Laurent E. Calvet
From MaRDI portal
Person:208064
Available identifiers
zbMath Open calvet.laurent-emmanuelWikidataQ19281786 ScholiaQ19281786MaRDI QIDQ208064
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
Robust Filtering | 2017-10-13 | Paper |
Volatility comovement: a multifrequency approach | 2016-06-10 | Paper |
Extreme Risk and Fractal Regularity in Finance | 2015-10-05 | Paper |
What is beneath the surface? Option pricing with multifrequency latent states | 2015-06-08 | Paper |
Through the looking glass: indirect inference via simple equilibria | 2015-05-06 | Paper |
Multifrequency jump-diffusions: An equilibrium approach | 2008-02-06 | Paper |
Incomplete-market dynamics in a neoclassical production economy | 2005-09-02 | Paper |
Incomplete markets and volatility | 2001-10-14 | Paper |
Forecasting multifractal volatility | 2001-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4936387 | 2000-02-07 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
Property | Value |
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MaRDI profile type | MaRDI person profile |
instance of | human |
This page was built for person: Laurent E. Calvet