Rémy Chicheportiche
From MaRDI portal
Person:1782695
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET Advances in Complex Systems | 2024-03-27 | Paper |
| A nested factor model for non-linear dependencies in stock returns Quantitative Finance | 2019-02-06 | Paper |
| Study of statistical correlations in intraday and daily financial return time series Econophysics of Systemic Risk and Network Dynamics | 2018-10-11 | Paper |
| The fine structure of volatility feedback. II: Overnight and intra-day effects Physica A | 2018-09-20 | Paper |
| The fine-structure of volatility feedback. I: Multi-scale self-reflexivity Physica A | 2018-09-20 | Paper |
| An introduction to econophysics and quantitative finance European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys | 2016-02-15 | Paper |
| The joint distribution of stock returns is not elliptical International Journal of Theoretical and Applied Finance | 2012-06-25 | Paper |
Research outcomes over time
This page was built for person: Rémy Chicheportiche
