11
H index
12
i10 index
527
Citations
serge darolles : Citation Profile
Université Paris-Dauphine (Paris IX) | RESEARCH PRODUCTION: 20 Articles 62 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1997 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with serge darolles. | Is cited by:
| Cites to:
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Main data
Where serge darolles has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Banking & Finance | 4 |
| Journal of Econometrics | 4 |
| Bankers, Markets & Investors | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 33 |
| Working Papers / Center for Research in Economics and Statistics | 16 |
| IDEI Working Papers / Institut d'Économie Industrielle (IDEI), Toulouse | 3 |
| Working Papers / HAL | 3 |
Recent works citing serge darolles (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
| 2023 | Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments. (2020). Singh, Rahul. In: Papers. RePEc:arx:papers:2012.10315. Full description at Econpapers || Download paper |
| 2024 | Adversarial Estimation of Riesz Representers. (2020). Syrgkanis, Vasilis ; Singh, Rahul ; Newey, Whitney ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2101.00009. Full description at Econpapers || Download paper |
| 2024 | Dynamic Co-Quantile Regression. (2022). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275. Full description at Econpapers || Download paper |
| 2023 | Debiased Inference on Identified Linear Functionals of Underidentified Nuisances via Penalized Minimax Estimation. (2022). Mao, Xiaojie ; Kallus, Nathan. In: Papers. RePEc:arx:papers:2208.08291. Full description at Econpapers || Download paper |
| 2023 | Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness. (2023). Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew ; Uehara, Masatoshi ; Syrgkanis, Vasilis. In: Papers. RePEc:arx:papers:2302.05404. Full description at Econpapers || Download paper |
| 2023 | Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization. (2023). Yamasaki, Masaya ; Kashimata, Tomoya ; Nakayama, Jun ; Hidaka, Ryo ; Tatsumura, Kosuke. In: Papers. RePEc:arx:papers:2307.06339. Full description at Econpapers || Download paper |
| 2023 | An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution. (2023). Hong, Youngjoon ; Sul, Hong Kee ; Kim, Jimyeong. In: Papers. RePEc:arx:papers:2307.10649. Full description at Econpapers || Download paper |
| 2023 | Source Condition Double Robust Inference on Functionals of Inverse Problems. (2023). Uehara, Masatoshi ; Syrgkanis, Vasilis ; Newey, Whitney ; Mao, Xiaojie ; Kallus, Nathan ; Bennett, Andrew. In: Papers. RePEc:arx:papers:2307.13793. Full description at Econpapers || Download paper |
| 2024 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2307.14867. Full description at Econpapers || Download paper |
| 2024 | Uniform Inference for Nonlinear Endogenous Treatment Effects with High-Dimensional Covariates. (2023). Zhang, Cun-Hui ; Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2310.08063. Full description at Econpapers || Download paper |
| 2024 | Regularized DeepIV with Model Selection. (2024). Uehara, Masatoshi ; Wang, Mengdi ; Syrgkanis, Vasilis ; Lan, Hui ; Li, Zihao. In: Papers. RePEc:arx:papers:2403.04236. Full description at Econpapers || Download paper |
| 2024 | High-Dimensional Mean-Variance Spanning Tests. (2024). Sessinou, Rosnel ; Laurent, S'Ebastien ; Ardia, David. In: Papers. RePEc:arx:papers:2403.17127. Full description at Econpapers || Download paper |
| 2024 | Context-dependent Causality (the Non-Nonotonic Case). (2024). Kim, Moshe ; Billfeld, Nir. In: Papers. RePEc:arx:papers:2404.05021. Full description at Econpapers || Download paper |
| 2023 | Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23. Full description at Econpapers || Download paper |
| 2023 | Arbitrage across different Bitcoin exchange venues: Perspectives from investor base and market related events. (2023). Cheng, Feiyang ; Shu, AO ; Pan, Zheyao ; Liang, Zini ; Han, Jianlei. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:5:p:5183-5210. Full description at Econpapers || Download paper |
| 2023 | The role of the U.S. exchange?rate equity market volatility on agricultural exports and forecasts. (2023). Nganje, William ; Addey, Kwame Asiam. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:71:y:2023:i:1:p:25-47. Full description at Econpapers || Download paper |
| 2023 | Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (2023). Ombao, Hernando ; Barretosouza, Wagner. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:206-222. Full description at Econpapers || Download paper |
| 2023 | Noncausal affine processes with applications to derivative pricing. (2023). Lu, Yang ; Gourieroux, Christian. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:3:p:766-796. Full description at Econpapers || Download paper |
| 2024 | Building and Fitting Non-Gaussian Latent Variable Models via the Moment-Generating Function. (2008). Kleppe, Tore ; Skaug, Hans J.. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:35:y:2008:i:4:p:664-676. Full description at Econpapers || Download paper |
| 2024 | The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67. Full description at Econpapers || Download paper |
| 2023 | Modeling and inference for multivariate time series of counts based on the INGARCH scheme. (2023). Kim, Byungsoo ; Lee, Sangyeol. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:177:y:2023:i:c:s0167947322001591. Full description at Econpapers || Download paper |
| 2023 | Does FinTech reduce corporate excess leverage? Evidence from China. (2023). Zhang, Xinhe ; Guo, Chong ; Yue, Shujing ; Lai, Xiaobing. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:281-299. Full description at Econpapers || Download paper |
| 2023 | A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444. Full description at Econpapers || Download paper |
| 2023 | Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares. (2023). Botosaru, Irene ; Pendakur, Krishna ; Muris, Chris. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:576-597. Full description at Econpapers || Download paper |
| 2023 | Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model. (2023). Hartkopf, Jan Patrick ; Gribisch, Bastian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:43-64. Full description at Econpapers || Download paper |
| 2023 | Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications. (2023). Wang, Bin ; Kim, Jihyun ; Bu, Ruijun. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1934-1954. Full description at Econpapers || Download paper |
| 2024 | Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469. Full description at Econpapers || Download paper |
| 2024 | Internet stock message boards and the price–volume relationship: Registered users vs non-registered users. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000941. Full description at Econpapers || Download paper |
| 2024 | Not all the news fitting to reprint: Evidence from price-volume relationship. (2024). Shen, Dehua ; Zhang, Zuochao. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001582. Full description at Econpapers || Download paper |
| 2023 | More Is Better, Or Not? An Empirical Analysis of Buyer Preferences for Variety on the E-Market. (2023). Sokullu, Senay. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:450-470. Full description at Econpapers || Download paper |
| 2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
| 2023 | The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed ; Chen, Shengming. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005032. Full description at Econpapers || Download paper |
| 2023 | The Effects of Volatility on Liquidity in the Treasury Market. (2023). Sokolinskiy, Oleg ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-28. Full description at Econpapers || Download paper |
| 2023 | Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x. Full description at Econpapers || Download paper |
| 2024 | Identifying the Volatility Risk Price Through the Leverage Effect. (2024). Sangrey, Paul ; Renault, Eric ; Cheng, XU. In: PIER Working Paper Archive. RePEc:pen:papers:24-013. Full description at Econpapers || Download paper |
| 2023 | Nexus between Twitter-based sentiment and tourism sector performance amid COVID-19 pandemic. (2023). Bashir, Hajam Abid ; Kumar, Dilip ; Shiljas, K. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2200-2205. Full description at Econpapers || Download paper |
| 2023 | A copula spectral test for pairwise time reversibility. (2023). Zhang, Shibin. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:5:d:10.1007_s10463-022-00859-x. Full description at Econpapers || Download paper |
| 2023 | Heterogeneous tail generalized common factor modeling. (2023). Polak, Pawe ; Paolella, Marc S ; Naf, Jeffrey ; Hediger, Simon. In: Digital Finance. RePEc:spr:digfin:v:5:y:2023:i:2:d:10.1007_s42521-023-00083-z. Full description at Econpapers || Download paper |
| 2023 | On bivariate threshold Poisson integer-valued autoregressive processes. (2023). Wang, Dehui ; Li, Han ; Zhao, Yiwei ; Yang, Kai. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:86:y:2023:i:8:d:10.1007_s00184-023-00899-0. Full description at Econpapers || Download paper |
| 2023 | One-step nonparametric instrumental regression using smoothing splines. (2023). Lavergne, Pascal ; Lapenta, Elia ; Beyhum, Jad. In: TSE Working Papers. RePEc:tse:wpaper:128467. Full description at Econpapers || Download paper |
| 2024 | A Markov regime?switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio. (2022). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:389-412. Full description at Econpapers || Download paper |
Works by serge darolles:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2000 | Intraday Transaction Price Dynamics In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
| 2018 | Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2018 | Asymptotics of Cholesky GARCH models and time-varying conditional betas.(2018) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2018 | Asymptotics of Cholesky GARCH models and time-varying conditional betas.(2018) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Asymptotics of Cholesky GARCH Models and Time-Varying Conditional Betas.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2018 | Asymptotics of Cholesky GARCH models and time-varying conditional betas.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2016 | The rise of fintechs and their regulation In: Financial Stability Review. [Full Text][Citation analysis] | article | 13 |
| 2006 | Structural Laplace Transform and Compound Autoregressive Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 45 |
| 2000 | Nonparametric Instrumental Regression In: Working Papers. [Full Text][Citation analysis] | paper | 248 |
| 2011 | Nonparametric Instrumental Regression.(2011) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 248 | article | |
| 2010 | Non Parametric Instrumental Regression.(2010) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 248 | paper | |
| 2002 | Nonparametric Instrumental Regression.(2002) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 248 | paper | |
| 2000 | Kernel Based Nonlinear Canonical Analysis and Time Reversibility In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2004 | Kernel-based nonlinear canonical analysis and time reversibility.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2000 | Factor ARMA Representation of a Markov Process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Factor ARMA representation of a Markov process.(2001) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2000 | Empirical Local Time for Processes Observed on a Grid In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Compound Autoregressive Models In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2003 | Trading Volume and Arbitrage In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Trading volume and Arbitrage.(2014) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Trading Volume and Arbitrage.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Trading volume and Arbitrage.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2005 | Decomposing Volume for VWAP Strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Robust Portfolio Allocation with Systematic Risk Contribution Restrictions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Survival of Hedge Funds : Frailty vs Contagion In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Survival of Hedge Funds: Frailty vs Contagion.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I : The High Water Mark Scheme In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Dynamiques tronquées et estimation de modèles de diffusion In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Truncated Dynamics and Estimation of DiffusionEquations In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2001 | Truncated dynamics and estimation of diffusion equations.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 1997 | Approximating Payoffs and Approximating Pricing Formulas In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 1997 | Nonparametric Estimation of a Diffusion Equation from Tick Observations In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1998 | Kernel Based Nonlinear Canonical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 1999 | Kernel Based Nonlinear Canonical Analysis..(1999) In: Toulouse - GREMAQ. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2001 | Kernel Based Nonlinear Canonical Analysis.(2001) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2000 | Approximating payoffs and pricing formulas In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 5 |
| 2017 | Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows In: Journal of Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2017 | Mixture of Distribution Hypothesis: Analyzing daily liquidity frictions and information flows.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2009 | L-performance with an application to hedge funds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
| 2008 | Improving VWAP strategies: A dynamic volume approach In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 37 |
| 2006 | Improving VWAP strategies: A dynamical volume approach.(2006) In: Documents de recherche. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2008 | Improving VWAP strategies: A dynamic volume approach.(2008) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
| 2010 | Conditionally fitted Sharpe performance with an application to hedge fund rating In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
| 2012 | The alpha and omega of fund of hedge fund added value In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 5 |
| 2015 | Measuring the liquidity part of volume In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 14 |
| 2015 | Measuring the Liquidity Part of Volume.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2015 | Measuring the Liquidity Part of Volume.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2019 | Bivariate integer-autoregressive process with an application to mutual fund flows In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 5 |
| 2019 | Bivariate integer-autoregressive process with an application to mutual fund flows.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2015 | Financial Market Liquidity: Who Is Acting Strategically? In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Introduction to the special issue on recent developments in Financial Econometrics In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Gauging Liquidity Risk in Emerging Market Bond Index Funds In: Post-Print. [Citation analysis] | paper | 0 |
| 2016 | Intrinsic Liquidity in Conditional Volatility Models In: Post-Print. [Citation analysis] | paper | 0 |
| 2014 | Liquidity risk and contagion for liquid funds In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Contagion in Emerging Markets In: Post-Print. [Citation analysis] | paper | 1 |
| 2015 | Contagion in Emerging Markets.(2015) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 1 | chapter | |
| 2013 | Liquidity Contagion. The Emerging Sovereign Debt Markets example In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Liquidity Contagion. The Emerging Sovereign Debt Markets example.(2012) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Reducing the risk of VWAP orders execution - A new approach to modeling intra-day volume In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Contagion Analysis In The Banking Sector In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Factor Selection In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Factor Models and General Definition In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | The Dynamics of Hedge Fund Performance In: Post-Print. [Citation analysis] | paper | 0 |
| 2015 | Performance fees and hedge fund return dynamics In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: A Geometrical Perspective In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | A Regularized Kalman Filter (rgKF) for Spiky Data In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Regulation: Threat or Opportunity for the Funds of Hedge Funds Industry? In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | Multi-factor models and signal processing techniques: application to quantitative finance In: Post-Print. [Citation analysis] | paper | 3 |
| 2015 | Contagion phenomena with applications in finance In: Post-Print. [Citation analysis] | paper | 5 |
| 2019 | Trends everywhere? The case of hedge fund styles In: Post-Print. [Citation analysis] | paper | 2 |
| 2019 | Trends everywhere? The case of hedge fund styles.(2019) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2012 | MLiq a meta liquidity measure In: Post-Print. [Citation analysis] | paper | 0 |
| 2013 | MLiq a meta liquidity measure.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2012 | Liquidity contagion: A look at emerging markets In: Post-Print. [Citation analysis] | paper | 1 |
| 2014 | Evaluating UCITS Compliant Hedge Fund Performance In: Post-Print. [Citation analysis] | paper | 1 |
| 2014 | Evaluating UCITS Compliant Hedge Fund Performance.(2014) In: Bankers, Markets & Investors. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | A self-exciting model of mutual fund flows: Investor Behaviour and Liability Risk In: Working Papers. [Citation analysis] | paper | 0 |
| 2021 | Forecasting Intra-daily Liquidity in Large Panels In: Working Papers. [Citation analysis] | paper | 0 |
| 2010 | Nonparametric Analysis of Hedge Funds Lifetimes In: IDEI Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Nonparametric Analysis of Hedge Funds Lifetimes.(2010) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2004 | Nouvelles techniques de gestion et leur impact sur la volatilité In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 1 |
| 2014 | Edito In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
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