765837
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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
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Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822522
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Regime-switching and the estimation of multifractal processes
Calvet, Laurent E. (contributor); Fisher, Adlai (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875409
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Forecasting multifractal volatility
Calvet, Laurent E.; Fisher, Adlai - 2000
Persistent link: https://www.econbiz.de/10001505085
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Incomplete markets growth and the business cycle
Angeletos, Marios; Calvet, Laurent E. - 2000
Persistent link: https://www.econbiz.de/10001559074
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Behavioral heterogeneity and the income effect
Calvet, Laurent E.; Comon, Etienne - 2000
Persistent link: https://www.econbiz.de/10001474875
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Heterogenous probabilities in complete asset markets
Calvet, Laurent E. - 1998
Persistent link: https://www.econbiz.de/10000989720
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Multifractality of Deutschemark US dollar exchange rates
Fisher, Adlai; Calvet, Laurent E.; Mandelbrot, Benoît B. - 1997
Persistent link: https://www.econbiz.de/10000974392
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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