2) ((1) Science & Finance

Identifiers

No identifiers captured yet.

Papers (3)

1. Correlation structure of extreme stock returns cond-mat.dis-nn · 2000 · author #4
2. Explaining the Forward Interest Rate Term Structure cond-mat · 1999 · author #3
3. An Empirical Investigation of the Forward Interest Rate Term Structure cond-mat · 1999 · author #3

Mentions

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Frequent Coauthors

• Jean-Philippe Bouchaud (1 3 shared papers
• (2) CEA Saclay) 2 shared papers
• Andrew Matacz (1) 2 shared papers
• CFM (2) CEA Saclay) 1 shared papers
• Marc Potters (1) 1 shared papers
• Pierre Cizeau (1) 1 shared papers