output
20092022
most citedFast and stable multivariate kernel density estimation by fast sum updating

52 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2010Show all

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q-fin.ST2010★ 14 cited

Statistical properties of derivatives: a journey in term structures

Delphine Lautier, Franck Raynaud

This article presents an empirical study of thirteen derivative markets for commodity and financial assets. It compares the statistical properties of futures contracts's daily retu…