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Soulier, Philippe
 

Université d'Évry


 F-91025 Evry Cedex
 France
 33 (0)1 69 47 02 28 (Phone)
 33 (0)1 69 47 02 18 (Fax)
 email address

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. Soulier, Philippe's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
160		 Total
Citations
60
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Estimating Long Memory in Volatility | Show Abstract | Download |
NYU Working Paper No. SOR-2002-2
Working Paper Series
Hurvich, Clifford M.
Stern School of Business, New York University
Moulines, E.
Ecole Nationale Superieure des Telecommunications
Soulier, Philippe
Université d'Évry
Posted:
03 Nov 08
43
(213,897) 		22
2.  
Deo, Rohit
Stern School of Business, New York University
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Nov 08
24
(261,660) 		6
3.  
Testing for Long Memory in Volatility | Show Abstract | Download |
NYU Working Paper No. SOR-2000-13
Working Paper Series
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
31 Oct 08
17
(286,080) 		21
4.  
Drift in Transcation-Level Asset Price Models | Show Abstract | Download |
NYU Working Paper No. ;SOR-2012-05
Working Paper Series
Cao, Wen
affiliation not provided to SSRN
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
22 Nov 12
15
(293,152) 		 
5.  
Nonlinear Functionals of the Periodogram | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 23, pp. 523-553, 2002
Accepted Paper Series
Fay, Gilles
Université de Lille I - Université des Sciences et Technologies de Lille
Moulines, E.
Ecole Nationale Superieure des Telecommunications
Soulier, Philippe
Université d'Évry
Posted:
22 May 03
13
(300,346) 		 
6.  
Propagation of Memory Parameter from Durations to Counts | Show Abstract | Download |
NYU Working Paper No. SOR-2005-5
Working Paper Series
Deo, Rohit
Stern School of Business, New York University
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Wang, Yi
New York University (NYU) - Department of Information, Operations, and Management Sciences
Posted:
03 Nov 08
12
(303,875) 		6
7.  
Estimation of the Location and Exponent of the Spectral Singularity of a Long Memory Process | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 25, No. 1, pp. 55-81, January 2004
Accepted Paper Series
Hidalgo, Javier
London School of Economics & Political Science (LSE) - Department of Economics
Soulier, Philippe
Université d'Évry
Posted:
24 Apr 04
12
(303,875) 		2
8.  
Hurvich, Clifford M.
Stern School of Business, New York University
Lang, Gabriel
affiliation not provided to SSRN
Soulier, Philippe
Université d'Évry
Posted:
03 Nov 08
11
(307,307) 		3
9.  
Limit Laws in Transaction-Level Asset Price Models | Show Abstract | Download |
NYU Working Paper No. SOR-2012-02
Working Paper Series
Aue, Alexander
University of California, Davis
Horvath, Lajos
affiliation not provided to SSRN
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
21 Jul 12
10
(310,607) 		 
10.  
On the Properties of the Periodogram of a Stationary Long-Memory Process Over Different Epochs with Applications | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 31, Issue 1, pp. 20-36, January 2010
Accepted Paper Series
Reisen, Valdério A.
Universidade Federal do Espirito Santo
Soulier, Philippe
Université d'Évry
Franco, Glaura C.
affiliation not provided to SSRN
Posted:
21 Dec 09
3
(331,326) 		 

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