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Search: person:"Darolles, S."
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Darolles, Serge
25
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13
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10
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4
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ECONIS (ZBW)
25
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Timing the size risk premia
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Finance : revue de l'Association Française de Finance
43
(
2022
)
2
,
pp. 111-158
Persistent link: https://www.econbiz.de/10014253302
Saved in:
2
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
3
Mixture of distribution hypothesis : analyzing daily liquidity frictions and information flows
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 367-383
Persistent link: https://www.econbiz.de/10011920520
Saved in:
4
Intrinsic liquidity in conditional volatility models
Darolles, Serge
;
LeFol, Gaëlle
;
Francq, Christian
; …
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
Saved in:
5
Nonparametric analysis of hedge funds lifetimes
Darolles, Serge
;
Florens, Jean-Pierre
;
Simon, Guillaume
-
2010
Persistent link: https://www.econbiz.de/10008749128
Saved in:
6
Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Saved in:
7
The loss carry forward scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342673
Saved in:
8
The high water mark scheme
Darolles, Serge
;
Gouriéroux, Christian
-
2013
Persistent link: https://www.econbiz.de/10010342674
Saved in:
9
Nonparametric instrumental regression
Darolles, Serge
;
Fan, Yanqin
;
Florens, Jean-Pierre
; …
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
5
,
pp. 1541-1565
Persistent link: https://www.econbiz.de/10009376263
Saved in:
10
Nonparametric instrumental regression
Darolles, Serge
;
Florens, Jean-Pierre
;
Renault, Eric
-
2002
Persistent link: https://www.econbiz.de/10001710353
Saved in:
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