Hanjarivo Lalaharison : Citation Profile


Are you Hanjarivo Lalaharison?

Université Paris 1 (Panthéon-Sorbonne)

2

H index

0

i10 index

13

Citations

RESEARCH PRODUCTION:

2

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 1
   Journals where Hanjarivo Lalaharison has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 4 (23.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla602
   Updated: 2024-01-16    RAS profile: 2019-05-23    
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Relations with other researchers


Works with:

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

Is cited by:

Ielpo, Florian (2)

Chevallier, Julien (2)

Cites to:

Ielpo, Florian (16)

GUEGAN, Dominique (14)

Engle, Robert (7)

Jagannathan, Ravi (4)

Wu, Guojun (4)

Campbell, John (4)

Corsi, Fulvio (3)

Bekaert, Geert (2)

Alexander, Carol (2)

Giacomini, Raffaella (2)

Duffee, Greg (2)

Main data


Where Hanjarivo Lalaharison has published?


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

Recent works citing Hanjarivo Lalaharison (2024 and 2023)


YearTitle of citing document
2023Parametric heat wave insurance. (2023). Larsson, Karl. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000351.

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.
[Full Text][Citation analysis]
article5
2013Option pricing with discrete time jump processes.(2013) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Citation analysis]
This paper has nother version. Agregated cites: 5
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 nother version. Agregated cites: 5
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 nother version. Agregated cites: 5
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 nother version. Agregated cites: 5
paper
2018Testing for leverage effects in the returns of US equities In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article6
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 nother version. Agregated cites: 6
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 nother version. Agregated cites: 6
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 nother version. Agregated cites: 6
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 nother 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]
paper2

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