Michel M. Dacorogna

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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
Pro‐cyclicality beyond business cycle Mathematical Finance	2023-09-28	Paper
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data European Journal of Operational Research	2023-09-15	Paper
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data European Journal of Operational Research	2023-09-15	Paper
Improving the forecast of longevity by combining models North American Actuarial Journal	2019-06-18	Paper
Multivariate extremes, aggregation and risk estimation Quantitative Finance	2019-01-14	Paper
Equalization reserves for natural catastrophes and shareholder value: a simulation study European Actuarial Journal	2013-08-20	Paper
Robust estimation of reserve risk	2011-02-01	Paper
Foreign exchange trading models and market behavior Journal of Economic Dynamics and Control	2008-10-24	Paper
Time-to-Expiry Seasonalities in Eurofutures Studies in Nonlinear Dynamics & Econometrics	2006-01-27	Paper
Scaling behaviors in differently developed markets Physica A	2003-05-21	Paper
Extremal forex returns in extremely large data sets Extremes	2002-11-21	Paper
MEASURING SHOCK IN FINANCIAL MARKETS International Journal of Theoretical and Applied Finance	2000-12-19	Paper
Effective return, risk aversion and drawdowns Physica A	2000-12-05	Paper
scientific article; zbMATH DE number 1301882 (Why is no real title available?)	2000-10-03	Paper
scientific article; zbMATH DE number 1301873 (Why is no real title available?)	1999-11-29	Paper
scientific article; zbMATH DE number 1223592 (Why is no real title available?)	1999-06-20	Paper
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets Finance and Stochastics	1998-06-04	Paper

Research outcomes over time

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