Rémy Chicheportiche

École Polytechnique Fédérale de Lausanne - Lausanne / Switzerland

Natural Sciences / Biological Science

AD Scientific Index ID: 1085925

Eidgenössische Technische Hochschule Lausanne

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École Polytechnique Fédérale de Lausanne

Rémy Chicheportiche's MOST POPULAR ARTICLES

1-) The joint distribution of stock returns is not elliptical International Journal of Theoretical and Applied Finance 15 (03), 1250019, 2012

2-) The fine-structure of volatility feedback I: Multi-scale self-reflexivity Physica A: Statistical Mechanics and its Applications, 2014

3-) Weighted Kolmogorov-Smirnov test: accounting for the tails Physical Review E 86 (4), 1115, 2012

4-) The fine structure of volatility feedback II: overnight and intra-day effects Physica A: Statistical Mechanics and its Applications 402, 58-75, 2014

5-) Goodness-of-fit tests with dependent observations Journal of Statistical Mechanics: Theory and Experiment 2011 (09), P09003, 2011

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