A model-free characterization of recurrences in stationary time series von Chicheportiche, Rémy, Chakraborti, Anirban

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The fine-structure of volatility feedback I: Multi-scale self-reflexivity von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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The fine structure of volatility feedback II: Overnight and intra-day effects von Blanc, Pierre, Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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An introduction to econophysics and quantitative finance von Garivier, Aurélien, Chicheportiche, Rémy, Jaisson, Thibault, Mastromatteo, Iacopo, Vargas, Vincent

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Goodness-of-fit tests with dependent observations von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL von CHICHEPORTICHE, RÉMY, BOUCHAUD, JEAN-PHILIPPE

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THE JOINT DISTRIBUTION OF STOCK RETURNS IS NOT ELLIPTICAL von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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A nested factor model for non-linear dependencies in stock returns von Chicheportiche, R., Bouchaud, J.-P.

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Copulas and time series with long-ranged dependencies von Chicheportiche, Rémy, Chakraborti, Anirban

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Weighted Kolmogorov-Smirnov test: accounting for the tails von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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Dépendances non linéaires en finance von Chicheportiche, Rémy

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Study of Statistical Correlations in Intraday and Daily Financial Return Time Series von Tilak, Gayatri, Széll, Tamás, Chicheportiche, Rémy, Chakraborti, Anirban

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Non-linear dependences in finance von Chicheportiche, Rémy

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Copulas and time series with long-ranged dependences von Chicheportiche, Rémy, Chakraborti, Anirban

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Non-linear dependences in finance von Chicheportiche, Rémy

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A model-free characterization of recurrences in stationary time series von Chicheportiche, Rémy, Chakraborti, Anirban

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The fine-structure of volatility feedback I: multi-scale self-reflexivity von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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A nested factor model for non-linear dependences in stock returns von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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Some applications of first-passage ideas to finance von Chicheportiche, Rémy, Bouchaud, Jean-Philippe

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Statistically validated lead-lag networks and inventory prediction in the foreign exchange market von Challet, Damien, Chicheportiche, Rémy, Lallouache, Mehdi, Kassibrakis, Serge

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