Should stock market indexes time varying correlations be taken into account? a conditional variance multivariate approach R Lemand A Conditional Variance Multivariate Approach (June 6, 2003), 2003 | 15 | 2003 |
On the foundations of firm climate risk exposure MH Shahrour, M Arouri, R Lemand Review of Accounting and Finance 22 (5), 620-635, 2023 | 11 | 2023 |
New technology stock market indexes contagion: A VAR-dccMVGARCH approach R Lemand Available at SSRN 4239294, 2003 | 8 | 2003 |
The contagion effect between the volatilities of the NASDAQ-100 and the IT. CAC: a univariate and a bivariate switching approach R Lemand CAC: A Univariate and A Bivariate Switching Approach (February 6, 2003), 2003 | 5 | 2003 |
Decentralized nation, solving the web identity crisis F Jumelle, T Pagett, R Lemand arXiv preprint arXiv:2210.08978, 2022 | 1 | 2022 |
Board diversity, female executives and stock liquidity: evidence from opposing cycles in the USA MH Shahrour, R Lemand, M Wojewodzki Review of Accounting and Finance, 2024 | | 2024 |
Indices boursiers internationaux et la crise des nouvelles technologies: approches switching et DCC-MVGARCH R Lemand École normale supérieure de Cachan-ENS Cachan, 2003 | | 2003 |
Indices boursiers internationaux et la crise des nouvelles technologies: approches switching et DCC-Garch multivariés RS Lemand | | 2003 |