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Yannick Malevergne
36
Documents
Identifiants chercheurs
- yannick-malevergne
- ResearcherId : AFL-7491-2022
- IdRef : 12482014X
- 0000-0002-7787-4158
- VIAF : 7682643
- ISNI : 0000000115918859
- Google Scholar : https://scholar.google.fr/citations?user=v3X5Nb4AAAAJ&hl=en
- ResearcherId : http://www.researcherid.com/rid/AFL-7491-2022
Présentation
**Professor of Finance**
**Sorbonne School of Management - Pantheon-Sorbonne University**
**Professeur de Finance**
**Ecole de Management de la Sorbonne - Université Paris 1 Panthéon-Sorbonne**
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Foreign Exchange Multivariate Multifractal AnalysisEuropean Signal Processing Conference (EUSIPCO), European Association for Signal Processing (EURASIP), Aug 2022, Belgrade, Serbia
Communication dans un congrès
hal-03735497v2
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Shuffling for understanding multifractality, application to asset price time seriesEuropean Signal Processing Conference (EUSIPCO), Sep 2019, A Coruna, Spain
Communication dans un congrès
hal-02361738v1
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Theory of Zipf's Law and BeyondSpringer, pp.171 P., 2010, 978-3-642-02945-5
Ouvrages
hal-02298139v1
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Extreme Financial Risks : From Dependence to Risk ManagementSpringer, XVI-312 p., 2006, 3-540-27264-X
Ouvrages
hal-02298069v1
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New Results for Additive and Multiplicative Risk Apportionment2019
Pré-publication, Document de travail
halshs-02100855v1
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Heterogeneous expectations and long range correlation of the volatility of asset returns2010
Pré-publication, Document de travail
halshs-00541953v1
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