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Order flow, transaction clock, and normality of asset returns
Ané, Thierry; Geman, Hélyette - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 2259-2284
Persistent link: https://www.econbiz.de/10001524433
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A family of reduced-form models for electricity prices
Geman, Hélyette; Roncoroni, Andrea - 2003
Persistent link: https://www.econbiz.de/10001771897
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The fine structure of asset returns : an empirical investigation
Carr, Peter; Geman, Hélyette; Madan, Dilip B.; Yor, Marc - In: The journal of business : B 75 (2002) 2, pp. 305-332
Persistent link: https://www.econbiz.de/10001682409
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Understanding the fine structure of electricity prices
Geman, Hélyette; Roncoroni, Andrea - In: The journal of business : B 79 (2006) 3, pp. 1225-1262
Persistent link: https://www.econbiz.de/10003336988
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Mispricing and trading profits in exchange-traded notes
Diavatopoulos, Dean; Geman, Hélyette; Thukral, Lovjit; … - In: The journal of investing 23 (2014) 1, pp. 67-78
Persistent link: https://www.econbiz.de/10011312853
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Introducing distances between commodity markets : the case of the US and UK natural gas
Geman, Hélyette; Liu, Bo - In: Advanced modelling in mathematical finance : in honour …, (pp. 93-105). 2016
Persistent link: https://www.econbiz.de/10011800340