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Chicheportiche, Rémy [Author] ; Châtenay-Malabry, Ecole centrale de Paris [Contributor]; Abergel, Frédéric [Contributor]; Chakraborti, Anirban [Contributor]

Dépendances non linéaires en finance ; Non linear dependences in finance

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http://www.theses.fr/2013ECAP0042/document

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theses.fr, 2013-06-27
Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other]

A Nested Factor Model for Non-Linear Dependences in Stock Returns

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https://ssrn.com/abstract=2324754

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[S.l.]: SSRN, [2013]
Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other]

Goodness-of-Fit Tests with Dependent Observations

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https://ssrn.com/abstract=1904293

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[S.l.]: SSRN, [2011]
Chicheportiche, Rémy [Author] ; Bouchaud, Jean-Philippe [Other]

The Joint Distribution of Stock Returns is Not Elliptical

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https://ssrn.com/abstract=1904287

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[S.l.]: SSRN, [2012]
Chicheportiche, Rémy [Author]; Bouchaud, Jean-Philippe [Author]

The Fine-Structure of Volatility Feedback

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https://ssrn.com/abstract=2081675

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[S.l.]: SSRN, 2012
Challet, Damien [Author] ; Chicheportiche, Rémy [Other]; Lallouache, Mehdi [Other]; Kassibrakis, Serge [Other]

Trader Lead-Lag Networks and Order Flow Prediction

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https://ssrn.com/abstract=2839312

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[S.l.]: SSRN, [2016]
Chicheportiche, Rémy; Chakraborti, Anirban

Copulas and time series with long-ranged dependencies

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American Physical Society (APS), 2014

Published in: Physical Review E
Chicheportiche, Rémy; Bouchaud, Jean-Philippe

The fine-structure of volatility feedback I: Multi-scale self-reflexivity

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Elsevier BV, 2014

Published in: Physica A: Statistical Mechanics and its Applications
Chicheportiche, Rémy; Bouchaud, Jean-Philippe

The Fine-Structure of Volatility Feedback

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Elsevier BV, 2012

Published in: SSRN Electronic Journal
Chicheportiche, Rémy; Bouchaud, Jean-Philippe

Weighted Kolmogorov-Smirnov test: Accounting for the tails

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American Physical Society (APS), 2012

Published in: Physical Review E
Chicheportiche, Rémy; Bouchaud, Jean-Philippe

Goodness-of-fit tests with dependent observations

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IOP Publishing, 2011

Published in: Journal of Statistical Mechanics: Theory and Experiment
Chicheportiche, Rémy; Bouchaud, Jean-Philippe

The Joint Distribution of Stock Returns is Not Elliptical

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Elsevier BV, 2010

Published in: SSRN Electronic Journal
Blanc, Pierre; Chicheportiche, Rémy; Bouchaud, Jean-Philippe

The fine structure of volatility feedback II: Overnight and intra-day effects

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Elsevier BV, 2014

Published in: Physica A: Statistical Mechanics and its Applications
Chicheportiche, Rémy; Jaisson, Thibault; Mastromatteo, Iacopo; Vargas, Vincent

An introduction to econophysics and quantitative finance

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EDP Sciences, 2015

Published in: ESAIM: Proceedings and Surveys
Jacquier, Hervé; Fihman, Vincent; Amarsy, Rishma; Vicaut, Eric; Bousson, Valérie; Cambau, Emmanuelle; Crémieux, Anne-Claude; Delcey, Véronique; Hannouche, Didier; Kaci, Rachid; Laredo, Jean-Denis; Meunier, Fabienne; Nizard, Rémy; Ottaviani, Sébastien; Parlier, Caroline; Richette, Pascal; Sellier, Pierre; Zadegan, Fréderic; Lioté, Fréderic; Berçot, Béatrice; Desplaces, Nicole; Bauer, Thomas; Larousserie, Fréderique; Pertuisset, Edouard; [...]

Benefits of Polymerase Chain Reaction Combined With Culture for the Diagnosis of Bone and Joint Infections: A Prospective Test Performance Study

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Oxford University Press (OUP), 2019

Published in: Open Forum Infectious Diseases

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