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hal-00447960v2  Journal articles
Rafal KulikPhilippe Soulier. The tail empirical process for some long memory sequences
Stochastic Processes and their Applications, Elsevier, 2011, 121 (1), pp.109-134. ⟨10.1016/j.spa.2010.09.001⟩
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hal-02490809v1  Book sections
Sana Ben HamidaFathi AbidWafa Abdelmalek. Dynamic Hedging using Generated Genetic Programming Implied Volatility Models
Genetic Programming - New Approaches and Successful Applications, InTech, 2012, ⟨10.5772/48148⟩
hal-02358454v1  Journal articles
Fredj JawadiWaël LouhichiAbdoulkarim Idi CheffouRivo Randrianarivony. Intraday jumps and trading volume: a nonlinear Tobit specification
Review of Quantitative Finance and Accounting, Springer Verlag, 2016, 47 (4), pp.1167-1186. ⟨10.1007/s11156-015-0534-0⟩
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halshs-00188530v1  Journal articles
Aliou DiopDominique Guegan. tail behavior of a threshold autoregressive stochastic volatility model
Extremes, Springer Verlag (Germany), 2005, 7, pp.369 - 377