Michel M. Dacorogna

Available identifiers

Publication	Date of Publication	Type
Pro‐cyclicality beyond business cycle	2023-09-28	Paper
Building up cyber resilience by better grasping cyber risk via a new algorithm for modelling heavy-tailed data	2023-09-15	Paper
Improving the Forecast of Longevity by Combining Models	2019-06-18	Paper
Multivariate extremes, aggregation and risk estimation	2019-01-14	Paper
Equalization reserves for natural catastrophes and shareholder value: a simulation study	2013-08-20	Paper
https://portal.mardi4nfdi.de/entity/Q3071107	2011-02-01	Paper
Foreign exchange trading models and market behavior	2008-10-24	Paper
Time-to-Expiry Seasonalities in Eurofutures	2006-01-27	Paper
Scaling behaviors in differently developed markets	2003-05-21	Paper
Extremal forex returns in extremely large data sets	2002-11-21	Paper
MEASURING SHOCK IN FINANCIAL MARKETS	2000-12-19	Paper
Effective return, risk aversion and drawdowns	2000-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q4247108	2000-10-03	Paper
https://portal.mardi4nfdi.de/entity/Q4247098	1999-11-29	Paper
https://portal.mardi4nfdi.de/entity/Q4218902	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	1998-06-04	Paper

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