Concepedia

Thierry Ané

TA

Statistics

Publications

11

Citations

834

H-Index

11

Active since

1999

Affiliations

Université de Reims Champagne-Ardenne(Current)

Institut d'Economie Scientifique Et de Gestion

Université Paris Dauphine-PSL

Thierry Ané is an author at Université de Reims Champagne-Ardenne specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingFinancial EconomicsVolatility ModelingEngineeringEconomicsStatisticsMultivariate Stochastic VolatilityEconometrics

Publications per year

1999–2010

11

Publications

11

Order Flow, Transaction Clock, and Normality of Asset Returns

Thierry Ané, Hélyette Geman · The Journal of Finance · 2000 · 427 citations · Full text

Engineering, Price Process, Stochastic Analysis +17

Dependence Structure and Risk Measure*

Thierry Ané, Cécile Kharoubi · The Journal of Business · 2003 · 165 citations

Does trading volume really explain stock returns volatility?

Thierry Ané, Loredana Ureche‐Rangau · Journal of International Financial Markets Institutions and Money · 2006 · 49 citations

Volatility Modeling, Financial Economics, Asset Pricing +5

Robust outlier detection for Asia–Pacific stock index returns

Thierry Ané, Loredana Ureche‐Rangau, Jean-Benoît Gambet et al. · Journal of International Financial Markets Institutions and Money · 2007 · 39 citations

Engineering, Robust Statistic, Outlier Detection +3

An analysis of the flexibility of Asymmetric Power GARCH models

Thierry Ané · Computational Statistics & Data Analysis · 2005 · 33 citations

Volatility Modeling, Financial Economics, Business +4

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