Jean-Philippe Bouchaud (1

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Papers (11)

1. The leverage effect in financial markets: retarded volatility and market panic cond-mat · 2001 · author #1
2. Hedged Monte-Carlo: low variance derivative pricing with objective probabilities cond-mat · 2000 · author #2
3. Correlation structure of extreme stock returns cond-mat.dis-nn · 2000 · author #3
4. Explaining the Forward Interest Rate Term Structure cond-mat · 1999 · author #2
5. Worse fluctuation method for fast Value-at-Risk estimates cond-mat · 1999 · author #1
6. An Empirical Investigation of the Forward Interest Rate Term Structure cond-mat · 1999 · author #2
7. Apparent multifractality in financial time series cond-mat · 1999 · author #1
8. Theory of Financial Risk: Basic notions in probability cond-mat · 1999 · author #1
9. Noise Dressing of Financial Correlation Matrices cond-mat · 1998 · author #3
10. Are Financial Crashes Predictable? cond-mat.stat-mech · 1998 · author #7
11. Missing Information and Asset Allocation cond-mat.stat-mech · 1997 · author #1

Mentions

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Frequent Coauthors

• 2) 7 shared papers
• Marc Potters (1) 4 shared papers
• 2) ((1) Science & Finance 3 shared papers
• (2) CEA Saclay) 2 shared papers
• Andrew Matacz (1) 2 shared papers
• CFM (2) CEA Saclay) 2 shared papers
• Laurent Laloux (1) 2 shared papers
• Marc Potters (1) ((1) Science & Finance (2) CEA Saclay) 2 shared papers
• Marc Potters (2) 2 shared papers
• Pierre Cizeau (1) 2 shared papers
• ((1) CEA Saclay 1 shared papers
• 2) Andrew Matacz (2) 1 shared papers
• (2) Science & Finance 1 shared papers
• (2) Science & Finance) 1 shared papers
• 3) 1 shared papers
• 4) ((1) Science & Finance (2) Polytechnique Lausanne (3) Capital Futures Management (4) CEA Saclay) 1 shared papers
• CFM) 1 shared papers
• Dragan Sestovic (1) ((1) Science & Finance 1 shared papers
• Jean-Pierre Aguilar (1 1 shared papers
• Jean-Pierre Aguilar (2) ((1) CEA Saclay (2) Science & Finance) 1 shared papers