Serge Darolles

MaRDI QIDQ193889zbMATH OpenFDO

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
Bivariate integer-autoregressive process with an application to mutual fund flows Journal of Multivariate Analysis	2019-10-01	Paper
The dynamics of hedge fund performance Econometrics of Risk	2018-11-30	Paper
Asymptotics of Cholesky GARCH models and time-varying conditional betas Journal of Econometrics	2018-05-25	Paper
Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows Journal of Econometrics	2017-11-07	Paper
Contagion phenomena with applications in finance	2016-05-13	Paper
Performance fees and hedge fund return dynamics International Journal of Approximate Reasoning	2015-12-07	Paper
Kernel-based nonlinear canonical analysis and time reversibility Journal of Econometrics	2014-03-07	Paper
Nonparametric instrumental regression Econometrica	2013-03-14	Paper
Structural Laplace Transform and Compound Autoregressive Models Journal of Time Series Analysis	2007-05-29	Paper
Truncated dynamics and estimation of diffusion equations Journal of Econometrics	2001-12-05	Paper
Factor ARMA representation of a Markov process Economics Letters	2001-08-20	Paper

Research outcomes over time

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