11
H index
12
i10 index
501
Citations
Yannick Malevergne : Citation Profile
Université Paris 1 (Panthéon-Sorbonne) | RESEARCH PRODUCTION: 19 Articles 66 Papers 2 Books 10 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2001 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yannick Malevergne. | Is cited by:
| Cites to:
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Main data
Where Yannick Malevergne has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 7 |
| Physica A: Statistical Mechanics and its Applications | 3 |
| Journal of Economic Dynamics and Control | 2 |
| Journal of Risk | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 32 |
| Papers / arXiv.org | 19 |
| Swiss Finance Institute Research Paper Series / Swiss Finance Institute | 6 |
| Working Papers / HAL | 5 |
Recent works citing Yannick Malevergne (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures. (2024). Lee, Kyungsub. In: Papers. RePEc:arx:papers:2207.05939. Full description at Econpapers || Download paper |
| 2024 | Revisiting Conts Stylized Facts for Modern Stock Markets. (2024). , Matthew ; Bagrow, James ; Ratliff-Crain, Ethan ; van Oort, Colin M ; Tivnan, Brian F. In: Papers. RePEc:arx:papers:2311.07738. Full description at Econpapers || Download paper |
| 2024 | On the potential of quantum walks for modeling financial return distributions. (2024). Schoors, Koen ; Rocha, Luis ; de Backer, Stijn ; Ryckebusch, Jan. In: Papers. RePEc:arx:papers:2403.19502. Full description at Econpapers || Download paper |
| 2024 | Bitcoin Transaction Behavior Modeling Based on Balance Data. (2024). Zhang, YU ; Tessone, Claudio. In: Papers. RePEc:arx:papers:2409.10407. Full description at Econpapers || Download paper |
| 2025 | Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks. (2025). Schoors, Koen ; Ryckebusch, Jan ; de Backer, Stijn. In: Papers. RePEc:arx:papers:2505.13019. Full description at Econpapers || Download paper |
| 2025 | Predicting Stock Market Crash with Bayesian Generalised Pareto Regression. (2025). Das, Sourish. In: Papers. RePEc:arx:papers:2506.17549. Full description at Econpapers || Download paper |
| 2024 | Multi-kernel property in high-frequency price dynamics under Hawkes model. (2024). Kyungsub, Lee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:4:p:605-624:n:1003. Full description at Econpapers || Download paper |
| 2024 | Precautionary risk-reduction and saving decisions: Two sides of the same coin?. (2024). Peter, Richard ; Hofmann, Annette. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:118:y:2024:i:c:p:175-194. Full description at Econpapers || Download paper |
| 2025 | Gaussian dependence structure pairwise goodness-of-fit testing based on conditional covariance and the 20/60/20 rule. (2025). Jelito, Damian ; Jaworski, Piotr ; Wony, Jakub ; Wyomaska, Agnieszka ; Pitera, Marcin. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:206:y:2025:i:c:s0047259x24001039. Full description at Econpapers || Download paper |
| 2025 | A parsimonious dynamic mixture for heavy-tailed distributions. (2025). Bee, Marco. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:230:y:2025:i:c:p:193-206. Full description at Econpapers || Download paper |
| 2024 | Idiosyncratic risk and the equity premium. (2024). Zhou, Hang ; Carvajal, Andres. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:113:y:2024:i:c:s0304406824000740. Full description at Econpapers || Download paper |
| 2025 | On the potential of quantum walks for modeling financial return distributions. (2025). , Luis ; de Backer, Stijn ; Schoors, Koen ; Ryckebusch, Jan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:657:y:2025:i:c:s0378437124007246. Full description at Econpapers || Download paper |
| 2025 | Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366. Full description at Econpapers || Download paper |
| 2024 | How Can Industrial SMEs Achieve Sustainability through Cleaner Production? Green Marketing’s Role as a Mediator. (2024). Bengana, Ismail ; Rahma, Zighed ; Sabri, Mekimah ; Elrayah, Musaddag ; Semlali, Yahdih. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8629-:d:1492588. Full description at Econpapers || Download paper |
| 2024 | Hybrid entrepreneurship and risk. (2024). Bonilla, Claudio ; Vergara, Marcos ; Benitez, Ignacia. In: Small Business Economics. RePEc:kap:sbusec:v:63:y:2024:i:3:d:10.1007_s11187-023-00855-2. Full description at Econpapers || Download paper |
| 2025 | A New Frailty Model Based Archimedean Bivariate Copula That Models Only Positive Dependency. (2025). Attia, Iman M. In: OSF Preprints. RePEc:osf:osfxxx:y6pjc_v1. Full description at Econpapers || Download paper |
| 2024 | Navigating extreme market fluctuations: asset allocation strategies in developed vs. emerging economies.. (2024). Bonga-Bonga, Lumengo ; Montshioa, Keitumetse. In: MPRA Paper. RePEc:pra:mprapa:119910. Full description at Econpapers || Download paper |
| 2024 | Is CSR linked to idiosyncratic risk? Evidence from the copula approach. (2024). Raïs, Hassen ; Schier, Guillaume ; Mefteh-Wali, Salma. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04980-1. Full description at Econpapers || Download paper |
| 2024 | Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean–variance mixture models. (2024). Abudurexiti, Nuerxiati ; He, Kai ; Hu, Dongdong ; Rachev, Svetlozar T ; Sun, Ruoyu ; Sayit, Hasanjan. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05396-1. Full description at Econpapers || Download paper |
| 2025 | Measuring risk contagion in financial networks with CoVaR. (2025). Fasen-Hartmann, Vicky ; Das, Bikramjit. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:3:d:10.1007_s00780-025-00564-6. Full description at Econpapers || Download paper |
| 2024 | A new family of modified Gaussian copulas for market consistent valuation of government guarantees. (2024). Cerqueti, Roy ; Heusch, Maria C ; Cesarone, Francesco ; Mottura, Carlo D. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:7:d:10.1007_s11846-022-00600-1. Full description at Econpapers || Download paper |
| 2024 | Permutation test of tail dependence. (2024). Brborovi, Darko ; Basrak, Bojan. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:1:d:10.1007_s10260-023-00723-z. Full description at Econpapers || Download paper |
| 2024 | Nonparametric estimator of the tail dependence coefficient: balancing bias and variance. (2024). , Maxime ; Garcin, Matthieu. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:8:d:10.1007_s00362-024-01582-w. Full description at Econpapers || Download paper |
| 2025 | Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes. (2025). Opschoor, Anne ; Lucas, Andrae ; Schoemaker, Daan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250039. Full description at Econpapers || Download paper |
Works by Yannick Malevergne:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Heterogeneous expectations and long range correlation of the volatility of asset returns In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Heterogeneous expectations and long range correlation of the volatility of asset returns.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Heterogeneous expectations and long-range correlation of the volatility of asset returns.(2011) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2008 | Theory of Zipfs Law and of General Power Law Distributions with Gibrats law of Proportional Growth In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2010 | Zipfs law and maximum sustainable growth In: Papers. [Full Text][Citation analysis] | paper | 20 |
| 2013 | Zipfs law and maximum sustainable growth.(2013) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
| 2013 | Zipfs law and maximum sustainable growth.(2013) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2015 | Macroeconomic Dynamics of Assets, Leverage and Trust In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Macroeconomic Dynamics of Assets, Leverage and Trust.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2001 | Multi-dimensional Rational Bubbles and fat tails: application of stochastic regression equations to financial speculation In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | From Rational Bubbles to Crashes In: Papers. [Full Text][Citation analysis] | paper | 23 |
| 2001 | From rational bubbles to crashes.(2001) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2001 | From rational bubbles to crashes.(2001) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
| 2001 | General framework for a portfolio theory with non-Gaussian risks and non-linear correlations In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos In: Papers. [Full Text][Citation analysis] | paper | 26 |
| 2002 | Imitation and contrarian behavior : hyperbolic bubbles, crashes and chaos.(2002) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2002 | Imitation and contrarian behavior: hyperbolic bubbles, crashes and chaos.(2002) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2002 | Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos.(2002) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2001 | Testing the Gaussian Copula Hypothesis for Financial Assets Dependences In: Papers. [Full Text][Citation analysis] | paper | 93 |
| 2003 | Testing the Gaussian copula hypothesis for financial assets dependences.(2003) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2003 | Testing the Gaussian copula hypothesis for financial assets dependence.(2003) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2003 | Testing the Gaussian copula hypothesis for financial assets dependences.(2003) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | article | |
| 2001 | Testing the Gaussian Copula Hypothesis for Financial Assets Dependences.(2001) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 93 | paper | |
| 2002 | Tail Dependence of Factor Models In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Investigating Extreme Dependences: Concepts and Tools In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2002 | Volatility fingerprints of large shocks: Endogeneous versus exogeneous In: Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | Hedging Extreme Co-Movements In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Multi-Moments Method for Portfolio Management: Generalized Capital Asset Pricing Model in Homogeneous and Heterogeneous markets In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2002 | Collective Origin of the Coexistence of Apparent RMT Noise and Factors in Large Sample Correlation Matrices In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2003 | VaR-Efficient Portfolios for a Class of Super- and Sub-Exponentially Decaying Assets Return Distributions In: Papers. [Full Text][Citation analysis] | paper | 9 |
| 2003 | Empirical Distributions of Log-Returns: between the Stretched Exponential and the Power Law? In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2006 | Self-Consistent Asset Pricing Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Self-consistent asset pricing models.(2007) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2007 | Self-consistent asset pricing models.(2007) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | A two-Factor Asset Pricing Model and the Fat Tail Distribution of Firm Sizes In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2005 | Preparing for the Worst: Incorporating Downside Risk in Stock Market Investments. Hrishikesh D. Vinod and Derrick P. Reagle In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 0 |
| 2009 | Investors’ Misperception: A Hidden Source of High Markups in the Mutual Fund Industry In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 18 |
| 2011 | Robust reverse engineering of crosssectional returns and improved portfolio allocation performance using the CAPM In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Investors’ Expectations, Management Fees and the Underperformance of Mutual Funds In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Investors expectations, management fees and the underperformance of mutual funds.(2014) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2016 | Wealth and Income Inequalities ← → r > g In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A model of financial bubbles and drawdowns with non-local behavioral self-referencing In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | A model of financial bubbles and drawdowns with non-local behavioral self-referencing.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | A model of financial bubbles and drawdowns with non-local behavioral self-referencing.(2025) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 3 |
| 2021 | A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2009 | On cross-risk vulnerability In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 7 |
| 2009 | On cross-risk vulnerability.(2009) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | On Cross-risk Vulnerability.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2020 | New Results for additive and multiplicative risk apportionment In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 5 |
| 2019 | New Results for Additive and Multiplicative Risk Apportionment.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2020 | New Results for additive and multiplicative risk apportionment.(2020) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2019 | New Results for Additive and Multiplicative Risk Apportionment.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2004 | Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
| 2004 | Collective origin of the coexistence of apparent random matrix theory noise and of factors in large sample correlation matrices.(2004) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2003 | Comprendre et Gérer les Risques Grands et Extrêmes In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Extreme Financial Risks : From Dependence to Risk Management In: Post-Print. [Citation analysis] | paper | 82 |
| 2010 | Theory of Zipfs Law and Beyond In: Post-Print. [Citation analysis] | paper | 34 |
| 2010 | Theory of Zipfs Law and Beyond.(2010) In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] This paper has nother version. Agregated cites: 34 | book | |
| 2005 | Preparing for the Worst : Incorporating Downside Risk in Stock Market Investments In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | The modified weibull distribution for asset returns: reply In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | The modified weibull distribution for asset returns: reply.(2006) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2006 | Alternative Risk Measures for Alternative Investments In: Post-Print. [Citation analysis] | paper | 6 |
| Alternative risk measures for alternative investments.() In: Journal of Risk. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | ||
| 2005 | Empirical Distributions of Stock Returns : Between the Stretched Exponential and the Power Law? In: Post-Print. [Citation analysis] | paper | 52 |
| 2005 | Empirical distributions of stock returns: between the stretched exponential and the power law?.(2005) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 52 | article | |
| 2006 | On the Power of Generalized Extreme Value (GEV) and Generalized Pareto Distribution (GPD) Estimators for Empirical Distributions of Stock Returns In: Post-Print. [Citation analysis] | paper | 15 |
| 2006 | On the power of generalized extreme value (GEV) and generalized Pareto distribution (GPD) estimators for empirical distributions of stock returns.(2006) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2010 | Preserving preference rankings under non-financial background risk In: Post-Print. [Citation analysis] | paper | 2 |
| 2010 | Preserving preference rankings under non-financial background risk.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | Preserving preference rankings under non-financial background risk.(2010) In: Journal of the Operational Research Society. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2009 | Book review: Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications by D. Ardia (Springer) In: Post-Print. [Citation analysis] | paper | 0 |
| 2004 | Book review : Why Stock Market Crash? by D. Sornette (Princeton University Press) In: Post-Print. [Citation analysis] | paper | 0 |
| 2004 | How to account for extreme co-movements between individual stocks and the market In: Post-Print. [Citation analysis] | paper | 8 |
| How to account for extreme co-movements between individual stocks and the market.() In: Journal of Risk. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | ||
| 2004 | Value-at-Risk-efficient portfolios for class of super- and sub-exponentially decaying assets return distributions In: Post-Print. [Citation analysis] | paper | 6 |
| 2002 | Minimizing extremes In: Post-Print. [Citation analysis] | paper | 1 |
| 2001 | Multi-dimensional rational bubbles and fat tails In: Post-Print. [Citation analysis] | paper | 10 |
| 2001 | Multi-dimensional rational bubbles and fat tails.(2001) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
| 2019 | Shuffling for understanding multifractality, application to asset price time series In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Foreign Exchange Multivariate Multifractal Analysis In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Covariance Versus Precision Matrix Estimation for Efficient Asset Allocation In: Post-Print. [Citation analysis] | paper | 5 |
| 2023 | How Analystss Ability Affects Forecast Timing Under Bias and Uncertainty? In: Working Papers. [Citation analysis] | paper | 0 |
| 2023 | A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread In: Working Papers. [Citation analysis] | paper | 0 |
| 2009 | Professor Zipf goes to Wall Street In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2010 | Introduction In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Future Directions and Conclusions In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Continuous Gibrat’s Law and Gabaix’s Derivation of Zipf’s Law In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Flow of Firm Creation In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Useful Properties of Realizations of the Geometric Brownian Motion In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Exit or “Death” of Firms In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Deviations from Gibrat’s Law and Implications for Generalized Zipf’s Laws In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Firm’s Sudden Deaths In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Non-stationary Mean Birth Rate In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2010 | Properties of the Realization Dependent Distribution of Firm Sizes In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 0 |
| 2006 | Extreme Financial Risks In: Springer Books. [Citation analysis] | book | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team