23
H index
27
i10 index
2780
Citations
SKEMA Business School | 23 H index 27 i10 index 2780 Citations RESEARCH PRODUCTION: 24 Articles 88 Papers 1 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Laurent E. Calvet. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 4 |
| Journal of Finance | 3 |
| American Economic Review | 2 |
| Journal of Mathematical Economics | 2 |
| Journal of Financial Econometrics | 2 |
| The Review of Economics and Statistics | 2 |
| Journal of Financial and Quantitative Analysis | 2 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Wealth Tax Mobility and Tax Coordination. (2025). Agrawal, David ; Martnez-Toledano, Clara ; Foremny, Dirk. In: American Economic Journal: Applied Economics. RePEc:aea:aejapp:v:17:y:2025:i:1:p:402-30. Full description at Econpapers || Download paper | |
| 2024 | Wages and Capital returns in a generalized P\olya urn. (2024). Gottfried, Thomas ; Grosskinsky, Stefan. In: Papers. RePEc:arx:papers:2401.17688. Full description at Econpapers || Download paper | |
| 2024 | Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010. Full description at Econpapers || Download paper | |
| 2025 | Hierarchical Minimum Variance Portfolios: A Theoretical and Algorithmic Approach. (2025). Mograby, Gamal. In: Papers. RePEc:arx:papers:2503.12328. Full description at Econpapers || Download paper | |
| 2025 | A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction. (2025). Pigato, Paolo ; Pra, Paolo Dai. In: Papers. RePEc:arx:papers:2504.03445. Full description at Econpapers || Download paper | |
| 2025 | Why is the volatility of single stocks so much rougher than that of the S&P500?. (2025). Muzy, Jean-Franccois ; Bouchaud, Jean-Philippe ; Bacry, Emmanuel ; Aubrun, Cecilia ; Zarhali, Othmane. In: Papers. RePEc:arx:papers:2505.02678. Full description at Econpapers || Download paper | |
| 2025 | Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling. (2025). Pontiggia, Milan. In: Papers. RePEc:arx:papers:2507.00575. Full description at Econpapers || Download paper | |
| 2025 | Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior. (2025). Ausloos, Marcel ; Un, Kuok Sin. In: Papers. RePEc:arx:papers:2509.10483. Full description at Econpapers || Download paper | |
| 2025 | A high-frequency approach to Realized Risk Measures. (2025). Mazzarisi, Piero ; Lillo, Fabrizio ; Gatta, Federico. In: Papers. RePEc:arx:papers:2510.16526. Full description at Econpapers || Download paper | |
| 2024 | The housing channel of intergenerational wealth persistence. (2024). Natvik, Gisle ; Juelsrud, Ragnar Enger ; Brandsaas, Eirik Eylands ; Aastveit, Knut Are ; Wold, Ella Getz. In: Working Papers. RePEc:bbq:wpaper:0013. Full description at Econpapers || Download paper | |
| 2024 | Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612. Full description at Econpapers || Download paper | |
| 2024 | The impact of post‐retirement financial market participation on retirement income sufficiency in Australia. (2024). Xu, Xiaobo ; Young, Martin ; Zou, Liping ; Fang, Jiali. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:903-939. Full description at Econpapers || Download paper | |
| 2024 | Countercyclical Income Risk and Portfolio Choices: Evidence from Sweden. (2024). Zhang, Yapei ; Sodini, Paolo ; Catherine, Sylvain. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:1755-1788. Full description at Econpapers || Download paper | |
| 2024 | Broadband Internet and the Stock Market Investments of Individual Investors. (2024). Vestad, Ola ; Mogstad, Magne ; Meling, Tom G ; Hvide, Hans K. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:3:p:2163-2194. Full description at Econpapers || Download paper | |
| 2024 | Financial Sophistication and Consumer Spending. (2024). Jrring, Adam Tejs. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3773-3820. Full description at Econpapers || Download paper | |
| 2025 | Can Public Debt Crowd in Private Investment?. (2025). Bayer, Christian ; Stohler, Fabio. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_691. Full description at Econpapers || Download paper | |
| 2024 | Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01. Full description at Econpapers || Download paper | |
| 2024 | Inflation and Trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580. Full description at Econpapers || Download paper | |
| 2025 | Taxation and Migration by the Super-Rich. (2025). Burgherr, David ; Advani, Arun ; Summers, Andy. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11870. Full description at Econpapers || Download paper | |
| 2025 | Rethinking the Stock Market Participation Puzzle: A Qualitative Approach. (2025). Siegel, Stephan ; Duraj, Kamila ; Grunow, Daniela ; Laudenbach, Christine ; Haliassos, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11980. Full description at Econpapers || Download paper | |
| 2024 | The Portfolio Choice Channel of Wealth Inequality. (2024). Calani, Mauricio ; Rosso, Lucas. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1016. Full description at Econpapers || Download paper | |
| 2024 | Determinants of Stock Market Participation. (2024). Menkhoff, Lukas ; Westermann, Jannis. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2078. Full description at Econpapers || Download paper | |
| 2024 | Wealth and Its Distribution in Germany, 1895-2021. (2024). Bartels, Charlotte ; Schularick, Moritz. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2105. Full description at Econpapers || Download paper | |
| 2025 | Stock Market Participation, Work from Home, and Inequality. (2025). schröder, carsten ; Menkhoff, Lukas ; Schrder, Carsten ; Meister, Lorenz. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2138. Full description at Econpapers || Download paper | |
| 2025 | From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274. Full description at Econpapers || Download paper | |
| 2024 | Nonparametric analysis of financial portfolio performance. (2024). De Rock, Bram ; Cherchye, Laurens ; Saelens, Dieter. In: Working Papers ECARES. RePEc:eca:wpaper:2013/374531. Full description at Econpapers || Download paper | |
| 2024 | Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review. (2024). Gokhale, Gautam Milind ; Mittal, Ankur. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-8. Full description at Econpapers || Download paper | |
| 2024 | Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Xie, Yuxin ; Lu, Xiaomeng ; Tang, Ruohua ; Pantelous, Athanasios A. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803. Full description at Econpapers || Download paper | |
| 2024 | Risk attitudes across the life course: Evidence from China. (2024). Cheng, Lingguo ; Lu, Yunfeng. In: China Economic Review. RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x2400172x. Full description at Econpapers || Download paper | |
| 2024 | Exploring the interplay of intrinsic fluctuation and complexity in intracellular calcium dynamics. (2024). Brojen, R K ; Jeon, Jae-Hyung ; Chanu, Athokpam Langlen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006908. Full description at Econpapers || Download paper | |
| 2024 | Access to credit and scale efficiency: Evidence from family farms in East China. (2024). Ma, Jie ; Cai, Rong ; Wang, Shujuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1538-1551. Full description at Econpapers || Download paper | |
| 2025 | Does rural Households’ financial literacy affect the household portfolio choices in poverty alleviation areas?. (2025). Guan, Haoran ; Guo, Xiaoxi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1550-1562. Full description at Econpapers || Download paper | |
| 2024 | Household spending diversity, aggregation, and the value of product variety. (2024). Rohde, Nicholas ; Kiedaisch, Christian ; Chai, Andreas. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002141. Full description at Econpapers || Download paper | |
| 2025 | The momentum life cycle re-examined: Using incongruent value-growth to identify the momentum stage of stocks. (2025). Forner, Carlos. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s026499932500104x. Full description at Econpapers || Download paper | |
| 2024 | The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Gider, Zeynullah ; Hassan, Kabir M ; Bataineh, Hassan ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081. Full description at Econpapers || Download paper | |
| 2025 | A common component of Fama and French factor variances. (2025). Grobys, Klaus ; Fathi, Masoumeh ; Ij, Janne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002171. Full description at Econpapers || Download paper | |
| 2024 | Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683. Full description at Econpapers || Download paper | |
| 2025 | Uncovering asset market participation from household consumption and income. (2025). Czellar, Veronika ; le Grand, Franois ; Garcia, Ren. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407624002124. Full description at Econpapers || Download paper | |
| 2025 | Multiplicative factor model for volatility. (2025). Engle, Robert ; Ding, Yi ; Zheng, Xinghua ; Li, Yingying. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000132. Full description at Econpapers || Download paper | |
| 2024 | Digital finance and stock market participation: The case of internet wealth management products in China. (2024). Lu, Zhiqiang ; Wu, Junjie ; Li, Hongyu ; Galloway, Brian. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000870. Full description at Econpapers || Download paper | |
| 2024 | Pension reform and wealth inequality: Theory and evidence. (2024). Grodecka-Messi, Anna ; Bhattacharya, Joydeep ; Andersen, Torben M ; Mann, Katja. In: European Economic Review. RePEc:eee:eecrev:v:165:y:2024:i:c:s0014292124000758. Full description at Econpapers || Download paper | |
| 2024 | Robust decisions for heterogeneous agents via certainty equivalents. (2024). Schweizer, Nikolaus ; Balter, Anne G. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:1:p:171-184. Full description at Econpapers || Download paper | |
| 2024 | Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x. Full description at Econpapers || Download paper | |
| 2024 | Wealth maximisation and residential energy-efficiency retrofits: Insights from a real options model. (2024). Fichtner, Wolf ; Dehler-Holland, Joris ; Britto, Anthony. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007308. Full description at Econpapers || Download paper | |
| 2025 | Environmental attention and the predictability of crude oil volatility: Evidence from a new MIDAS multifractal model. (2025). Dong, Xin ; Gong, Jinguo ; Wang, Qin. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000507. Full description at Econpapers || Download paper | |
| 2025 | Inter-institutional cooperation and migrants financial education: An Italian case study. (2025). Venturini, Alessandra ; Nocito, Samuel. In: Evaluation and Program Planning. RePEc:eee:epplan:v:110:y:2025:i:c:s0149718925000047. Full description at Econpapers || Download paper | |
| 2025 | Wage risk and portfolio choice: The role of correlated returns. (2025). Longmuir, Maximilian ; Knig, Johannes. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000729. Full description at Econpapers || Download paper | |
| 2024 | New evidence of interdependence in forex markets: A connection of connection analysis. (2024). Xu, Xin ; Sun, Xiaotong ; Wu, Tao ; Xuan, Siyuan ; Jia, Nanfei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002758. Full description at Econpapers || Download paper | |
| 2024 | A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545. Full description at Econpapers || Download paper | |
| 2024 | Can compensation disclosure cause CEO pay escalation?. (2024). Carosi, Andrea ; Guedes, Jose. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003624. Full description at Econpapers || Download paper | |
| 2024 | Impact of long-term care insurance on the financial asset allocation of middle-aged and elderly households: Evidence from China. (2024). Chen, Chen ; Shao, Zhanqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004484. Full description at Econpapers || Download paper | |
| 2024 | Income aspirations and peasants willingness to borrow in rural China. (2024). Ren, Qing ; You, Liang. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006136. Full description at Econpapers || Download paper | |
| 2024 | Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis. (2024). Ali, Shoaib ; Bejaoui, Azza ; Yousaf, Imran. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006306. Full description at Econpapers || Download paper | |
| 2024 | Does digital finance alleviate household consumption inequality? Evidence from China. (2024). Chen, Zhe ; Li, Xiaojing ; Xia, Xianli ; Zhang, Jizhou. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012163. Full description at Econpapers || Download paper | |
| 2024 | Judicial independence and growth investors decisions. (2024). Zhuang, Ziyin ; Li, Zhen ; Zheng, Panpan ; Lin, Boyuan. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002368. Full description at Econpapers || Download paper | |
| 2024 | Does constant asset allocation dominate buy-and-hold?. (2024). Levy, Moshe. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400237x. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous trading behaviors of individual investors: A deep clustering approach. (2024). Hwang, Yoontae ; Lee, Yongjae ; Park, Junpyo ; Ho, Jang ; Fabozzi, Frank J. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005117. Full description at Econpapers || Download paper | |
| 2024 | Dynamic asset allocation and consumption with the indirect utility function. (2024). Six, Pierre ; Chibane, Messaoud. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005725. Full description at Econpapers || Download paper | |
| 2024 | Digital finance’s impact on household portfolio diversity: Evidence from Chinese households. (2024). Dong, Jingxuan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s154461232401376x. Full description at Econpapers || Download paper | |
| 2025 | Does mobile payment adoption increase household portfolio diversification? Evidence from China. (2025). Qiu, Weisong. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001758. Full description at Econpapers || Download paper | |
| 2024 | Wealth as a moderating effect on gender differences in portfolio holdings. (2024). Baeckstrom, Ylva ; Riefler, Raul ; Tosun, Onur Kemal. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000371. Full description at Econpapers || Download paper | |
| 2024 | A theory of capital flow retrenchment. (2024). Davis, Jonathan ; van Wincoop, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:150:y:2024:i:c:s0022199624000795. Full description at Econpapers || Download paper | |
| 2024 | A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Raza, Syed Ali ; Shah, Nida ; Suleman, Muhammed Tahir. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756. Full description at Econpapers || Download paper | |
| 2025 | Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228. Full description at Econpapers || Download paper | |
| 2024 | Digital finance era: Will individual investors become better players?. (2024). Lu, Xiaomeng ; Zhang, Xianjun ; Yue, Pengpeng ; Guo, Jiaojiao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000015. Full description at Econpapers || Download paper | |
| 2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
| 2024 | Demand for financial advice: Evidence from a randomized choice experiment. (2024). Cherednychenko, Olha ; Hermes, Niels ; Meyer, Marco ; Kramer, Marc ; de Bruin, Boudewijn. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:163:y:2024:i:c:s0378426624001109. Full description at Econpapers || Download paper | |
| 2024 | Left behind: Partisan identity, stock market participation, and wealth inequality. (2024). Ke, DA. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001183. Full description at Econpapers || Download paper | |
| 2025 | A general option pricing framework for affine fractionally integrated models. (2025). Badescu, Alexandru ; Augustyniak, Maciej ; Jayaraman, Sarath Kumar ; Bgin, Jean-Franois. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002607. Full description at Econpapers || Download paper | |
| 2025 | Windfall gains and stock market participation: Evidence from shopping receipt lottery. (2025). Zhu, Jian-Da ; Yang, Tzu-Ting ; Lin, Tse-Chun ; Huang, Hsuan-Hua ; Cheng, Tzu-Chang Forrest. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002929. Full description at Econpapers || Download paper | |
| 2025 | Inequality and capital structure. (2025). Lugo, Stefano. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:174:y:2025:i:c:s0378426625000524. Full description at Econpapers || Download paper | |
| 2025 | From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices. (2025). Leung, Charles ; Guo, Naijia ; Zhang, Shumeng. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000514. Full description at Econpapers || Download paper | |
| 2025 | Money versus procedures — Evidence from an energy efficiency assistance program. (2025). Kesternich, Martin ; Goeschl, Timo ; Chlond, Bettina. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069624001542. Full description at Econpapers || Download paper | |
| 2024 | Price impact under heterogeneous beliefs and restricted participation. (2024). Anthropelos, Michail ; Kardaras, Constantinos. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709. Full description at Econpapers || Download paper | |
| 2024 | Asset pricing with time preference shocks: Existence and uniqueness. (2024). Wilms, Ole ; Zhang, Junnan ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771. Full description at Econpapers || Download paper | |
| 2025 | General equilibrium with unhedgeable fundamentals and heterogeneous agents. (2025). Weber, Marko Hans ; Guasoni, Paolo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:224:y:2025:i:c:s0022053125000249. Full description at Econpapers || Download paper | |
| 2024 | Financial returns to household inventory management. (2024). Baker, Scott ; Johnson, Stephanie ; Kueng, Lorenz. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001988. Full description at Econpapers || Download paper | |
| 2024 | Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163. Full description at Econpapers || Download paper | |
| 2024 | Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527. Full description at Econpapers || Download paper | |
| 2024 | The diversification and welfare effects of robo-advising. (2024). Utkus, Stephen ; Rossi, Alberto G. In: Journal of Financial Economics. RePEc:eee:jfinec:v:157:y:2024:i:c:s0304405x24000928. Full description at Econpapers || Download paper | |
| 2024 | Are cryptos different? Evidence from retail trading. (2024). Kogan, Shimon ; Niessner, Marina ; Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x2400120x. Full description at Econpapers || Download paper | |
| 2025 | Regulating inattention in fee-based financial advice. (2025). , Kingsley ; Edelen, Roger M ; Han, Jingyi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:164:y:2025:i:c:s0304405x24002083. Full description at Econpapers || Download paper | |
| 2025 | Reaching for yield: Evidence from households. (2025). Zhu, Ning ; Smirnova, Oksana ; Peng, Cameron ; Gomes, Francisco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000650. Full description at Econpapers || Download paper | |
| 2024 | Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x. Full description at Econpapers || Download paper | |
| 2024 | Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194. Full description at Econpapers || Download paper | |
| 2024 | Who gets the flow? Financial globalisation and wealth inequality. (2024). Arrigoni, Simone. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:81:y:2024:i:c:s0164070424000338. Full description at Econpapers || Download paper | |
| 2025 | Comparing the response of different education groups to predictable changes in income. (2025). Grant, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:84:y:2025:i:c:s0164070425000138. Full description at Econpapers || Download paper | |
| 2024 | Influence of Ukraine invasion by Russia on Turkish markets. (2024). Tanrivermi, Yesim ; Salami, Monsurat Ayojimi. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000609. Full description at Econpapers || Download paper | |
| 2024 | Do you have a choice?: Implications for belief updating and the disposition effect. (2024). Bachmann, Kremena. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000266. Full description at Econpapers || Download paper | |
| 2024 | Recent advances on uniqueness of competitive equilibrium. (2024). Toda, Alexis Akira ; Walsh, Kieran James. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000697. Full description at Econpapers || Download paper | |
| 2024 | Marginal tax rates and income in the long run: Evidence from a structural estimation. (2024). Pidkuyko, Myroslav ; Macnamara, Patrick ; Rossi, Raffaele. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001010. Full description at Econpapers || Download paper | |
| 2025 | Wealth shocks and portfolio choice. (2025). Kenny, Geoff ; Jappelli, Tullio ; Georgarakos, Dimitris ; Christelis, Dimitris. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000850. Full description at Econpapers || Download paper | |
| 2024 | Gender difference in equity portfolio diversification. (2024). Westerholm, Joakim P ; Wu, Zheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24003214. Full description at Econpapers || Download paper | |
| 2025 | Impact of perceived unlucky years on investment performance: Evidence from Chinese cultural beliefs. (2025). Qiao, Wen ; Guo, Yuqiao ; Yan, Sen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24003858. Full description at Econpapers || Download paper | |
| 2025 | The role of happiness in bank risk: An international cross-country analysis. (2025). Lee, Chien-Chiang ; Chiu, Yi-Hsin ; Lin, Weizheng ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004153. Full description at Econpapers || Download paper | |
| 2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper | |
| 2024 | Differential entropy estimation with a Paretian kernel: Tail heaviness and smoothing. (2024). Da Silva, Sergio ; Matsushita, Raul ; Nobre, Iuri ; Brando, Helena. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:646:y:2024:i:c:s0378437124003595. Full description at Econpapers || Download paper | |
| 2025 | Dynamic price interactions in energy commodities benchmarks: Insights from multifractal analysis during crisis periods. (2025). Inacio, C. M. C., ; David, S A ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:659:y:2025:i:c:s0378437124008240. Full description at Econpapers || Download paper | |
| 2024 | Does digital finance increase household risk-taking? Evidence from China. (2024). Zhang, Xinyue ; Shang, Jianing ; Guo, Fang ; Hu, Debao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1197-1210. Full description at Econpapers || Download paper | |
| 2024 | Attention of womens liberation and investor herding behavior. (2024). Yang, Zhuoyi ; Feng, XU ; Xiong, Xiong ; Wang, QI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:520-544. Full description at Econpapers || Download paper | |
| 2025 | Does online payment promote the purchase of commercial insurance? Evidence from China. (2025). Shi, Hao ; Wang, Guojun ; Gao, Lifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000577. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
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| 2020 | Rich Pickings? Risk, Return, and Skill in Household Wealth In: American Economic Review. [Full Text][Citation analysis] | article | 109 |
| 2009 | Measuring the Financial Sophistication of Households In: American Economic Review. [Full Text][Citation analysis] | article | 228 |
| 2009 | Measuring the Financial Sophistication of Households.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 228 | paper | |
| 2009 | Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 228 | paper | |
| 2009 | Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 228 | paper | |
| 2011 | State-Observation Sampling and the Econometrics of Learning Models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | state-observation sampling and the econometrics of learning models.(2011) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2011 | State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2014 | Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance. [Full Text][Citation analysis] | article | 165 |
| 2011 | Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 165 | paper | |
| 2011 | Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 165 | paper | |
| 2010 | Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 165 | paper | |
| 2013 | Twin picks: Disentangling the determinants of risk-taking in household portfolios.(2013) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 165 | paper | |
| 2017 | Who Are the Value and Growth Investors? In: Journal of Finance. [Full Text][Citation analysis] | article | 44 |
| 2014 | Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2014 | Who Are the Value and Growth Investors?.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
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| 2015 | Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: HEC Research Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2015 | Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 52 | paper | |
| 2019 | A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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| 2001 | Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers. [Full Text][Citation analysis] | paper | 24 |
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| 2018 | Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
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| 2001 | Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2004 | Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2001 | Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2003 | Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2004 | Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2018 | Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 3 |
| 1997 | A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 208 |
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| 1997 | Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 1997 | Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 35 |
| 2006 | Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 543 |
| 2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2007 | Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2012 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2006 | Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2006 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | paper | |
| 2007 | Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 543 | article | |
| 2013 | Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 8 |
| 2015 | What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2013 | Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series. [Full Text][Citation analysis] | paper | 15 |
| 2015 | Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2015 | Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2014 | Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2001 | Forecasting multifractal volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 134 |
| 2000 | Forecasting Multifractal Volatility..(2000) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 1999 | Forecasting Multifractal Volatility.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2001 | Forecasting multifractal volatility.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 134 | paper | |
| 2006 | Volatility comovement: a multifrequency approach In: Journal of Econometrics. [Full Text][Citation analysis] | article | 65 |
| 2006 | Volatility Comovement: a multifrequency approach.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2004 | Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 65 | paper | |
| 2001 | Incomplete Markets and Volatility In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 40 |
| 1999 | Incomplete Markets and Volatility..(1999) In: Harvard Institute of Economic Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2001 | Incomplete Markets and Volatility.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2007 | Multifrequency news and stock returns In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 44 |
| 2007 | Multifrequency news and stock returns.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2011 | Multifrequency News and Stock Returns.(2011) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2005 | Multifrequency News and Stock Returns.(2005) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | paper | |
| 2005 | Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 35 |
| 2005 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2005 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2004 | Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2008 | Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 9 |
| 2008 | Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2006 | Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 113 |
| 2002 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2006 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2003 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2012 | Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2003 | Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | paper | |
| 2008 | Multifractal Volatility In: Elsevier Monographs. [Full Text][Citation analysis] | book | 25 |
| 2000 | Behavioural Heterogeneity and the Income Effect. In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 31 |
| 2003 | Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
| 2003 | Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
| 2001 | Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] | paper | 16 |
| 2003 | Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2009 | Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print. [Citation analysis] | paper | 316 |
| 2009 | Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 316 | paper | |
| 2008 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 316 | paper | |
| 2009 | Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 316 | article | |
| 2002 | Multifractality in Asset Returns: Theory and Evidence In: Post-Print. [Citation analysis] | paper | 167 |
| 2002 | Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 167 | article | |
| 2004 | How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print. [Citation analysis] | paper | 144 |
| 2004 | How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 144 | article | |
| 2009 | Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print. [Citation analysis] | paper | 5 |
| 2009 | Household Heterogeneity in financial Market In: Post-Print. [Citation analysis] | paper | 0 |
| 2009 | Multifractal Volatility: Theory, Estimation and Forecasting In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Asset Pricing In: Post-Print. [Citation analysis] | paper | 0 |
| 2010 | Twin picks: disentangling the determinants of risk-taking in household portfolios conférence invité) In: Post-Print. [Citation analysis] | paper | 1 |
| 2011 | Efficient estimation of learning models In: Post-Print. [Citation analysis] | paper | 1 |
| 2012 | Efficient Estimation of Learning Models.(2012) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print. [Citation analysis] | paper | 61 |
| 2008 | Fractals In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print. [Citation analysis] | paper | 11 |
| 2015 | Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
| 2015 | Robust Filtering In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Robust Filtering.(2015) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2011 | Large Deviation Theory and the Distribution of Price Changes In: Working Papers. [Citation analysis] | paper | 0 |
| 2011 | Multifractality of US Dollar/Deutsche Mark Exchange Rates In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | The Cross-Section of Household Preferences In: NBER Working Papers. [Full Text][Citation analysis] | paper | 22 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team