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Gilles Zumbach

Identifiers

  • name variant Gilles Zumbach 0.60 · backfill

Papers (8)

  1. Inference on multivariate ARCH processes with large sizes q-fin.ST · 2009 · author #1
  2. The empirical properties of large covariance matrices q-fin.ST · 2009 · author #1
  3. Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models q-fin.PR · 2009 · author #1
  4. Time reversal invariance in finance q-fin.ST · 2007 · author #1
  5. Volatility conditional on price trends cond-mat.other · 2005 · author #1
  6. The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond cond-mat.other · 2005 · author #4
  7. How the trading activity scales with the company sizes in the FTSE 100 cond-mat.other · 2004 · author #1
  8. Heterogeneous volatility cascade in financial markets cond-mat.stat-mech · 2001 · author #1

Mentions

  • 0903.1531 #1 · backfill · confidence 0.70 Gilles Zumbach
  • 0903.1525 #1 · backfill · confidence 0.70 Gilles Zumbach
  • 0901.2275 #1 · backfill · confidence 0.70 Gilles Zumbach
  • 0708.4022 #1 · backfill · confidence 0.70 Gilles Zumbach

Frequent Coauthors