Details about Hanjarivo Lalaharison

Access statistics for papers by Hanjarivo Lalaharison.

Last updated 2019-05-23. Update your information in the RePEc Author Service.

Short-id: pla602

Working Papers

2018

1. Testing for leverage effects in the returns of US equities
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (1)
   See also Journal Article Testing for leverage effects in the returns of US equities, Journal of Empirical Finance, Elsevier (2018) View citations (4) (2018)

2014

2. Testing for Leverage Effect in Financial Returns
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne View citations (2)

2013

3. Option pricing with discrete time jump processes
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
   Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2011) View citations (4)
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2012)
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)
   See also Journal Article Option pricing with discrete time jump processes, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (10) (2013)

2010

4. A short note on option pricing with Lévy Processes
   Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010)

Journal Articles

2018

1. Testing for leverage effects in the returns of US equities
   Journal of Empirical Finance, 2018, 48, (C), 290-306 View citations (4)
   See also Working Paper Testing for leverage effects in the returns of US equities, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2018) View citations (4) (2018)

2013

2. Option pricing with discrete time jump processes
   Journal of Economic Dynamics and Control, 2013, 37, (12), 2417-2445 View citations (10)
   See also Working Paper Option pricing with discrete time jump processes, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2013) View citations (8) (2013)