
Damien Challet
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Publications
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Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropyInternational Conference on Complex Networks and Their Applications, Nov 2020, Palerme, Italy. pp.514-525, ⟨10.1007/978-3-031-21127-0_42⟩
Communication dans un congrès
hal-04021505
v1
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Strategic behaviour and indicative price diffusion in Paris Stock Exchange auctionsSpringer. New Perspectives and Challenges in Econophysics and Sociophysics, , 2019, 978-3-030-11363-6. ⟨10.1007/978-3-030-11364-3⟩
Chapitre d'ouvrage
hal-01829337
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Why have asset price properties changed so little in 200 yearsEconophysics and Sociophysics: Recent Progress and Future Directions, Springer, 2017, 978-3-319-47704-6
Chapitre d'ouvrage
hal-01311113
v1
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