Books by Laurent E. Calvet
Twin picks
Twin picks
Multifractal volatility
Down or out
Down or out
Multifrequency jump-diffusions
Multifrequency jump-diffusions
Multifrequency news and stock
Multifrequency news and stock returns
Financial innovation, market p
Financial innovation, market participation and asset prices
Regime-switching and the estim
Regime-switching and the estimation of multifractal processes
Incomplete markets, growth, an
Incomplete markets, growth, and the business cycle
Behavioral heterogeneity and t
Behavioral heterogeneity and the income effect
Forecasting multifractal volat
Forecasting multifractal volatility