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Measuring the liquidity of ETFs : an application to the European market

Roncalli, Thierry; Zheng, Ban - In: The journal of trading 9 (2014) 3, pp. 79-108

Persistent link: https://www.econbiz.de/10011291082

Retour à la moyenne dans les cours du change du mécanisme de change européen : 1987 - 1995

Pentecôte, Jean-Sébastien - In: Economie & prévision : EP (1996), pp. 189-205

Persistent link: https://www.econbiz.de/10001208682

MÉTIERS & FONCTIONS - RISQUE ET PRUDENTIEL - L'utilisation des données externes pour le risque opérationnel : comment économiser des fonds propres ?

Baud, Nicolas; Frachot, Antoine; Roncalli, Thierry - In: Banque : revue mensuelle du banquier, de son personnel … (2002) 641, pp. 66-67

Persistent link: https://www.econbiz.de/10006438475

RISQUE ET PRUDENTIEL - La construction des modèles internes du risque opérationnel

Frachot, Antoine; Roncalli, Thierry - In: Banque : revue mensuelle du banquier, de son personnel … (2002) 635, pp. 54-55

Persistent link: https://www.econbiz.de/10006441032

Retour à la moyenne dans les cours du change du mécanisme de change européen : 1987-1995

Roncalli, Thierry; Pentecôte, Jean-Sébastien - In: Économie et Prévision 123 (1996) 2, pp. 189-205

[eng] A Return to Average Rates in the European Exchange Rate Mechanism: 1987-1995 by Jean Sébastien Pentecôte and Thierry Roncalli . This paper studies the effect of the return to average daily rates for the European Exchange Rate Mechanism currencies and the dollar against the deutschemark...

Persistent link: https://www.econbiz.de/10010977879

Technical note : dependence and two-asset options pricing

Rapuch, Grégory; Roncalli, Thierry - In: The journal of computational finance 7 (2004) 4, pp. 23-33

Persistent link: https://www.econbiz.de/10002126759

Financial applications of copula functions

Jouanin, Jean-Frédéric; Riboulet, Gae͏̈l; Roncalli, … - In: Risk measures for the 21st century, (pp. 273-301). 2004

Persistent link: https://www.econbiz.de/10002081545

Loss distribution approach in practice

Frachot, Antoine; Moudoulaud, Olivier; Roncalli, Thierry - In: The Basel handbook : a guide for financial practitioners, (pp. 369-396). 2005

Persistent link: https://www.econbiz.de/10003287293

Correlation and diversification effects in operational risk modelling

Frachot, Antoine; Roncalli, Thierry; Salomon, Eric - In: Operational risk : practical approaches to implementation, (pp. 23-37). 2005

Persistent link: https://www.econbiz.de/10003285527

An alternative approach to alternative beta

Roncalli, Thierry; Teïletche, Jérôme - In: Journal / The Capco Institute : journal of financial … 24 (2008), pp. 43-52

Persistent link: https://www.econbiz.de/10003825488