R\'emy Chicheportiche

Identifiers

• name variant R\'emy Chicheportiche 0.60 · backfill

Papers (10)

1. Statistically validated lead-lag networks and inventory prediction in the foreign exchange market q-fin.TR · 2016 · author #2
2. Copulas and time series with long-ranged dependences physics.data-an · 2013 · author #1
3. The fine structure of volatility feedback II: overnight and intra-day effects q-fin.ST · 2013 · author #2
4. Non-linear dependences in finance q-fin.ST · 2013 · author #1
5. A nested factor model for non-linear dependences in stock returns q-fin.RM · 2013 · author #1
6. Some applications of first-passage ideas to finance q-fin.ST · 2013 · author #1
7. A model-free characterization of recurrences in stationary time series physics.data-an · 2013 · author #1
8. Weighted Kolmogorov-Smirnov test: Accounting for the tails stat.AP · 2012 · author #1
9. The fine-structure of volatility feedback I: multi-scale self-reflexivity q-fin.ST · 2012 · author #1
10. The joint distribution of stock returns is not elliptical q-fin.ST · 2010 · author #1

Mentions

• 1207.7308 #1 · backfill · confidence 0.70 R\'emy Chicheportiche
• 1206.2153 #1 · backfill · confidence 0.70 R\'emy Chicheportiche
• 1009.1100 #1 · backfill · confidence 0.70 R\'emy Chicheportiche

Frequent Coauthors

• Jean-Philippe Bouchaud 6 shared papers
• Anirban Chakraborti 2 shared papers
• Damien Challet 1 shared papers
• Mehdi Lallouache 1 shared papers
• Pierre Blanc 1 shared papers
• Serge Kassibrakis 1 shared papers