CALVET Laurent, PhD

Professor

Expertise : Asset Pricing, Household Finance, and Volatility Modelling

EDHEC Business School
393, Promenade des Anglais BP3116
06202 Nice cedex 3
France
Tél.: + 33 (0)4 93 18 99 66
Fax: + 33 (0)4 93 83 08 10

Email : laurent.calvet@edhec.edu

Main academic publications

Journal of Financial Econometrics (2004 ; 2015), Journal of Econometrics (2001 ; 2015), Journal of Finance (2014 ; 2017), Fractals in Applied Mathematics (2013), American Economic Review (2009), Quarterly Journal of Economics (2009), Journal of Mathematical Economics (2005 ; 2008), Journal of Political Economy (2007), Journal of Financial Economics (2007), Journal of Monetary Economics (2006), Journal of Financial and Quantitative Analysis (2004 ; 2017), Review of Economics and Statistics (2002 ; 2003), Journal of Economic Theory (2001), Advances in Mathematical Economics (1999), Mita Journal of Economics (1999)

Documents to download

Pdf
CV - Laurent Calvet, PhD...
(-1.00 B)

Publications edhec

Journal of Finance, Volume 72, Issue 1, February 2017, pp5-46.
Journal of Financial and Quantitative Analysis, January 2017

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