The following pages link to Laurent E. Calvet (Q208064):
Displayed 11 items.
- (Q221835) (redirect page) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Through the looking glass: indirect inference via simple equilibria (Q2343812) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Incomplete-market dynamics in a neoclassical production economy (Q2387401) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- Extreme Risk and Fractal Regularity in Finance (Q2949961) (← links)
- (Q4936387) (← links)
- Robust Filtering (Q5367471) (← links)
- Incomplete markets and volatility (Q5945729) (← links)
- Forecasting multifractal volatility (Q5952025) (← links)