Arthur Charpentier

National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)

92245 Malakoff Cedex

France

SCHOLARLY PAPERS

4

DOWNLOADS

806

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (4)

1.

Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

CentER Discussion Paper Series No. 2006-29
Number of pages: 11 Posted: 09 May 2006
Arthur Charpentier and Johan Segers
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and Catholic University of Louvain (UCL)
Downloads 283 (119,296)

Abstract:

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Archimedean copula, regular variation, tail dependence, de Haan class

Local Utility and Multivariate Risk Aversion

Number of pages: 23 Posted: 10 Jan 2012 Last Revised: 17 Jan 2015
Arthur Charpentier, Alfred Galichon and Marc Henry
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 227 (148,680)

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local utility, multivariate risk aversion, multivariate rank dependent utility, pessimism, multivariate Bickel-Lehmann dispersion

Local Utility and Multivariate Risk Aversion

CIRANO - Scientific Publications 2012s-17
Number of pages: 22 Posted: 18 Jul 2012 Last Revised: 26 Feb 2014
Arthur Charpentier, Alfred Galichon and Marc Henry
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE), NYU, Department of Economics and Courant Institute and Pennsylvania State University
Downloads 31 (521,035)

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local utility, multivariate risk aversion, multivariate rank dependent utility, pessimism, multivariate Bickel-Lehmann dispersion

3.

Convergence of Archimedean Copulas

CentER Discussion Paper Series No. 2006-28
Number of pages: 11 Posted: 09 May 2006
Arthur Charpentier and Johan Segers
National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE) and Catholic University of Louvain (UCL)
Downloads 164 (200,134)
Citation 2

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Archimedean copula, generator, Kendall distribution function

4.

Tents, Tweets, and Events: The Interplay between Ongoing Protests and Social Media

Journal of Communication, 2015
Number of pages: 38 Posted: 08 Mar 2015 Last Revised: 06 Sep 2015
Marco T. Bastos, Dan Mercea and Arthur Charpentier
University College Dublin, City University London - School of Social Sciences and National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Downloads 101 (290,060)
Citation 4

Abstract:

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Social Media, Contentious Politics, Granger causality test, Occupy, Indignados, Vinegar Protests