| The joint distribution of stock returns is not elliptical R Chicheportiche, JP Bouchaud International Journal of Theoretical and Applied Finance 15 (03), 1250019, 2012 | 64 | 2012 |
| Weighted Kolmogorov-Smirnov test: accounting for the tails R Chicheportiche, JP Bouchaud Physical Review E 86 (4), 1115, 2012 | 52 | 2012 |
| The fine-structure of volatility feedback I: Multi-scale self-reflexivity R Chicheportiche, JP Bouchaud Physica A: Statistical Mechanics and its Applications, 2014 | 51 | 2014 |
| Statistically validated lead-lag networks and inventory prediction in the foreign exchange market D Challet, R Chicheportiche, M Lallouache, S Kassibrakis Advances in Complex Systems 21 (08), 1850019, 2018 | 36 | 2018 |
| Goodness-of-fit tests with dependent observations R Chicheportiche, JP Bouchaud Journal of Statistical Mechanics: Theory and Experiment 2011 (09), P09003, 2011 | 36 | 2011 |
| The fine structure of volatility feedback II: overnight and intra-day effects P Blanc, R Chicheportiche, JP Bouchaud Physica A: Statistical Mechanics and its Applications 402, 58-75, 2014 | 32 | 2014 |
| Some applications of first-passage ideas to finance R Chicheportiche, JP Bouchaud First-Passage Phenomena and Their Applications, 447--476, 2014 | 28 | 2014 |
| A nested factor model for non-linear dependences in stock returns R Chicheportiche, JP Bouchaud arXiv preprint arXiv:1309.3102, 2013 | 24 | 2013 |
| Study of statistical correlations in intraday and daily financial return time series G Tilak, T Széll, R Chicheportiche, A Chakraborti Econophysics of Systemic Risk and Network Dynamics, 77-104, 2013 | 22 | 2013 |
| Copulas and time series with long-ranged dependencies R Chicheportiche, A Chakraborti Physical Review E 89 (4), 042117, 2014 | 21* | 2014 |
| Non-linear dependences in finance R Chicheportiche arXiv preprint arXiv:1309.5073, 2013 | 13 | 2013 |
| A model-free characterization of recurrences in stationary time series R Chicheportiche, A Chakraborti Physica A: Statistical Mechanics and its Applications 474, 312-318, 2017 | 12* | 2017 |
| Dépendances entre actions US: une modélisation en arbre R Chicheportiche Master's thesis, ENSAE ParisTech, 4-7, 2010 | 2 | 2010 |
| An introduction to econophysics and quantitative finance R Chicheportiche, T Jaisson, I Mastromatteo, V Vargas ESAIM: Proceedings and Surveys 51, 320-336, 2015 | | 2015 |
| THE CFM-IMPERIAL INAUGURAL SEMINAR Y Lemperière, J de la Taillade, R Chicheportiche, N Bercot, ... | | |
Jean-Philippe BouchaudHead of Research, CFM在 cfm.fr 的电子邮件经过验证
