Hanjarivo Lalaharison

Université Paris I Panthéon-Sorbonne - CERMSEM

106-112, Boulevard de l'Hôpital

Paris, 75647

France

SCHOLARLY PAPERS

2

DOWNLOADS

187

CITATIONS

2

Scholarly Papers (2)

1.

Option Pricing with Discrete Time Jump Processes

Number of pages: 29 Posted: 01 Jul 2011
Florian Ielpo, Dominique Guegan and Hanjarivo Lalaharison
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - CERMSEM
Downloads 122 (228,880)

Abstract:

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2.

Testing for Leverage Effects in the Returns of US Equities

CES Working Papers No. 2014.22
Number of pages: 16 Posted: 07 Apr 2015 Last Revised: 12 Jan 2017
Christophe Chorro, Dominique Guegan, Florian Ielpo and Hanjarivo Lalaharison
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris I Panthéon-Sorbonne, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Université Paris I Panthéon-Sorbonne - CERMSEM
Downloads 65 (340,625)

Abstract:

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Asymmetry, GARCH, Mixture of Gaussian distributions, Generalized hyperbolic distributions, S&P 500, Leverage effect