Philippe Soulier | DeepAI

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Featured Co-authors

Rafal Kulik
6 publications
Clemonell Bilayi-Biakana
1 publication
Meng-Chen Hsieh
1 publication
Clifford Hurvich
1 publication

research

∙ 02/01/2022

Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes

We develop and justify methodology to consistently test for long-horizon...

0 Meng-Chen Hsieh, et al. ∙

research

∙ 04/29/2018

Statistical inference for heavy tailed series with extremal independence

We consider stationary time series {X_j, j ∈ Z} whose finite dimensional...

0 Clemonell Bilayi-Biakana, et al. ∙