Hanjarivo Lalaharison : Citation Profile


Are you Hanjarivo Lalaharison?

Université Paris 1 (Panthéon-Sorbonne)

2

H index

0

i10 index

6

Citations

RESEARCH PRODUCTION:

2

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 0
   Journals where Hanjarivo Lalaharison has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 4 (40 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla602
   Updated: 2020-07-04    RAS profile: 2019-05-23    
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Relations with other researchers


Works with:

Ielpo, Florian (7)

GUEGAN, Dominique (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Hanjarivo Lalaharison.

Is cited by:

Chevallier, Julien (2)

Ielpo, Florian (2)

Cites to:

Ielpo, Florian (15)

GUEGAN, Dominique (14)

Engle, Robert (7)

Christoffersen, Peter (7)

Granger, Clive (5)

Wu, Guojun (4)

Campbell, John (4)

Corsi, Fulvio (3)

Jagannathan, Ravi (3)

Hollifield, Burton (2)

Monfort, Alain (2)

Main data


Where Hanjarivo Lalaharison has published?


Working Papers Series with more than one paper published# docs
Universit Paris1 Panthon-Sorbonne (Post-Print and Working Papers) / HAL5
Documents de travail du Centre d'Economie de la Sorbonne / Universit Panthon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne5

Recent works citing Hanjarivo Lalaharison (2018 and 2017)


YearTitle of citing document
2019Does the leverage effect affect the return distribution?. (2019). Chen, Dangxing. In: Papers. RePEc:arx:papers:1909.08662.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2017Investigating the leverage effect in commodity markets with a recursive estimation approach. (2017). Ielpo, Florian ; Chevallier, Julien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:763-778.

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2017Testing for Leverage Effect in Financial Returns. (2014). Lalaharison, Hanjarivo ; Guegan, Dominique ; Chorro, Christophe ; Ielpo, Florian. In: Post-Print. RePEc:hal:journl:halshs-00973922.

Full description at Econpapers || Download paper

Works by Hanjarivo Lalaharison:


YearTitleTypeCited
2013Option pricing with discrete time jump processes In: Journal of Economic Dynamics and Control.
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article2
2013Option pricing with discrete time jump processes.(2013) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Option pricing with discrete time jump processes.(2012) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2011Option pricing with discrete time jump processes.(2011) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2012Option pricing with discrete time jump processes.(2012) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2018Testing for leverage effects in the returns of US equities In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article3
2017Testing for Leverage Effects in the Returns of US Equities.(2017) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2018Testing for leverage effects in the returns of US equities.(2018) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has another version. Agregated cites: 3
paper
2017Testing for Leverage Effects in the Returns of US Equities.(2017) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010A short note on option pricing with Lévy Processes In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]
paper0
2010A short note on option pricing with Lévy Processes.(2010) In: Documents de travail du Centre d'Economie de la Sorbonne.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Testing for Leverage Effect in Financial Returns In: Documents de travail du Centre d'Economie de la Sorbonne.
[Citation analysis]
paper1

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