Laurent E. Calvet : Citation Profile

SKEMA Business School

23

H index

27

i10 index

2675

Citations

RESEARCH PRODUCTION:

23

Articles

88

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 111
   Journals where Laurent E. Calvet has often published
   Relations with other researchers
   Recent citing documents: 110.    Total self citations: 36 (1.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca582
   Updated: 2025-03-15    RAS profile: 2023-06-02    
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Relations with other researchers

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:

GUPTA, RANGAN (49)

Guiso, Luigi (49)

Majlesi, Kaveh (45)

Campbell, John (40)

Mitchell, Olivia (39)

Lux, Thomas (37)

Devereux, Paul (35)

Lundborg, Petter (35)

Black, Sandra (35)

Lusardi, Annamaria (34)

Fagereng, Andreas (26)

Cites to:

Campbell, John (34)

Fisher, Adlai (29)

Weil, Philippe (22)

Bollerslev, Tim (15)

Cochrane, John (13)

Abel, Andrew (12)

Ghysels, Eric (11)

Engle, Robert (11)

French, Kenneth (10)

Duffie, Darrell (9)

Diebold, Francis (9)

Main data

Where Laurent E. Calvet has published?

Journals with more than one article published# docs
Journal of Econometrics4
Journal of Financial Econometrics2
Journal of Mathematical Economics2
Journal of Financial and Quantitative Analysis2
The Review of Economics and Statistics2
Journal of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
Post-Print / HAL26
Working Papers / HAL14
NBER Working Papers / National Bureau of Economic Research, Inc11
HEC Research Papers Series / HEC Paris7
Working Papers / Center for Research in Economics and Statistics3
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University3
CEPR Discussion Papers / C.E.P.R. Discussion Papers3
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Laurent E. Calvet (2025 and 2024)

YearTitle of citing document
2025Wealth 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.

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2024Housing and Fertility. (2024). Van Doornik, Bernardus ; Ramadorai, Tarun ; Skrastins, Janis ; Fazio, Dimas. In: Working Papers Series. RePEc:bcb:wpaper:612.

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2024.

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2024Countercyclical 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.

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2024Broadband 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.

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2024Financial Sophistication and Consumer Spending. (2024). Jrring, Adam Tejs. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:3773-3820.

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2024Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets. (2024). Lenhard, Gregor. In: Working papers. RePEc:bsl:wpaper:2024/01.

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2024Inflation and Trading. (2024). Hackethal, Andreas ; Weber, Michael ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580.

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2024Wealth and its Distribution in Germany, 1895-2021. (2024). Schularick, Moritz ; Bartels, Charlotte. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2105.

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2025From 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.

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2024Narrow framing and under-diversification: Empirical evidence from Chinese households. (2024). Pantelous, Athanasios A ; Tang, Ruohua ; Xie, Yuxin ; Lu, Xiaomeng. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x23001803.

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2024Risk 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.

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2024Exploring 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.

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2024Household 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.

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2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

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2024Detecting identification failure in moment condition models. (2024). Forneron, Jean-Jacques. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002683.

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2024Digital finance and stock market participation: The case of internet wealth management products in China. (2024). Galloway, Brian ; Li, Hongyu ; Wu, Junjie ; Lu, Zhiqiang. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523000870.

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2024Pension 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.

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2024Robust 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.

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2024A 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.

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2024Can compensation disclosure cause CEO pay escalation?. (2024). Guedes, Jose ; Carosi, Andrea. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003624.

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2024Impact 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.

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2024Income 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.

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2024Demystifying 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.

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2024Does digital finance alleviate household consumption inequality? Evidence from China. (2024). Xia, Xianli ; Zhang, Jizhou ; Li, Xiaojing ; Chen, Zhe. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012163.

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2024Judicial 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.

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2024Does constant asset allocation dominate buy-and-hold?. (2024). Levy, Moshe. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400237x.

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2024Digital 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.

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2024Wealth as a moderating effect on gender differences in portfolio holdings. (2024). Riefler, Raul ; Tosun, Onur Kemal ; Baeckstrom, Ylva. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000371.

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2024A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic. (2024). Suleman, Muhammed Tahir ; Shah, Nida ; Raza, Syed Ali. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000756.

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2024Digital finance era: Will individual investors become better players?. (2024). Yue, Pengpeng ; Guo, Jiaojiao ; Zhang, Xianjun ; Lu, Xiaomeng. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000015.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Price impact under heterogeneous beliefs and restricted participation. (2024). Kardaras, Constantinos ; Anthropelos, Michail. In: Journal of Economic Theory. RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001709.

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2024Asset pricing with time preference shocks: Existence and uniqueness. (2024). Zhang, Junnan ; Wilms, Ole ; Stachurski, John. In: Journal of Economic Theory. RePEc:eee:jetheo:v:216:y:2024:i:c:s0022053123001771.

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2024Financial 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.

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2024Human 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.

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2024Robo 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.

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2024Are 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.

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2024Security design: A review. (2024). Barbalau, Adelina ; Allen, Franklin. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:60:y:2024:i:c:s104295732400041x.

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2024Valuing life over the life cycle. (2024). St-Amour, Pascal. In: Journal of Health Economics. RePEc:eee:jhecon:v:93:y:2024:i:c:s0167629623001194.

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2024Who 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.

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2024Influence 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.

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2024Do 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.

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2024Recent 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.

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2024Marginal tax rates and income in the long run: Evidence from a structural estimation. (2024). Rossi, Raffaele ; Pidkuyko, Myroslav ; Macnamara, Patrick. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001010.

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2024Insights 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.

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2024Differential 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.

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2024Wealth inequality and economic growth: Evidence from the US and France. (2024). Sánchez Carrera, Edgar ; Policardo, Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400003x.

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2024Life-Cycle Portfolio Choices and Heterogeneous Stock Market Expectations. (2024). Velsquez-Giraldo, Mateo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-97.

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2025Demographic transition and the rise of wealth inequality. (2025). Żoch, Piotr ; Tyrowicz, Joanna ; Makarski, Krzysztof. In: GRAPE Working Papers. RePEc:fme:wpaper:101.

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2025.

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2024Digitalization, Entrepreneurship, and Wealth Inequality. (2024). Nirei, Makoto ; Muto, Ichiro ; Nakamura, Fumitaka. In: IMES Discussion Paper Series. RePEc:ime:imedps:24-e-01.

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2024Business Education and Portfolio Returns. (2024). Karabulut, Yigitcan ; Jansson, Thomas ; Altmejd, Adam. In: IZA Discussion Papers. RePEc:iza:izadps:dp16976.

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2024Does Social Pension Insurance Increase the Efficiency of Household Financial Portfolios?. (2024). Zhao, Zhong ; Liu, Xueying. In: IZA Discussion Papers. RePEc:iza:izadps:dp17492.

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2024Financial portfolio performance of Belgian households : a nonparametric assessment. (2024). De Rock, Bram ; Cherchye, Laurens ; Saelens, Dieter. In: Working Paper Research. RePEc:nbb:reswpp:202404-448.

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2024Digitalization and Retirement Contribution Behavior: Evidence from Administrative Data. (2024). Daminato, Claudio ; Filippini, Massimo ; Haufler, Fabio. In: The Review of Financial Studies. RePEc:oup:rfinst:v:37:y:2024:i:8:p:2510-2549..

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2024Changing preferences as a source of stock return variation. (2024). Winkler, Julian. In: MPRA Paper. RePEc:pra:mprapa:122802.

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2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Ka, Charles ; Guo, Naijia ; Zhang, Shumeng. In: MPRA Paper. RePEc:pra:mprapa:123534.

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2025Deglobalization and Foreign Exchange Volatility: The Role of Supply Chain Pressures. (2025). GUPTA, RANGAN ; Demirer, Riza ; Schulte-Tillmann, Bjorn ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:202506.

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2024Augmenting Investment Decisions with Robo-Advice. (2021). Bianchi, Milo ; Briere, Marie. In: TSE Working Papers. RePEc:tse:wpaper:125979.

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2024Leverage and Rate of Return Heterogeneity Among U.S. Households. (2024). Snudden, Stephen. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0150.

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2024Inflation and trading. (2024). Hackethal, Andreas ; Weber, Michael ; Schnorpfeil, Philip. In: CFS Working Paper Series. RePEc:zbw:cfswop:308804.

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More than 100 citations found, this list is not complete...

Works by Laurent E. Calvet:

YearTitleTypeCited
2020Rich Pickings? Risk, Return, and Skill in Household Wealth In: American Economic Review.
[Full Text][Citation analysis]		article100
2009Measuring the Financial Sophistication of Households In: American Economic Review.
[Full Text][Citation analysis]		article208
2009Measuring the Financial Sophistication of Households.(2009) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 208		paper
2009Measuring the Financial Sophistication of Households.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208		paper
2009Measuring the Financial Sophistication of Households.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 208		paper
2011State-Observation Sampling and the Econometrics of Learning Models In: Papers.
[Full Text][Citation analysis]		paper1
2011state-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
2011State-Observation Sampling and the Econometrics of Learning Models.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios In: Journal of Finance.
[Full Text][Citation analysis]		article156
2011Twin picks: disentangling the determinants of risk-taking in household portfolios.(2011) In: HEC Research Papers Series.
[Full Text][Citation analysis]
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2011Twin Picks: Disentangling the Determinants of Risk-Taking in Household Portfolios.(2011) In: Working Papers.
[Citation analysis]
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2010Twin 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: 156		paper
2013Twin 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: 156		paper
2017Who Are the Value and Growth Investors? In: Journal of Finance.
[Full Text][Citation analysis]		article42
2014Who Are the Value and Growth Investors?.(2014) In: HEC Research Papers Series.
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2014Who Are the Value and Growth Investors?.(2014) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 42		paper
2014Who are the value and growth investors?.(2014) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 42		paper
1998Heterogeneous probabilities in complete asset markets In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper5
2016Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2015Rich 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: 50		paper
2015Rich Pickings? Risk, Return, and Skill in the Portfolios of the Wealthy.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 50		paper
2019A Supply and Demand Approach to Equity Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2020Can Security Design Foster Household Risk-Taking? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2001Aggregation of Heterogenous Beliefs and Asset Pricing in Complete Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper24
2004Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets In: Working Papers.
[Full Text][Citation analysis]		paper7
2018Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets.(2018) In: Research in Economics.
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This paper has nother version. Agregated cites: 7		article
2016Structural Dynamic Analysis of Systematic Risk In: Working Papers.
[Full Text][Citation analysis]		paper0
2004Financial Innovation, Market Participation, and Asset Prices In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article37
2001Financial Innovation, Market Participation and Asset Prices.(2001) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
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2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Post-Print.
[Citation analysis]
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2001Financial Innovation, Market Participation and Asset Prices.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
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2003Financial Innovation, Market Participation and Asset Prices.(2003) In: NBER Working Papers.
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2004Financial Innovation, Market Participation, and Asset Prices.(2004) In: Working Papers.
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This paper has nother version. Agregated cites: 37		paper
2018Staying on Top of the Curve: A Cascade Model of Term Structure Dynamics In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article3
1997A Multifractal Model of Asset Returns In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper203
1999A Multifractal Model of Assets Returns.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2011A Multifractal Model of Asset Returns.(2011) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 203		paper
1997Large Deviations and the Distribution of Price Changes In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper37
1997Multifractality of Deutschemark/US Dollar Exchange Rates In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]		paper35
2006Down or out: assessing the welfare costs of household investment mistakes In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper522
2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: Harvard Institute of Economic Research Working Papers.
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2007Down or out: Assessing the welfare costs of household investment mistakes.(2007) In: Post-Print.
[Citation analysis]
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2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 522		paper
2012Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 522		paper
2006Down or Out: Assessing The Welfare Costs of Household Investment Mistakes.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes..(2007) In: Scholarly Articles.
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2006Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2006) In: NBER Working Papers.
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2007Down or Out: Assessing the Welfare Costs of Household Investment Mistakes.(2007) In: Journal of Political Economy.
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2013Whats Beneath the Surface? Option Pricing with Multifrequency Latent States In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper7
2015What is beneath the surface? Option pricing with multifrequency latent states.(2015) In: Journal of Econometrics.
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2013Through the Looking Glass: Indirect Inference via Simple Equilibria In: HEC Research Papers Series.
[Full Text][Citation analysis]		paper14
2015Through the looking glass: Indirect inference via simple equilibria.(2015) In: Journal of Econometrics.
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2015Through the Looking Glass : Indirect Inference via Simple Equilibria.(2015) In: Post-Print.
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2014Through the Looking Glass: Indirect Inference via Simple Equilibria.(2014) In: Working Papers.
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2001Forecasting multifractal volatility In: Journal of Econometrics.
[Full Text][Citation analysis]		article132
2000Forecasting Multifractal Volatility..(2000) In: Harvard Institute of Economic Research Working Papers.
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1999Forecasting Multifractal Volatility.(1999) In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
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2001Forecasting multifractal volatility.(2001) In: Post-Print.
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This paper has nother version. Agregated cites: 132		paper
2006Volatility comovement: a multifrequency approach In: Journal of Econometrics.
[Full Text][Citation analysis]		article62
2006Volatility Comovement: a multifrequency approach.(2006) In: Post-Print.
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2004Volatility Comovement: A Multifrequency Approach.(2004) In: NBER Technical Working Papers.
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2001Incomplete Markets and Volatility In: Journal of Economic Theory.
[Full Text][Citation analysis]		article38
1999Incomplete Markets and Volatility..(1999) In: Harvard Institute of Economic Research Working Papers.
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2001Incomplete Markets and Volatility.(2001) In: Post-Print.
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This paper has nother version. Agregated cites: 38		paper
2007Multifrequency news and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article44
2007Multifrequency news and stock returns.(2007) In: Post-Print.
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2011Multifrequency News and Stock Returns.(2011) In: Working Papers.
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2005Multifrequency News and Stock Returns.(2005) In: NBER Working Papers.
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2005Incomplete-market dynamics in a neoclassical production economy In: Journal of Mathematical Economics.
[Full Text][Citation analysis]		article35
2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Harvard Institute of Economic Research Working Papers.
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2005Incomplete Market Dynamics in a Neoclassical Production Economy.(2005) In: Post-Print.
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2004Incomplete Market Dynamics in a Neoclassical Production Economy.(2004) In: NBER Working Papers.
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2008Multifrequency jump-diffusions: An equilibrium approach In: Journal of Mathematical Economics.
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2008Multifrequency jump-diffusions: An equilibrium approach.(2008) In: Post-Print.
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2006Multifrequency Jump-Diffusions: An Equilibrium Approach.(2006) In: NBER Working Papers.
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2006Idiosyncratic production risk, growth and the business cycle In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article108
2002Idiosyncratic Production Risk, Growth and the Business Cycle.(2002) In: Harvard Institute of Economic Research Working Papers.
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2006Idiosyncratic Production Risk, Growth and the Business Cycle.(2006) In: Post-Print.
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2003Idiosyncratic Production Risk, Growth and the Business Cycle.(2003) In: Working Papers.
[Citation analysis]
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2012Idiosyncratic Production Risk, Growth and the Business Cycle.(2012) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 108		paper
2003Idiosyncratic Production Risk, Growth, and the Business Cycle.(2003) In: NBER Working Papers.
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2008Multifractal Volatility In: Elsevier Monographs.
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2000Behavioural Heterogeneity and the Income Effect. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper31
2003Behavioral Heterogeneity and the Income Effect.(2003) In: Post-Print.
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2003Behavioral Heterogeneity and the Income Effect.(2003) In: The Review of Economics and Statistics.
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2001Incomplete Markets, Growth, and the Business Cycle In: Harvard Institute of Economic Research Working Papers.
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2003Regime-Switching and the Estimation of Multifractal Processes In: Harvard Institute of Economic Research Working Papers.
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2003Regime-Switching and the Estimation of Multifractal Processes.(2003) In: NBER Working Papers.
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2009Fight Or Flight? Portfolio Rebalancing by Individual Investors In: Post-Print.
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2009Fight or Flight ? Portfolio Rebalancing by Individual Investors.(2009) In: Post-Print.
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2008Fight or Flight? Portfolio Rebalancing by Individual Investors.(2008) In: NBER Working Papers.
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2009Fight or Flight? Portfolio Rebalancing by Individual Investors.(2009) In: The Quarterly Journal of Economics.
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2002Multifractality in Asset Returns: Theory and Evidence In: Post-Print.
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2002Multifractality In Asset Returns: Theory And Evidence.(2002) In: The Review of Economics and Statistics.
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2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes In: Post-Print.
[Citation analysis]		paper140
2004How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes.(2004) In: Journal of Financial Econometrics.
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2009Down and Out : Assessing the Welfare Costs of Household investment Mistakes In: Post-Print.
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2009Household Heterogeneity in financial Market In: Post-Print.
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2010Asset Pricing In: Post-Print.
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2011Efficient estimation of learning models In: Post-Print.
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2012Efficient Estimation of Learning Models.(2012) In: Working Papers.
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2008Multifractal Volatility: Theory, Forecasting and Pricing In: Post-Print.
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2008Fractals In: Post-Print.
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2015Accurate Methods for Approximate Bayesian Computation Filtering In: Post-Print.
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2015Accurate Methods for Approximate Bayesian Computation Filtering.(2015) In: Journal of Financial Econometrics.
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2015Robust Filtering In: Post-Print.
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2015Robust Filtering.(2015) In: Journal of the American Statistical Association.
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2011Large Deviation Theory and the Distribution of Price Changes In: Working Papers.
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