François Longin - Concepedia

Author

François Longin

École Supérieure des Sciences Économiques et Commerciales ORCID

Also Known As

F Longin, FRANÇOIS LONGIN, Francois Longin, Francois M. Longin, Frannois M Longin, Frannois M. Longin, François Longin, François M Longin, François M. Longin, Fran�ois M. Longin

Publications

5.6K

Citations

H-Index

Concepts

All Affiliations

École Supérieure des Sciences Économiques et Commerciales CY Cergy Paris Université

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	11	11	5.3K
2	Management	4	4	168
3	Accounting	2	2	56
4	Behavioral Sciences	2	2	531
5	Social Sciences	1	1	505

François Longin

Publications

5.5K

Citations

H-Index

Page 1

	Year	Citations
Extreme Correlation of International Equity Markets François Longin, Bruno Solnik The Journal of Finance Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsInternational Finance	2001	2.5K
Is the correlation in international equity returns constant: 1960–1990? François Longin, Bruno Solnik Journal of International Money and Finance EconomicsFinancial EconomicsInternational FinanceInternational Equity ReturnsInternational Capital Market	1995	1.9K
From value at risk to stress testing: The extreme value approach François Longin Journal of Banking & Finance Behavioral SciencesStressCrisis ManagementRisk ManagementBusiness	2000	505
Optimal margin level in futures markets: Extreme price movements François Longin Journal of Futures Markets Market MicrostructureEconomicsFinancial EconomicsAsset PricingMargin Committees	1999	102
The choice of the distribution of asset returns: How extreme value theory can help? François Longin Journal of Banking & Finance Empirical FinanceEconomicsFinancial EconomicsAsset PricingManagement	2004	99
The Asymptotic Distribution of Extreme Stock Market Returns François Longin The Journal of Business EconomicsFrechet DistributionFinancial EconomicsAsset PricingMarket Trend	1996	93
Beyond the VaR François Longin The Journal of Derivatives	2001	49
Is Bitcoin the New Digital Gold? Evidence From Extreme Price Movements in Financial Markets François Longin SSRN Electronic Journal	2018	48
The Threshold Effect in Expected Volatility: A Model Based on Asymmetric Information François Longin Review of Financial Studies Empirical FinanceVolatility ModelingLiquidityAsymmetric InformationFinancial Mathematics	1997	32
2001. “Correlation Structure of International Equity Markets During Extremely Volatile Periods François Longin, Bruno Solnik OpenGrey (Institut de l'Information Scientifique et Technique)	1998	32

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