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Yannick Malevergne

Université Paris 1 Panthéon-Sorbonne

17 papers hereh-index 191.7k citations71 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author11
  • middle author4
  • last author2

Across the 17 of 17 papers where every author was matched, so the position is known.

fields
  • cond-mat.stat-mech10
  • physics.soc-ph3
  • econ.GN1
  • physics.data-an1
  • q-fin.GN1
  • q-fin.ST1
affiliations
  • Université Paris 1 Panthéon-Sorbonne
Homepage
same name
  • Yannick Malevergne — 3 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20012015
most citedTesting the Gaussian Copula Hypothesis for Financial Assets Dependences

198 citations · 558 across the 17 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

econ.GN2015★ 3 cited

Macroeconomic Dynamics of Assets, Leverage and Trust

Jeroen Rozendaal, Yannick Malevergne, Didier Sornette

A macroeconomic model based on the economic variables (i) assets, (ii) leverage (defined as debt over asset) and (iii) trust (defined as the maximum sustainable leverage) is propos…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.