Rémy Chicheportiche

Available identifiers

zbMath Open chicheportiche.remyMaRDI QIDQ1782695

List of research outcomes

Publication	Date of Publication	Type
STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET	2024-03-27	Paper
A nested factor model for non-linear dependencies in stock returns	2019-02-06	Paper
Study of Statistical Correlations in Intraday and Daily Financial Return Time Series	2018-10-11	Paper
The fine structure of volatility feedback. II: Overnight and intra-day effects	2018-09-20	Paper
The fine-structure of volatility feedback. I: Multi-scale self-reflexivity	2018-09-20	Paper
An introduction to econophysics and quantitative finance	2016-02-15	Paper
The joint distribution of stock returns is not elliptical	2012-06-25	Paper

Research outcomes over time

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