Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge, Francq, Christian, Laurent, Sébastien
Published in Journal of econometrics (01.06.2018)
Published in Journal of econometrics (01.06.2018)
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Journal Article
Gauging Liquidity Risk in Emerging Market Bond Index Funds
Darolles, Serge, Dudek, Jérémy, Le Fol, Gaëlle
Published in Annals of economics and statistics (2016)
Published in Annals of economics and statistics (2016)
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Journal Article
Intrinsic Liquidity in Conditional Volatility Models
Darolles, Serge, Francq, Christian, Le Fol, Gaëlle, Zakoïan, Jean-Michel
Published in Annals of economics and statistics (2016)
Published in Annals of economics and statistics (2016)
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Journal Article
Private Equity Performance around the World
Ain Tommar, Sara, Darolles, Serge, Jurczenko, Emmanuel
Published in Financial analysts journal (02.04.2024)
Published in Financial analysts journal (02.04.2024)
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Journal Article
Bivariate integer-autoregressive process with an application to mutual fund flows
Darolles, Serge, Fol, Gaëlle Le, Lu, Yang, Sun, Ran
Published in Journal of multivariate analysis (01.09.2019)
Published in Journal of multivariate analysis (01.09.2019)
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Journal Article
Performance fees and hedge fund return dynamics
Darolles, Serge, Gourieroux, Christian
Published in International journal of approximate reasoning (01.10.2015)
Published in International journal of approximate reasoning (01.10.2015)
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Journal Article
Measuring the liquidity part of volume
Darolles, Serge, Fol, Gaëlle Le, Mero, Gulten
Published in Journal of banking & finance (01.01.2015)
Published in Journal of banking & finance (01.01.2015)
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Journal Article
Introduction to the special issue on recent developments in Financial Econometrics
Darolles, Serge, Gourieroux, Christian, Laurent, Sébastien
Published in Annals of economics and statistics (01.12.2016)
Published in Annals of economics and statistics (01.12.2016)
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Journal Article
Introduction
Serge Darolles, Christian Gouriéroux, Sébastien Laurent
Published in Annals of economics and statistics (2016)
Published in Annals of economics and statistics (2016)
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Journal Article
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej, Darolles, Serge, Le Fol, Gaëlle
Published in Journal of banking & finance (01.09.2008)
Published in Journal of banking & finance (01.09.2008)
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Journal Article
Structural Laplace Transform and Compound Autoregressive Models
Darolles, Serge, Gourieroux, Christian, Jasiak, Joann
Published in Journal of time series analysis (01.07.2006)
Published in Journal of time series analysis (01.07.2006)
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Journal Article
L-performance with an application to hedge funds
Darolles, Serge, Gourieroux, Christian, Jasiak, Joann
Published in Journal of empirical finance (01.09.2009)
Published in Journal of empirical finance (01.09.2009)
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Journal Article
Improving VWAP strategies: A dynamic volume approach
Bialkowski, Jedrzej, Darolles, Serge, Le Fol, Gaëlle
Published in Journal of banking & finance (2008)
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Published in Journal of banking & finance (2008)
Journal Article
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge, Florens, Jean-Pierre, Gourieroux, Christian
Published in Journal of econometrics (01.04.2004)
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Published in Journal of econometrics (01.04.2004)
Journal Article