10140 documents matched the search for Emmanuel Bacry in authors.
Go to document
|
1112131415161718191 
Second order statistics characterization of Hawkes processes and non-parametric estimation,
Emmanuel Bacry and Jean-Francois Muzy,
from arXiv.org
(2015)
The role of volume in order book dynamics: a multivariate Hawkes process analysis,
Marcello Rambaldi, Emmanuel Bacry and Fabrizio Lillo,
from arXiv.org
(2016)
Statistical finance at the École Polytechnique, Paris: the informal FIESTA research group,
Emmanuel Bacry, Marc Hoffmann and Mathieu Rosenbaum,
in Quantitative Finance
(2012)
Hawkes model for price and trades high-frequency dynamics,
Emmanuel Bacry and Jean-Fran�ois Muzy,
in Quantitative Finance
(2014)
The role of volume in order book dynamics: a multivariate Hawkes process analysis,
Marcello Rambaldi, Emmanuel Bacry and Fabrizio Lillo,
in Quantitative Finance
(2017)
Multifractal models for asset prices,
Emmanuel Bacry and J.-F. Muzy,
from HAL
(2010)
The nature of price returns during periods of high market activity,
Khalil al Dayri, Emmanuel Bacry and Jean-Francois Muzy,
from arXiv.org
(2010)
Estimation of slowly decreasing Hawkes kernels: Application to high frequency order book modelling,
Emmanuel Bacry, Thibault Jaisson and Jean-Francois Muzy,
from arXiv.org
(2014)
From rough to multifractal volatility: The log S-fBM model,
Peng Wu, Jean-François Muzy and Emmanuel Bacry,
in Physica A: Statistical Mechanics and its Applications
(2022)
Keywords: Rough volatility; Multifractal volatility; Fractional Brownian motion; GMM estimation; Intermittency coefficient;
Are asset return tail estimations related to volatility long-range correlations?,
Emmanuel Bacry, Alexey Kozhemyak and Jean-François Muzy,
in Physica A: Statistical Mechanics and its Applications
(2006)
Keywords: Extreme value statistics; Long range dependance; Multiplicative random cascades;
Market impacts and the life cycle of investors orders,
Emmanuel Bacry, Adrian Iuga, Matthieu Lasnier and Charles-Albert Lehalle,
from arXiv.org
(2014)
Estimation of slowly decreasing Hawkes kernels: application to high-frequency order book dynamics,
Emmanuel Bacry, Thibault Jaisson and Jean--François Muzy,
in Quantitative Finance
(2016)
Disentangling and quantifying market participant volatility contributions,
Marcello Rambaldi, Emmanuel Bacry and Jean-François Muzy,
in Quantitative Finance
(2019)
Continuous cascade models for asset returns,
Emmanuel Bacry, Alexey Kozhemyak and J.-F. Muzy,
from HAL
(2008)
Modelling microstructure noise with Hawkes processes,
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann and J.-F. Muzy,
from HAL
(2011)
The nature of price returns during periods of high market activity,
Khalil Al Dayri, Emmanuel Bacry and J.-F. Muzy,
from HAL
(2010)
Some limit theorems for Hawkes processes and application to financial statistics,
Emmanuel Bacry, Sylvain Delattre, Marc Hoffmann and Jean-François Muzy,
from HAL
(2013)
Keywords: Point processes
A single queue-reactive Hawkes model for the order flow,
Peng Wu, Marcello Rambaldi, Jean-François Muzy and Emmanuel Bacry,
from HAL
(2023)
Liquidity takers behavior representation through a contrastive learning approach,
Ruihua Ruan, Emmanuel Bacry and Jean-François Muzy,
from HAL
(2023)
The self-exciting nature of the bid-ask spread dynamics,
Ruihua Ruan, Emmanuel Bacry and Jean-François Muzy,
from HAL
(2023)
Analysis of order book flows using a nonparametric estimation of the branching ratio matrix,
Massil Achab, Emmanuel Bacry, Jean-Fran\c{c}ois Muzy and Marcello Rambaldi,
from arXiv.org
(2017)
Queue-reactive Hawkes models for the order flow,
Peng Wu, Marcello Rambaldi, Jean-Fran\c{c}ois Muzy and Emmanuel Bacry,
from arXiv.org
(2019)
Disentangling and quantifying market participant volatility contributions,
Marcello Rambaldi, Emmanuel Bacry and Jean-Fran\c{c}ois Muzy,
from arXiv.org
(2018)
From Rough to Multifractal volatility: the log S-fBM model,
Peng Wu, Jean-Fran\c{c}ois Muzy and Emmanuel Bacry,
from arXiv.org
(2022)
The self-exciting nature of the bid-ask spread dynamics,
Ruihua Ruan, Emmanuel Bacry and Jean-Fran\c{c}ois Muzy,
from arXiv.org
(2023)
Liquidity takers behavior representation through a contrastive learning approach,
Ruihua Ruan, Emmanuel Bacry and Jean-Fran\c{c}ois Muzy,
from arXiv.org
(2023)
Hawkes processes in finance,
Emmanuel Bacry, Iacopo Mastromatteo and Jean-Fran\c{c}ois Muzy,
from arXiv.org
(2015)
Self-Exclusion among Online Poker Gamblers: Effects on Expenditure in Time and Money as Compared to Matched Controls,
Amandine Luquiens, Aline Dugravot, Henri Panjo, Amine Benyamina, Stéphane Gaïffas and Emmanuel Bacry,
in IJERPH
(2019)
Keywords: online gambling; self-exclusion; responsible gambling; comparative study; poker
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books,
Konark Jain, Jean-Fran\c{c}ois Muzy, Jonathan Kochems and Emmanuel Bacry,
from arXiv.org
(2024)
Hawkes model for price and trades high-frequency dynamics,
E. Bacry and J. F Muzy,
from arXiv.org
(2013)
Rethinking cultural consumption through the lens of categorization,
Samuel Haddad-Bacry and Géraldine Michel,
from HAL
(2023)
Modelling financial time series using multifractal random walks,
E. Bacry, J. Delour and J.F. Muzy,
in Physica A: Statistical Mechanics and its Applications
(2001)
Keywords: Multifractals; Long-range correlations; Stochastic volatility; Multiplicative cascades;
The thermodynamics of fractals revisited with wavelets,
A. Arneodo, E. Bacry and J.F. Muzy,
in Physica A: Statistical Mechanics and its Applications
(1995)
A multivariate multifractal model for return fluctuations,
E. Bacry, J. Delour and J. F. Muzy,
from arXiv.org
(2000)
Log-Normal continuous cascades: aggregation properties and estimation. Application to financial time-series,
E. Bacry, A. Kozhemyak and J. -F. Muzy,
from arXiv.org
(2008)
Random cascade model in the limit of infinite integral scale as the exponential of a non-stationary $1/f$ noise. Application to volatility fluctuations in stock markets,
J. F. Muzy, R. Baile and E. Bacry,
from arXiv.org
(2013)
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data,
E. Bacry, K. Dayri and J. F. Muzy,
from arXiv.org
(2011)
Modeling microstructure noise with mutually exciting point processes,
E. Bacry, S. Delattre, Marc Hoffmann and J. F. Muzy,
from arXiv.org
(2011)
Continuous cascade models for asset returns,
E. Bacry, A. Kozhemyak and Jean-Francois Muzy,
in Journal of Economic Dynamics and Control
(2008)
Modelling microstructure noise with mutually exciting point processes,
E. Bacry, S. Delattre, Marc Hoffmann and J. F. Muzy,
in Quantitative Finance
(2013)
Log-normal continuous cascade model of asset returns: aggregation properties and estimation,
E. Bacry, A. Kozhemyak and J. F. Muzy,
in Quantitative Finance
(2011)
Analysis of order book flows using a non-parametric estimation of the branching ratio matrix,
M. Achab, E. Bacry, J. F. Muzy and M. Rambaldi,
in Quantitative Finance
(2018)
Some limit theorems for Hawkes processes and application to financial statistics,
E. Bacry, S. Delattre, Marc Hoffmann and J.F. Muzy,
in Stochastic Processes and their Applications
(2013)
Keywords: Point processes; Hawkes processes; Limit theorems; Discretisation of stochastic processes; Statistics of random processes;
What can we learn with wavelets about DNA sequences?,
A. Arneodo, D’Aubenton-Carafa, Y., B. Audit, E. Bacry, J.F. Muzy and C. Thermes,
in Physica A: Statistical Mechanics and its Applications
(1998)
Keywords: Wavelet transform; Fractal scaling; Multifractal formalism; Long-range correlations; Fractional Brownian motions; DNA sequences; Isochores;
Thermodynamics of fractal signals based on wavelet analysis: application to fully developed turbulence data and DNA sequences,
A. Arneodo, B. Audit, E. Bacry, S. Manneville, J.F. Muzy and S.G. Roux,
in Physica A: Statistical Mechanics and its Applications
(1998)
Nucleotide composition effects on the long-range correlations in human genes,
A. Arnéodo, Y. d'Aubenton-Carafa, B. Audit, E. Bacry, J.F. Muzy and C. Thermes,
in The European Physical Journal B: Condensed Matter and Complex Systems
(1998)
Keywords: 87.10.+eGeneral, theoretical, and mathematical biophysics , (including logic of biosystems, quantum biology, and relevant aspects of thermodynamics, information theory, cybernetics, and bionics) , - 05.40.+jFluctuation phenomena, random processes, and Brownian motion , - 72.70.+mNoise processes and phenomena,
Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE,
Emmanuel Haven and Emmanuel,
from Society for Computational Economics
(2005)
Keywords: Adiabatic approximation, volatility function
Macrodynamics and Pollution in Open Economy: An IS-LM Analysis,
Ouyahia Emmanuel,
in Economic Analysis
(2008)
Keywords: Keynesian cross diagram, macroeconomic policy, pollution
Cunning Observation: US Agricultural Statistics in the Time of Laissez-Faire,
Emmanuel Didier,
in History of Political Economy
(2012)
Keywords: observation, observing, agriculture, US Department of Agriculture
Yerel Yönetimlerde Özelleştirme,
Emmanuel Savas,
in Iktisat Isletme ve Finans
(1995)
Keywords: yerel yönetim, idare, belediye, özelleştirme, KİT, BİT, Emmanuel Savas
État, industrie, nation: la formation des technologies aéronautiques en France (1900-1950),
Emmanuel Chadeau,
in Histoire, économie & société
(1985)
Stratégies d'entreprises et innovations internationales: les motoristes français d'aviation (1918-1940),
Emmanuel Chadeau,
in Histoire, économie & société
(1987)
Dominique Barjot, Olivier Dard, Jean Garrigues, Didier Musiedlak et Eric Anceau (dir.), Industrie et politique, en Europe occidentale et aux Etats-Unis (XIXe-XXe siècle),
Dreyfus Emmanuel,
in Histoire, économie & société
(2006)
Alliances en R&D, course à l'innovation et gain stratégique - Éléments théoriques et application au segment des DRAM,
Emmanuel Combe,
in Revue d'Économie Industrielle
(1996)
Réforme des retraites en Italie: principaux aspects et questions soulevées,
Emmanuel Reynaud,
in Revue d'Économie Financière
(1997)
Modélisation de l'organisation commune de marché de l'huile d'olive,
Emmanuel Jacquin,
in Économie rurale
(1990)
Modélisation de l'organisation commune de marché de l'huile d'olive,
Emmanuel Jacquin,
in Économie rurale
(1990)
Les paysans de l'ouest Cameroun face au crédit agricole institutionnel,
Emmanuel Foko,
in Économie rurale
(1994)
Les problèmes de financement de l'agriculture vivrière au Cameroun Cas du village Bafou,
Emmanuel Foko,
in Économie rurale
(1995)
Jacques Le Cacheux (dir) Europe: La nouvelle vague. Perspectives économiques de l'élargissement,
Jacquin Emmanuel,
in Économie rurale
(1997)
De l'efficacité à la normativité,
Emmanuel Picavet,
in Revue Économique
(1999)
La « stabilisation », alibi de l'exploitation internationale,
Emmanuel Arghiri,
in Revue Tiers Monde
(1976)
Jean Masini, Moïses Ikonicoff, Claudio Jedlicki, Mario Lanzarotti, Les multinationales et le développement. Trois entreprises et la Côte d'Ivoire,
Emmanuel Arghiri,
in Revue Tiers Monde
(1979)
Serge Latouche, La critique de l'impérialisme,
Emmanuel Arghiri,
in Revue Tiers Monde
(1980)
Réponse d'Arghiri Emmanuel,
Arghiri Emmanuel,
in Revue Tiers Monde
(1981)
Quelques réflexions sur l'endettement (réponse à la « réplique »),
Arghiri Emmanuel,
in Revue Tiers Monde
(1983)
La SEAMEO, modèle d'organisation de coopération régionale,
Emmanuel Forest,
in Revue Tiers Monde
(1983)
L'endettement, véhicule de transfert de ressources,
Arghiri Emmanuel,
in Revue Tiers Monde
(1984)
Le vingt-cinquième anniversaire de la Revue Tiers Monde, Sorbonne, 21 mars 1985,
Emmanuel Forest,
in Revue Tiers Monde
(1985)
Marie-France L'Hériteau, Le Fonds monétaire international et les pays du Tiers Monde,
Emmanuel Arghiri,
in Revue Tiers Monde
(1986)
Jean Masini, Multinationales et pays en développement. Le profit et la croissance,
Emmanuel Arghiri,
in Revue Tiers Monde
(1988)
Sciences sociales, alimentation et développement: images, métaphores et apories,
Emmanuel Calvo,
in Revue Tiers Monde
(1992)
Systèmes d'irrigation par gravitation du nord de l'Inde: le rôle du capital social dans la gestion locale des ressources communes,
Emmanuel Bon,
in Revue Tiers Monde
(2001)
Circulation monétaire et construction du lien social en milieu urbain africain: une modalité d'adaptation créative à la mondialisation,
Emmanuel Kamdem,
in Revue Tiers Monde
(2001)
Analyse économique de la rentabilité des filtres à particules sur les véhicules diesels neufs,
Emmanuel Massé,
in Économie et Prévision
(2005)
Les anticipations des entrepreneurs industriels de la zone euro sont-elles rationnelles ?,
Emmanuel Michaux,
in Économie et Prévision
(2005)
Le « prix rémunérateur », épilogue à l'« échange inégal »,
Emmanuel Arghiri,
in Revue Tiers Monde
(1980)
Africa, the Arabian Gulf and Asia: Changing Dynamics in Contemporary West Africa's Political Economy,
Emmanuel Akyeampong,
in Journal of African Development
(2011)
Keywords: Africa, Ghana, Investment
For Prayer and Profit: West Africa's Religious and Economic Ties to the Gulf 1960s to the Present,
Emmanuel Akyeampong,
in Journal of African Development
(2010)
Keywords: Religion, economics, profit, West Africa, Gulf, 1960, telecommunications, development, labor
Assessment of Higher Education Personnel: Comparative Study of France and Finland,
Emmanuel Salmon,
in Higher Education Management and Policy
(2007)
Évaluation du personnel dans l'enseignement supérieur: Une étude comparée France-Finlande,
Emmanuel Salmon,
in Politiques et gestion de l'enseignement supérieur
(2007)
Private Pensions in OECD Countries: France,
Emmanuel Reynaud,
from OECD Publishing
(1997)
Teaching Basic Programming Concepts to Young Primary School Students Using Tablets: Results of a Pilot Project,
Emmanuel Fokides,
in International Journal of Mobile and Blended Learning (IJMBL)
(2018)
DEFAULTABLE BONDS AS ASIAN OPTIONS,
Emmanuel Buffet,
in International Journal of Theoretical and Applied Finance (IJTAF)
(2000)
Growth, Industrial Externality, Prospect Dynamics, and Well-being on Markets,
Emmanuel Chauvet,
from arXiv.org
(2020)
THE GREEK SYSTEM OF HOME OWNERSHIP AND THE POST-2008 CRISIS IN ATHENS,
Dimitris Emmanuel,
in Region et Developpement
(2014)
Keywords: HOUSING, HOME OWNERSHIP, GREECE, SOUTH EUROPE
Budgeting and Fund Allocation in Higher Education in Ghana,
Emmanuel Newman,
in Journal of Education and Vocational Research
(2013)
Political Consumption as Supplement to Conventional Political Participation in Promoting Social Change,
Emmanuel Adugu,
in International Journal of Information Systems and Social Change (IJISSC)
(2016)
On a nonlinear compactness lemma in L p ( 0, T; B ),
Emmanuel Maitre,
in International Journal of Mathematics and Mathematical Sciences
(2003)
Compte rendu d'ouvrage - Les gars du coin. Enquête sur une jeunesse rurale,
Emmanuel Sulzer,
in Review of Agricultural and Environmental Studies - Revue d'Etudes en Agriculture et Environnement (RAEStud)
(2008)
Keywords: Consumer/Household Economics
Does Early Cash-Based Interventions in a Food Crisis Enhance Resilience? Evidence from Niger,
Emmanuel Tumusiime,
from Agricultural and Applied Economics Association
(2013)
Keywords: Agricultural Finance, Risk and Uncertainty
Optimisation of benefits from agriculture and wildlife land uses by wards in CAMPFIRE areas in Zimbabwe,
Emmanuel Mwakiwa,
in AFBM Journal
(2019)
Keywords: Agribusiness, Land Economics/Use
Optimisation of benefits from agriculture and wildlife land uses by wards in CAMPFIRE areas in Zimbabwe,
Emmanuel Mwakiwa,
in African Journal of Agricultural and Resource Economics
(2019)
Keywords: Environmental Economics and Policy
Balance of Payments Constrained Economic Growth in Nigeria,
Igbinoba Emmanuel,
in African Journal of Economic Review
(2017)
Keywords: Financial Economics, Institutional and Behavioral Economics
Climate Variability Since 1970 and Farmers’ Observations in Northern Ghana,
Emmanuel Nyadzi,
in Sustainable Agriculture Research
(2016)
Keywords: Research and Development/Tech Change/Emerging Technologies, Research Methods/ Statistical Methods
PCSK9 Inhibitors or Cardiovascular Disease Inhibitors?,
Emmanuel Kouvoussis,
in Journal of Cardiology & Cardiovascular Therapy
(2016)
Keywords: cardiology journal, scholarly articles on cardiology, cardiology citation report, cardiology citations, cardiology medical journals, free cardiology medical journals, cardiology journals,Cardiovascular Therapy,juniper publishers, juniper publishers open access journals
The investment of social security reserves during periods of crisis: The experience of Cameroon,
Emmanuel Mounbaga,
in International Social Security Review
(1995)
Financing retirement pensions: Pay‐as‐you‐go and funded systems in the European Union,
Emmanuel Reynaud,
in International Social Security Review
(1995)
Perspectives on Risk Management,
Emmanuel Somers,
in Risk Analysis
(1995)
Markets, Marketing and Developing Countries: Where We Stand and Where We are Heading – Edited by Hans van Trijp and Paul Ingenbleek,
Emmanuel Yujuico,
in Natural Resources Forum
(2011)
|