Laurent E. Calvet

Economics and Econometrics · 1997–2017

A researcher in the Science corpus: 12 papers; trusts 51 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

Whom Laurent E. Calvet trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Adlai J. Fisher
  2. Ravi K. Dhar
  3. John Y. Campbell
  4. Jay Breidt
  5. Ravi Bansal
  6. Tim Bollerslev
  7. Robert F. Engle
  8. Annette Vissing-Jorgensen
  9. Ning Zhu
  10. Lu Zhang

Who trusts Laurent E. Calvet overall

  1. Thomas Lux
  2. T. Di Matteo
  3. Harjoat S. Bhamra
  4. Tim Bollerslev
  5. Milo Bianchi
  6. Torben G. Andersen
  7. Adlai J. Fisher
  8. Fulvio Corsi
  9. John Y. Campbell
  10. J. Beeler

Papers from Laurent E. Calvet's perspective

Ordered by how strongly the researchers Laurent E. Calvet trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  2. Generalized autoregressive conditional heteroskedasticity
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. The Value Premium
  5. Equilibrium Cross Section of Returns (Journal of Political Economy)
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Bad Beta, Good Beta
  8. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
  9. Consumption Growth, the Inter-est Rate and Aggregation
  10. Consumption, aggregate wealth and expected stock returns

Their papers