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 |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Laurent E. Calvet
