Laurent E. Calvet

• Multifractal volatility
• Behavioral heterogeneity and the income effect
• Down or out
• Fight or flight?
• Financial innovation, market participation and asset prices
• Forecasting multifractal volatility
• Incomplete markets, growth, and the business cycle
• Multifrequency jump-diffusions
• Multifrequency news and stock returns
• Regime-switching and the estimation of multifractal processes
• Twin picks