Université d'Évry - Centre D'Etudes des Politiques Economiques et de L'Emploi (EPEE)
Boulevard Francois Mitterrand F-91025 Evry Cedex France
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Université d'Évry
Bd François Mitterrand Evry, 91000 France
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National Institute of Statistics and Economic Studies (INSEE) - Center of Research in Economics and Staristics (CREST)
National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)
15 Boulevard Gabriel Peri 92245 Malakoff Cedex France
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Mero, Gulten's
Scholarly Papers
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Total Downloads
835 |
Total
Citations
3 |
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Darolles, Serge Université Paris-Dauphine - DRM-CEREG Mero, Gulten Université d'Évry
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19 Feb 09
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19 Jul 11
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501
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Factor models, asymptotic tests, large panel data, risk dimension, replicating portfolio, missing factors
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Darolles, Serge Université Paris-Dauphine - DRM-CEREG Le Fol, Gaëlle Université Paris-Dauphine - DRM-Finance Mero, Gulten Université d'Évry
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08 Dec 08
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19 Jul 11
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279
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Volatility-volume relationship, mixture of distribution hypothesis, liquidity shocks, informed trading, liquidity arbitrage
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Darolles, Serge Université Paris-Dauphine - DRM-CEREG Le Fol, Gaëlle Université Paris-Dauphine - DRM-Finance Mero, Gulten Université d'Évry
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Volatility-volume relationship, mixture of distribution hypothesis, liquidity shocks, information-based trading, liquidity arbitrage, Markov regime switching stochastic volatility model
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