The following pages link to Serge Darolles (Q193889):
Displaying 11 items.
- Performance fees and hedge fund return dynamics (Q897751) (← links)
- Mixture of distribution hypothesis: analyzing daily liquidity frictions and information flows (Q1676386) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Kernel-based nonlinear canonical analysis and time reversibility (Q2439046) (← links)
- Contagion phenomena with applications in finance (Q2805763) (← links)
- Structural Laplace Transform and Compound Autoregressive Models (Q3440747) (← links)
- The Dynamics of Hedge Fund Performance (Q4558827) (← links)
- Nonparametric Instrumental Regression (Q4911153) (← links)
- Truncated dynamics and estimation of diffusion equations (Q5939357) (← links)
- Factor ARMA representation of a Markov process (Q5941014) (← links)