Fran\c{c}ois Longin

Identifiers

• name variant Fran\c{c}ois Longin 0.60 · backfill

Papers (2)

1. Implied correlation from VaR q-fin.RM · 2011 · author #2
2. Margin setting with high-frequency data1 q-fin.RM · 2011 · author #2

Mentions

• 1103.5655 #2 · backfill · confidence 0.70 Fran\c{c}ois Longin
• 1103.5412 #2 · backfill · confidence 0.70 Fran\c{c}ois Longin

Frequent Coauthors

• John Cotter 2 shared papers