Michel M. Dacorogna

Available identifiers

zbMath Open dacorogna.michel-mWikidataQ105592778 ScholiaQ105592778MaRDI QIDQ362027

List of research outcomes

Publication	Date of Publication	Type
Pro‐cyclicality beyond business cycle	2023-09-28	Paper
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data	2023-09-15	Paper
Improving the Forecast of Longevity by Combining Models	2019-06-18	Paper
Multivariate extremes, aggregation and risk estimation	2019-01-14	Paper
Equalization reserves for natural catastrophes and shareholder value: a simulation study	2013-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q3071107	2011-02-01	Paper
Foreign exchange trading models and market behavior	2008-10-24	Paper
Time-to-Expiry Seasonalities in Eurofutures	2006-01-27	Paper
Scaling behaviors in differently developed markets	2003-05-21	Paper
Extremal forex returns in extremely large data sets	2002-11-21	Paper
MEASURING SHOCK IN FINANCIAL MARKETS	2000-12-19	Paper
Effective return, risk aversion and drawdowns	2000-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q4247108	2000-10-03	Paper
https://portal.mardi4nfdi.de/entity/Q4247098	1999-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q4218902	1999-06-20	Paper
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets	1998-06-04	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: Michel M. Dacorogna