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
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Working Papers
2018
- 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 Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (1) Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne (2017) 
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
- 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
- Option pricing with discrete time jump processes
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (8)
Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012)  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) 
See also Journal Article Option pricing with discrete time jump processes, Journal of Economic Dynamics and Control, Elsevier (2013) View citations (10) (2013)
2010
- 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
- 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
- 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)
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