Gilles Zumbach
Identifiers
- name variant Gilles Zumbach 0.60 · backfill
Papers (8)
- Inference on multivariate ARCH processes with large sizes q-fin.ST · 2009 · author #1
- The empirical properties of large covariance matrices q-fin.ST · 2009 · author #1
- 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
- Time reversal invariance in finance q-fin.ST · 2007 · author #1
- Volatility conditional on price trends cond-mat.other · 2005 · author #1
- The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond cond-mat.other · 2005 · author #4
- How the trading activity scales with the company sizes in the FTSE 100 cond-mat.other · 2004 · author #1
- Heterogeneous volatility cascade in financial markets cond-mat.stat-mech · 2001 · author #1
Mentions
Frequent Coauthors
- Jean-Francois Muzy 1 shared papers
- Jean-Philippe Bouchaud 1 shared papers
- Lisa Borland 1 shared papers
- Paul Lynch 1 shared papers