Laurent E. Calvet

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust filtering Journal of the American Statistical Association	2017-10-13	Paper
Volatility comovement: a multifrequency approach Journal of Econometrics	2016-06-10	Paper
Extreme risk and fractal regularity in finance Fractal Geometry and Dynamical Systems in Pure and Applied Mathematics II	2015-10-05	Paper
What is beneath the surface? Option pricing with multifrequency latent states Journal of Econometrics	2015-06-08	Paper
Through the looking glass: indirect inference via simple equilibria Journal of Econometrics	2015-05-06	Paper
Multifrequency jump-diffusions: An equilibrium approach Journal of Mathematical Economics	2008-02-06	Paper
Incomplete-market dynamics in a neoclassical production economy Journal of Mathematical Economics	2005-09-02	Paper
Incomplete markets and volatility Journal of Economic Theory	2001-10-14	Paper
Forecasting multifractal volatility Journal of Econometrics	2001-01-01	Paper
scientific article; zbMATH DE number 1396445 (Why is no real title available?)	2000-02-07	Paper

Research outcomes over time

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