المؤلفون: Julien Chevallier, Mathieu Gatumel, Florian Ielpo

المصدر: Commodities ISBN: 9781003265399

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::14564fc901e5b6972b2fb4b3a4a14c2a
https://doi.org/10.1201/9781003265399-24

المؤلفون: Olivier Blin, Jérôme Teiletche, Joan Lee, Florian Ielpo

المصدر: Journal of Systematic Investing. 1:52-72

مصطلحات موضوعية: Information ratio, Momentum (finance), media_common.quotation_subject, Risk premium, Value (economics), Added value, Econometrics, Economics, Macro, Recession, media_common, Valuation (finance)

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::bf2ef0740a4953ad990a7d18ab99f4d0
https://doi.org/10.52354/jsi.1.1.iv

المؤلفون: Mikita Kniahin, Florian Ielpo

المساهمون: Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), UNIGESTION

المصدر: Soft Computing
Soft Computing, Springer Verlag, 2020, 24, pp.13769-13796. ⟨10.1007/s00500-019-04514-1⟩

مصطلحات موضوعية: Bubble, Stationarity, 0209 industrial biotechnology, JEL: E - Macroeconomics and Monetary Economics/E.E4 - Money and Interest Rates/E.E4.E44 - Financial Markets and the Macroeconomy, Bond, Equity (finance), Principal component analysis, 02 engineering and technology, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, Data-rich, Theoretical Computer Science, 020901 industrial engineering & automation, Affine model, 0202 electrical engineering, electronic engineering, information engineering, Economics, Econometrics, 020201 artificial intelligence & image processing, Geometry and Topology, Affine transformation, JEL: C - Mathematical and Quantitative Methods/C.C5 - Econometric Modeling/C.C5.C58 - Financial Econometrics, Software, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G12 - Asset Pricing • Trading Volume • Bond Interest Rates

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54c298b812f21c9e1b839229e3e7f1eb
https://hal.archives-ouvertes.fr/hal-02800608

المؤلفون: Jérôme Collet, Florian Ielpo

المصدر: Journal of Banking & Finance. 94:267-278

مصطلحات موضوعية: Economics and Econometrics, Financial stability, Financial economics, Bond, 05 social sciences, Volatility spillover, Diversification (finance), Monetary economics, Implied volatility, Investment (macroeconomics), Volatility risk premium, Spillover effect, Volatility swap, 0502 economics and business, Systemic risk, Economics, Volatility smile, Bond market, Business, 050207 economics, Volatility (finance), Finance, 050205 econometrics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c7e72956581e3c63d45fe05fec77979b
https://doi.org/10.1016/j.jbankfin.2018.07.011

المؤلفون: Florian Ielpo, Julien Chevallier

المصدر: Research in International Business and Finance. 39:763-778

مصطلحات موضوعية: 050208 finance, Bond, 05 social sciences, Financial market, Leverage effect, Constant elasticity of variance model, Skewness, 0502 economics and business, Economics, Econometrics, Business, Management and Accounting (miscellaneous), Leverage (statistics), 050207 economics, Volatility (finance), Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9367c78bfc0c934f521d867f55268795
https://doi.org/10.1016/j.ribaf.2014.09.010

المؤلفون: Florian Ielpo, Ling-Ni Boon

المصدر: Journal of Asset Management. 17:229-243

مصطلحات موضوعية: 050208 finance, Information Systems and Management, Investment strategy, business.industry, Financial economics, Strategy and Management, Risk premium, Sharpe ratio, 05 social sciences, Financial risk management, Asset allocation, Hedge fund, Expected shortfall, 0502 economics and business, Economics, 050207 economics, Business and International Management, business, Risk management

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::c05f260973a346693fcd5f669eb511eb
https://doi.org/10.1057/jam.2016.16

المؤلفون: Ling-Ni Boon, Florian Ielpo

المصدر: Palgrave Macmillan, Journal of Asset Management. 17(4):229-243

الإتاحة: https://ideas.repec.org/a/pal/assmgt/v17y2016i4d10.1057_jam.2016.16.html

المؤلفون: Christophe Chorro, Florian Ielpo, Benoît Sévi

المساهمون: Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Lombard Odier Asset Management, Laboratoire d'économie et de management de Nantes Atlantique (LEMNA), Institut d'Économie et de Management de Nantes - Institut d'Administration des Entreprises - Nantes (IEMN-IAE Nantes), Université de Nantes (UN)-Université de Nantes (UN)-FR 3473 Institut universitaire Mer et Littoral (IUML), Le Mans Université (UM)-Université d'Angers (UA)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Université de Bretagne Sud (UBS)-Institut Français de Recherche pour l'Exploitation de la Mer (IFREMER)-Centre National de la Recherche Scientifique (CNRS)-Le Mans Université (UM)-Université d'Angers (UA)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Université de Bretagne Sud (UBS)-Institut Français de Recherche pour l'Exploitation de la Mer (IFREMER)-Centre National de la Recherche Scientifique (CNRS), Université de Bretagne Sud (UBS)-Le Mans Université (UM)-Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS)-Institut Français de Recherche pour l'Exploitation de la Mer (IFREMER)-Université de Nantes (UN)-École Centrale de Nantes (ECN)-Université de Bretagne Sud (UBS)-Le Mans Université (UM)-Université d'Angers (UA)-Centre National de la Recherche Scientifique (CNRS)-Institut Français de Recherche pour l'Exploitation de la Mer (IFREMER)-Université de Nantes (UN)-École Centrale de Nantes (ECN), Aix-Marseille Sciences Economiques (AMSE), École des hautes études en sciences sociales (EHESS)-Aix Marseille Université (AMU)-École Centrale de Marseille (ECM)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Journal of Economic Dynamics and Control
Journal of Economic Dynamics and Control, Elsevier, 2020, 113, pp.103853. ⟨10.1016/j.jedc.2020.103853⟩

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Control and Optimization, Realized variance, Applied Mathematics, West Texas Intermediate, 05 social sciences, Bivariate analysis, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, [SHS]Humanities and Social Sciences, [MATH.MATH-PR]Mathematics [math]/Probability [math.PR], Exchange rate, Density forecasting, 0502 economics and business, Jump, Economics, Econometrics, 050207 economics, Volatility (finance), Futures contract, ComputingMilieux_MISCELLANEOUS

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f30b3318535e3b0ad2cf56414744693c
https://doi.org/10.1016/j.jedc.2020.103853

المؤلفون: Christophe Chorro, Florian Ielpo, Hanjarivo Lalaharison, Dominique Guegan

المساهمون: Centre d'économie de la Sorbonne (CES), Université Paris 1 Panthéon-Sorbonne (UP1)-Centre National de la Recherche Scientifique (CNRS), Université Paris 1 Panthéon-Sorbonne (UP1), Labex ReFi, University of Ca’ Foscari [Venice, Italy], Faculté des Sciences - Université d'Antananarivo, Université d'Antananarivo, This work was achieved through the Laboratory of Excellence on Financial Regulation (Labex ReFi) supported by PRES heSam, France under the reference ANR10LABX0095. It benefited from a French government support managed by the National Research Agency (ANR) , France within the project Investissements d’Avenir Paris Nouveaux Mondes (investments for the future Paris New Worlds) under the reference ANR11IDEX000602., ANR-11-IDEX-0006,PNM-HESAM,Paris Nouveaux Mondes Hautes Etudes Sorbonne Arts et Métiers(2011), ANR-10-LABX-0095,ReFi,Excellence Laboratory Financial Regulation(2010)

المصدر: Journal of Empirical Finance
Journal of Empirical Finance, Elsevier, 2018, 48, pp.290-306. ⟨10.1016/j.jempfin.2018.07.008⟩

مصطلحات موضوعية: Economics and Econometrics, GARCH, Index (economics), Autoregressive conditional heteroskedasticity, Distribution (economics), Leverage (negotiation), 0502 economics and business, Econometrics, Economics, Leverage effect, 050205 econometrics, Asymmetry,GARCH,Mixture of Gaussian distributions,Generalized hyperbolic distributions,S&P 500,Leverage effect, 050208 finance, business.industry, JEL: G - Financial Economics/G.G1 - General Financial Markets/G.G1.G17 - Financial Forecasting and Simulation, 05 social sciences, JEL: C - Mathematical and Quantitative Methods/C.C1 - Econometric and Statistical Methods and Methodology: General/C.C1.C12 - Hypothesis Testing: General, Equity (finance), JEL: C - Mathematical and Quantitative Methods/C.C2 - Single Equation Models • Single Variables/C.C2.C22 - Time-Series Models • Dynamic Quantile Regressions • Dynamic Treatment Effect Models • Diffusion Processes, Asymmetry, Conditional probability distribution, [SHS.ECO]Humanities and Social Sciences/Economics and Finance, S&P 500, Out of sample, Skewness, Generalized hyperbolic distributions, Mixture of Gaussian distributions, business, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7d7b45f6d166e18f9481550cfd0d4829
https://halshs.archives-ouvertes.fr/halshs-01917590

المؤلفون: Florian Ielpo

المصدر: Oxford Scholarship

مصطلحات موضوعية: Commerce, Commodity, Economics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::cf801958e71e69fc5d1006dbc4fe0433
https://doi.org/10.1093/oso/9780190656010.003.0002