Yannick Malevergne
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Documents
Identifiants chercheurs
Présentation
Professeur de Finance Ecole de Management de la Sorbonne - Université Paris 1 Panthéon-Sorbonne
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Publications
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Longitudinal Cross-Temporal Dynamics in Foreign Exchange via Bayesian Multifractal Analysis32rd European Signal Processing Conference (EUSIPCO 2024), Aug 2024, Lyon, France. pp.2527--2531 |
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Foreign Exchange Multivariate Multifractal AnalysisEuropean Signal Processing Conference (EUSIPCO), European Association for Signal Processing (EURASIP), Aug 2022, Belgrade, Serbia. ⟨10.23919/EUSIPCO55093.2022.9909911⟩ |
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Shuffling for understanding multifractality, application to asset price time seriesEuropean Signal Processing Conference (EUSIPCO), Sep 2019, A Coruna, Spain |
Theory of Zipf's Law and BeyondSpringer, pp.171 P., 2010, 978-3-642-02945-5 |
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Extreme Financial Risks : From Dependence to Risk ManagementSpringer, XVI-312 p., 2006, 3-540-27264-X |
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How Analystss Ability Affects Forecast Timing Under Bias and Uncertainty?2023 |
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A linear-rational multi-curve term structure model with stochastic spread2024 |
A Linear-Rational Multi-Curve Term Structure Model with Stochastic Spread2023 |
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A model of financial bubbles and drawdowns with non-local behavioral self-referencing2023 |
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New Results for Additive and Multiplicative Risk Apportionment2019 |
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Heterogeneous expectations and long range correlation of the volatility of asset returns2010 |
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