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Yannick Malevergne

SSRN Author Rank: 4,819 by Downloads and 6,831 by Citations

 Professor of Finance
 

University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)


 2, Rue Tréfilerie
 F-42023 St. Etienne Cedex 2
 France
 email address

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. Yannick Malevergne's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
6,331
Total
Citations
70
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Testing the Gaussian Copula Hypothesis for Financial Assets Dependences | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance, Vol. 3, pp. 231-250, 2003
Number of Pages in PDF File: 43
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Nov 01
Last Revised:
07 Apr 09
1,130
(12,069)
25

2.  
Multivariate Weibull Distributions for Asset Returns: I | Show Abstract | Download This Paper | Open PDF in Browser |
Finance Letters, Vol. 2, No. 6, pp. 16-32, 2005
Number of Pages in PDF File: 17
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
04 May 05
548
(34,006)
2

3.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Mar 02
513
(38,090)
7

4.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
09 Aug 02
468
(42,287)
7

5.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
04 May 05
428
(46,614)
4

6.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Feb 02
407
(50,600)
2

7.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Pisarenko, Vladilen
Russian Academy of Sciences (RAS) - International Institute of Earthquake Prediction Theory
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
25 Jun 03
388
(53,945)
8

8.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Saichev, Alexander I.
ETH Zurich - D-MTEC (Deceased)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
15 Jan 08
Last Revised:
13 Apr 10
369
(54,093)
4

9.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Feb 07
326
(64,860)
1

10.   Incl. Electronic Paper
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
21 Aug 09
Last Revised:
02 Oct 09
320
(68,407)
6

11.  
Ni, Xiaohui
East China University of Science and Technology (ECUST)
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Woehrmann, Peter
University of Zurich
Posted:
01 Feb 11
278
(75,325)
1

12.  
Hu, Shengsui
ETH Zurich, D-MTEC
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
23 Feb 09
Last Revised:
25 Feb 09
270
(81,665)
1

13.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
19 Jun 02
257
(86,499)
1

14.  
Huesler, Andreas D.
ETH Zürich
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
06 Feb 12
229
(94,197)
 

15.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Pisarenko, Vladilen
Russian Academy of Sciences (RAS) - International Institute of Earthquake Prediction Theory
Sornette, Didier
ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Posted:
28 Sep 09
119
(165,909)
1

16.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Rey, Béatrice
University of Lyon 1 - ISFA Graduate School of Actuarial Science
Posted:
08 Dec 05
80
(224,544)
 

17.  
Coulon, Jérôme
University of Lyon 1 - Institute of Finance and Insurance Science (ISFA)
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Posted:
13 Aug 08
Last Revised:
26 Nov 10
52
(280,705)
 

18.  
Malevergne, Yannick
University of Saint Etienne - Graduate School of Economics and Business Administration (ISEAG)
Sami, Hind
University of Lyon - Lyon 2-COACTIS
Posted:
23 Jul 13
 


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