Serge Darolles - Publications, H-index & Citations

Serge Darolles

Universite PSL

15H指数

138论文数

822被引数

收录论文 11

发表时间

Private Equity Performance around the World

FINANCIAL ANALYSTS JOURNAL

IF2.2

2024-01-31

PREAI

Tommar, Sara Ain; Darolles, Serge; Jurczenko, Emmanuel

Asymptotics of Cholesky GARCH models and time-varying conditional betas

JOURNAL OF ECONOMETRICS

IF4

2018-06-01

OAAI

Darolles, Serge; Francq, Christian; Laurent, Sebastien

Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows

JOURNAL OF ECONOMETRICS

IF4

2017-12-01

PREAI

Darolles, Serge; Le Fol, Gaelle; Mero, Gulten

Performance fees and hedge fund return dynamics

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING

IF3

2015-10-01

PREAI

Darolles, Serge; Gourieroux, Christian

Measuring the liquidity part of volume

JOURNAL OF BANKING & FINANCE

IF3.8

2015-01-01

PREAI

Darolles, Serge; Le Fol, Gaelle; Mero, Gulten

The alpha and omega of fund of hedge fund added value

JOURNAL OF BANKING & FINANCE

IF3.8

2012-04-01

PREAI

Darolles, Serge; Vaissie, Mathieu

Multifactor Models Examining the potential of signal processing techniques

IEEE SIGNAL PROCESSING MAGAZINE

IF9.6

2011-09-01

PREAI

Jay, Emmanuelle; Duvaut, Patrick; Darolles, Serge; Chretien, Arnaud

Conditionally fitted Sharpe performance with an application to hedge fund rating

JOURNAL OF BANKING & FINANCE

IF3.8

2010-03-01

PREAI

Darolles, Serge; Gourieroux, Christian

Improving VWAP strategies: A dynamic volume approach

JOURNAL OF BANKING & FINANCE

IF3.8

2008-09-01

PREAI

Bialkowski, Jedrzej; Darolles, Serge; Le Fol, Gaelle

Kernel-based nonlinear canonical analysis and time reversibility

JOURNAL OF ECONOMETRICS

IF4

2004-04-01

OAAI

Darolles, S; Florens, JP; Gouriéroux, C

Truncated dynamics and estimation of diffusion equations

JOURNAL OF ECONOMETRICS

IF4

2001-05-01

OAAI

Darolles, S; Gouriéroux, C

研究方向