Concepedia

Valentine Genon-Catalot

VG

Statistics

Publications

7

Citations

415

H-Index

7

Active since

1998

Affiliations

Université Paris Cité(Current)

Centre National de la Recherche Scientifique

Mathématiques Appliquées à Paris 5

Institut National de la Recherche Agronomique

Laboratoire de Probabilités et Modèles Aléatoires

Valentine Genon-Catalot is an author at Université Paris Cité specializing in stochastic processes, mathematics, and stochastic modeling.

Publications per year

1998–2018

7

Publications

7

Stochastic Volatility Models as Hidden Markov Models and Statistical Applications

Valentine Genon-Catalot, Thierry Jeantheau, Catherine Larédo et al. · Bernoulli · 2000 · 233 citations

Engineering, Finance, Mathematics +17

Parameter Estimation for Discretely Observed Stochastic Volatility Models

Valentine Genon-Catalot, Thierry Jeantheau, Catherine Larédo · Bernoulli · 1999 · 73 citations · Full text

Business, Finance, Econometrics +16

Limit Theorems for Discretely Observed Stochastic Volatility Models

Valentine Genon-Catalot, Thierry Jeantheau, Catherine Larédo · Bernoulli · 1998 · 30 citations

Natural Sciences, Finance, Mathematics +17

Computable infinite-dimensional filters with applications to discretized diffusion processes

Mireille Chaleyat–Maurel, Valentine Genon-Catalot · Stochastic Processes and their Applications · 2006 · 22 citations

Engineering, Computer Science, Mathematics +13

Penalized Projection Estimator for Volatility Density

Fabienne Comte, Valentine Genon-Catalot · Scandinavian Journal of Statistics · 2006 · 22 citations

Business, Finance, Mathematics +13

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