The following pages link to Rémy Chicheportiche (Q1782695):
Displaying 7 items.
- The fine structure of volatility feedback. II: Overnight and intra-day effects (Q1782696) (← links)
- The fine-structure of volatility feedback. I: Multi-scale self-reflexivity (Q1782966) (← links)
- An introduction to econophysics and quantitative finance (Q2786540) (← links)
- THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL (Q2892977) (← links)
- A nested factor model for non-linear dependencies in stock returns (Q4619483) (← links)
- Study of Statistical Correlations in Intraday and Daily Financial Return Time Series (Q4687373) (← links)
- STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET (Q6203296) (← links)
