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Florens, Jean-Pierre
28
Gourieroux, Christian
24
Darolles, Serge
11
Jasiak, Joann
8
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4
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4
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4
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11
Annales d'économie et de statistique
6
Journal of banking & finance
4
Economics letters
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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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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2
L-performance with an application to hedge funds
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-686
Persistent link: https://www.econbiz.de/10008896111
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3
L-performance with an application to hedge funds
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10008277037
Saved in:
4
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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5
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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6
Approximating payoffs and pricing formulas
Darolles, Serge
;
Laurent, Jean-Paul
- In:
Journal of economic dynamics & control
24
(
2000
)
11
,
pp. 1721-1746
Persistent link: https://www.econbiz.de/10006778759
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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
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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9
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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10
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej
;
Darolles, Serge
;
Le Fol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10008883983
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