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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
194
Total
Citations
62
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 This Paper |
NYU Working Paper No. SOR-2002-2
Number of Pages in PDF File: 26
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
44
(263,029)
22

2.  
Drift in Transcation-Level Asset Price Models | Show Abstract | Download This Paper |
NYU Working Paper No. 2451/31652
Number of Pages in PDF File: 16
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
29
(305,595)
 

3.   Incl. Electronic Paper
Aue, Alexander
University of California, Davis
Horváth, Lajos
University of Utah - Department of Mathematics
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
21 Jul 12
Last Revised:
10 Sep 13
25
(320,546)
 

4.  
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
25
(320,546)
6

5.  
Testing for Long Memory in Volatility | Show Abstract | Download This Paper |
NYU Working Paper No. SOR-2000-13
Number of Pages in PDF File: 18
Hurvich, Clifford M.
Stern School of Business, New York University
Soulier, Philippe
Université d'Évry
Posted:
31 Oct 08
19
(346,176)
21

6.  
Nonlinear Functionals of the Periodogram | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 23, pp. 523-553, 2002
Number of Pages in PDF File: 31
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
(372,759)
1

7.  
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
12
(377,365)
3

8.  
Propagation of Memory Parameter from Durations to Counts | Show Abstract | Download This Paper |
NYU Working Paper No. SOR-2005-5
Number of Pages in PDF File: 28
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
(377,365)
6

9.  
Estimation of the Location and Exponent of the Spectral Singularity of a Long Memory Process | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 25, No. 1, pp. 55-81, January 2004
Number of Pages in PDF File: 27
Hidalgo, Javier
London School of Economics & Political Science (LSE) - Department of Economics
Soulier, Philippe
Université d'Évry
Posted:
24 Apr 04
12
(377,365)
3

10.  
On the Properties of the Periodogram of a Stationary Long-Memory Process Over Different Epochs with Applications | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 31, Issue 1, pp. 20-36, January 2010
Number of Pages in PDF File: 17
Reisen, Valdério A.
Universidade Federal do Espirito Santo
Soulier, Philippe
Université d'Évry
Franco, Glaura C.
Federal University of Minas Gerais (UFMG)
Posted:
21 Dec 09
3
(415,964)
 


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