Julien Chevallier

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Person:342240

Available identifiers

zbMath Open chevallier.julienWikidataQ85946829 ScholiaQ85946829MaRDI QIDQ342240

List of research outcomes





PublicationDate of PublicationType
Uniform in time modulus of continuity of Brownian motion2023-12-26Paper
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model2023-04-19Paper
On the estimation of regime-switching Lévy models2023-03-30Paper
The place of gold in the cross-market dependencies2023-03-30Paper
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors2022-06-13Paper
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis2021-10-12Paper
Fluctuations for spatially extended Hawkes processes2020-09-02Paper
Local Gaussian correlations in financial and commodity markets2020-05-26Paper
Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation2020-03-24Paper
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach2020-01-20Paper
Network of interacting neurons with random synaptic weights2019-07-11Paper
Uniform decomposition of probability measures: quantization, clustering and rate of convergence2019-01-17Paper
Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels2018-12-28Paper
Stimulus sensitivity of a spiking neural network model2018-05-28Paper
Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching2018-02-16Paper
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting2017-12-08Paper
Mean-field limit of generalized Hawkes processes2017-11-09Paper
Fluctuations for mean-field interacting age-dependent Hawkes processes2017-06-01Paper
Statistical Method to Estimate a Regime-Switching Lévy Model2016-11-18Paper
Self-scheduling of a power generating company: carbon tax considerations2016-11-17Paper
Detection of dependence patterns with delay2016-05-04Paper
Microscopic approach of a time elapsed neural model2015-11-10Paper
Commodity markets through the business cycle2015-04-16Paper
Econometric Analysis of Carbon Markets2011-10-21Paper

Research outcomes over time

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