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Medecin, Jean-Philippe's
Scholarly Papers
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371 |
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Citations
2 |
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1.
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Extreme Volatilities, Financial Crises and L-Moment Estimations of Tail Indexes
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Maillet, Bertrand B.
University of Orléans Medecin, Jean-Philippe
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
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Posted:
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28 Oct 08
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Last Revised:
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26 Apr 10
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246
(43,635)
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Maillet, Bertrand B.
University of Orléans Medecin, Jean-Philippe
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne)
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| Posted: |
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28 Oct 08
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Last Revised:
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26 Apr 10
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246
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Financial Crisis, Realized Volatility, Range-based Volatility, Extreme Value Distributions, Tail Index, L-moments, High Frequency Data
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2.
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Maillet, Bertrand B.
University of Orléans Medecin, Jean-Philippe
CES/CNRS - University of Paris-1 (Panthéon-Sorbonne) Michel, Thierry
Lombard Odier & Cie
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01 Mar 07
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Last Revised:
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12 Nov 10
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125
(114,045)
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Financial Crisis, Volatility Estimators Distributions, Range-based Volatility, Extreme Value, High Frequency Data
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