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Florens, Jean-Pierre
27
Gouriéroux, Christian
23
Darolles, Serge
10
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4
Jasiak, Joann
4
Fol, Gae͏̈lle Le
3
Fève, Frédérique
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Journal of econometrics
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11
L' Actualité économique : revue trimest.
5
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Annales d'économie et de statistique
3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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OLC EcoSci
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej
;
Darolles, Serge
;
Le Fol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10008883983
Saved in:
9
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
Saved in:
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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