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 (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)  Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) View citations (1)
See also Journal Article in Journal of Empirical Finance (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 (1)
2013
- 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)  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) 
See also Journal Article in Journal of Economic Dynamics and Control (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 (1)
See also Working Paper (2018)
2013
- Option pricing with discrete time jump processes
Journal of Economic Dynamics and Control, 2013, 37, (12), 2417-2445 View citations (5)
See also Working Paper (2013)
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