2
H index
0
i10 index
13
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pla602 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Documents de travail du Centre d'Economie de la Sorbonne / Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne | 5 |
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) / HAL | 5 |
Year | Title of citing document |
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2023 | Parametric 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 |
Year | Title | Type | Cited |
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2013 | Option pricing with discrete time jump processes In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
2013 | Option 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 | |
2012 | Option 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 | |
2011 | Option 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 | |
2012 | Option 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 | |
2018 | Testing for leverage effects in the returns of US equities In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
2017 | Testing 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 | |
2018 | Testing 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 | |
2017 | Testing 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 | |
2010 | A short note on option pricing with Lévy Processes In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2010 | A 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 | |
2014 | Testing for Leverage Effect in Financial Returns In: Documents de travail du Centre d'Economie de la Sorbonne. [Citation analysis] | paper | 2 |
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