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Details about Hanjarivo Lalaharison

Homepage:http://hanjarivo-lalaharison.netau.net
Postal address:106, Boulevard de l'Hôpital 75013 Paris FRANCE
Workplace:Centre de recherche de mathématiques et économie mathématique (CERMSEM) (Center for Research in Mathematics and Mathematical Economics), Centre d'Économie de la Sorbonne (Sorbonne Economic Centre), Université Paris 1 (Panthéon-Sorbonne) (University of Paris 1), (more information at EDIRC)

Access statistics for papers by Hanjarivo Lalaharison.

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

Short-id: pla602

Jump to Journal Articles

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 (2)
    Also in Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017) Downloads
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) Downloads View citations (1)
    See also Journal Article in Journal of Empirical Finance (2018)

2014

  1. 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 (1)

2013

  1. Option pricing with discrete time jump processes
    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 (2012) Downloads
    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)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2010

  1. 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 Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2010) Downloads

Journal Articles

2018

  1. Testing for leverage effects in the returns of US equities
    Journal of Empirical Finance, 2018, 48, (C), 290-306 Downloads View citations (1)
    See also Working Paper (2018)

2013

  1. Option pricing with discrete time jump processes
    Journal of Economic Dynamics and Control, 2013, 37, (12), 2417-2445 Downloads View citations (5)
    See also Working Paper (2013)
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