Julien Chevallier

Available identifiers

zbMath Open chevallier.julienMaRDI QIDQ342240

List of research outcomes

Publication	Date of Publication	Type
Uniform in time modulus of continuity of Brownian motion	2023-12-26	Paper
Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model	2023-04-19	Paper
The place of gold in the cross-market dependencies	2023-03-30	Paper
On the estimation of regime-switching Lévy models	2023-03-30	Paper
Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors	2022-06-13	Paper
Diffusion approximation of multi-class Hawkes processes: Theoretical and numerical analysis	2021-10-12	Paper
Fluctuations for spatially extended Hawkes processes	2020-09-02	Paper
Local Gaussian correlations in financial and commodity markets	2020-05-26	Paper
Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation	2020-03-24	Paper
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach	2020-01-20	Paper
Network of interacting neurons with random synaptic weights	2019-07-11	Paper
Uniform decomposition of probability measures: quantization, clustering and rate of convergence	2019-01-17	Paper
Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels	2018-12-28	Paper
Stimulus sensitivity of a spiking neural network model	2018-05-28	Paper
Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching	2018-02-16	Paper
An Adaptive Multiscale Ensemble Learning Paradigm for Nonstationary and Nonlinear Energy Price Time Series Forecasting	2017-12-08	Paper
Mean-field limit of generalized Hawkes processes	2017-11-09	Paper
Fluctuations for mean-field interacting age-dependent Hawkes processes	2017-06-01	Paper
Statistical Method to Estimate a Regime-Switching Lévy Model	2016-11-18	Paper
Self-scheduling of a power generating company: carbon tax considerations	2016-11-17	Paper
Detection of dependence patterns with delay	2016-05-04	Paper
Microscopic approach of a time elapsed neural model	2015-11-10	Paper
Commodity markets through the business cycle	2015-04-16	Paper
Econometric Analysis of Carbon Markets	2011-10-21	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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