Concepedia

François Longin

FL

15

Publications

5.5K

Citations

14

H-Index

1995

Active since

Affiliations

École Supérieure des Sciences Économiques et Commerciales(Current)

CY Cergy Paris Université

François Longin is an author at École Supérieure des Sciences Économiques et Commerciales specializing in business, economics, and finance.

ORCID

Top concepts

Publications per year

1995–2018

15

Publications

15

Extreme Correlation of International Equity Markets

François Longin, Bruno Solnik · The Journal of Finance · 2001 · 2.5K citations

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Is the correlation in international equity returns constant: 1960–1990?

François Longin, Bruno Solnik · Journal of International Money and Finance · 1995 · 1.9K citations

, , +5

From value at risk to stress testing: The extreme value approach

François Longin · Journal of Banking & Finance · 2000 · 505 citations

, , +8

Optimal margin level in futures markets: Extreme price movements

François Longin · Journal of Futures Markets · 1999 · 102 citations

, , +14

The choice of the distribution of asset returns: How extreme value theory can help?

François Longin · Journal of Banking & Finance · 2004 · 99 citations

, , +9

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