| Accurate methods for approximate Bayesian computation filtering LE Calvet, V Czellar Journal of Financial Econometrics 13 (4), 798-838, 2015 | 60 | 2015 |
| Indirect robust estimation of the short-term interest rate process V Czellar, GA Karolyi, E Ronchetti Journal of Empirical Finance 14 (4), 546-563, 2007 | 40 | 2007 |
| Robust filtering LE Calvet, V Czellar, E Ronchetti Journal of the American Statistical Association 110 (512), 1591-1606, 2015 | 38 | 2015 |
| Through the looking glass: Indirect inference via simple equilibria LE Calvet, V Czellar Journal of Econometrics 185 (2), 343-358, 2015 | 31 | 2015 |
| Accurate and robust tests for indirect inference V Czellar, E Ronchetti Biometrika 97 (3), 621-630, 2010 | 27 | 2010 |
| M&A rumors about unlisted firms Y Alperovych, D Cumming, V Czellar, A Groh Journal of Financial Economics 142 (3), 1324-1339, 2021 | 26 | 2021 |
| Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation X Mao, V Czellar, E Ruiz, H Veiga Econometrics and Statistics 13, 84-105, 2020 | 14 | 2020 |
| State-observation sampling and the econometrics of learning models LE Calvet, V Czellar arXiv preprint arXiv:1105.4519, 2011 | 8 | 2011 |
| Asymmetric stochastic volatility models: Properties and estimation X Mao, E Ruiz, H Veiga, C Veronika Available at SSRN, 2015 | 5* | 2015 |
| Improved small sample inference for efficient method of moments and indirect inference estimators V Czellar, E Zivot University of Washington, 2008 | 3 | 2008 |
| Tracking beliefs: Accurate methods for approximate Bayesian computation filtering C Calvet, V Czellar Technical Report 236, HEC Paris, 2012 | 2 | 2012 |
| Second-order Accurate and Robust Indirect Inference V Czellar, E Ronchetti | 2 | 2006 |
| Approximate maximum likelihood for complex structural models V Czellar, DT Frazier, E Renault Journal of Econometrics 231 (2), 432-456, 2022 | 1 | 2022 |
| Efficient estimation of learning models L Calvet, V Czellar HAL Working Papers, 2012 | 1 | 2012 |
| State-Observation Sampling LE Calvet, V Czellar manuscript, 2011 | 1 | 2011 |
| Accurate and robust indirect inference for diffusion models V Czellar, E Ronchetti Research Papers by the Institute of Economics and Econometrics, Geneva …, 2008 | 1 | 2008 |
| Uncovering asset market participation from household consumption and income V Czellar, R Garcia, F Le Grand Journal of Econometrics, 105867, 2024 | | 2024 |
| Online Appendix for: Uncovering Asset Market Participation from Household Consumption and Income V Czellar, R Garcia, F Le Grand Available at SSRN 3976525, 2023 | | 2023 |
| Limited participation in the joint behavior of asset prices and individual consumptions V Czellar, R Garcia, F Le Grand SSRN, 2017 | | 2017 |
| Structural Dynamic Analysis of Systematic Risk L Calvet, V Czellar, C Gouriéroux Center for Research in Economics and Statistics Working Papers, 2016 | | 2016 |
Laurent E. CalvetProfessor of Finance, SKEMA Business SchoolAdresse e-mail validée de skema.edu