|
|
Alternative reversal variable
Anh Duy Nguyen
Finance Research Letters, In press
Journal articles
hal-02388743v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Quelques contributions à la statistique des Processus : Inégalités de Déviations & Grandes Déviations
Hacène Djellout
Probabilités [math.PR]. Université Blaise Pascal, 2015
Habilitation à diriger des recherches
tel-01234238v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Residual return reversals: European evidences
Anh Duc Nguyen
Research in International Business and Finance, In press
Journal articles
hal-02493457v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR
Hacène Djellout
,
Arnaud Guillin
,
Yacouba Samoura
Stochastic Processes and their Applications, 2017
Journal articles
hal-01082903v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models
Pierre R. Bertrand
,
Marie-Eliette Dury
,
Bing Xiao
Mathematical Methods in Economics and Finance, 2020, 13-14, pp.19-36
Journal articles
hal-03031766v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS
Hacène Djellout
,
Hui Jiang
Journal of Theoretical Probability, 2018, Journal of Theoretical Probability, 31 (3), pp.1606-1624
Journal articles
hal-01147189v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem
Naïma El Farouq
,
Pierre Bernhard
Journal articles
hal-01090616v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
A one-sided Vysochanskii-Petunin inequality with financial applications
Mathieu Mercadier
,
Frank Strobel
Journal articles
hal-03241628v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models
Marie-Eliette Dury
,
Bing Xiao
2018
Preprints, Working Papers, ...
hal-01709321v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|
|
|
Credit spread approximation and improvement using random forest regression
Mathieu Mercadier
,
Jean-Pierre Lardy
Journal articles
hal-03241566v1
|
Share
Gmail
Facebook
Twitter
LinkedIn
More
|