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Florens, Jean-Pierre
28
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11
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4
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4
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3
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3
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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-354
Persistent link: https://www.econbiz.de/10006757704
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2
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Economics letters
71
(
2001
)
2
,
pp. 165-172
Persistent link: https://www.econbiz.de/10006775133
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3
Viewpoint: Option prices, preferences, and state variables
Garcia, René
;
Luger, Richard
;
Renault, Éric
- In:
The Canadian journal of economics
38
(
2005
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10005879071
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4
Short run and long run causality in time series: inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Éric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10007286189
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5
Estimation of objective and risk-neutral distributions based on moments of integrated volatility
Garcia, René
;
Lewis, Marc-André
;
Pastorello, Sergio
; …
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 22-33
Persistent link: https://www.econbiz.de/10008770557
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6
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10006774731
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7
Intraday Transaction Price Dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
Fol, Gae͏̈lle Le
- In:
Annales d'économie et de statistique
(
2000
)
60
,
pp. 207-238
Persistent link: https://www.econbiz.de/10007919759
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8
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gourieroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-594
Persistent link: https://www.econbiz.de/10008352543
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9
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej
;
Darolles, Serge
;
Le Fol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10008087854
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10
The alpha and omega of fund of hedge fund added value
Darolles, Serge
;
Vaissié, Mathieu
- In:
Journal of banking & finance
36
(
2012
)
4
,
pp. 1067-1079
Persistent link: https://www.econbiz.de/10009834075
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