Zumbach, Gilles
- Time reversal invariance in finance
2007/08/29 by Gilles Zumbach, Zumbach, Gilles · 5 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Physical sciences #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Physics and Society (physics.soc-ph) #Statistical Finance (q-fin.ST)
- Volatility conditional on price trends
2005/01/28 by Zumbach, Gilles · 2 citations
#FOS: Economics and business #FOS: Physical sciences #Other Condensed Matter (cond-mat.other) #Statistical Finance (q-fin.ST)
- The Dynamics of Financial Markets -- Mandelbrot's multifractal cascades, and beyond
2005/01/12 by Lisa Borland, Borland, Lisa, Jean‐Philippe Bouchaud +5 · 2 citations
Economics, Econometrics and Finance · Physics and Astronomy · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Chaos control and synchronization
- The empirical properties of large covariance matrices
2009/03/09 by Zumbach, Gilles · 2 citations
#FOS: Economics and business #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Statistical Finance (q-fin.ST)