Serge Darolles

Available identifiers

Publication	Date of Publication	Type
Bivariate integer-autoregressive process with an application to mutual fund flows	2019-10-01	Paper
The Dynamics of Hedge Fund Performance	2018-11-30	Paper
Asymptotics of Cholesky GARCH models and time-varying conditional betas	2018-05-25	Paper
Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows	2017-11-07	Paper
Contagion phenomena with applications in finance	2016-05-13	Paper
Performance fees and hedge fund return dynamics	2015-12-07	Paper
Kernel-based nonlinear canonical analysis and time reversibility	2014-03-07	Paper
Nonparametric Instrumental Regression	2013-03-14	Paper
Structural Laplace Transform and Compound Autoregressive Models	2007-05-29	Paper
Truncated dynamics and estimation of diffusion equations	2001-12-05	Paper
Factor ARMA representation of a Markov process	2001-08-20	Paper

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