Concepedia

Brice V. Dupoyet

BV

10

Publications

393

Citations

10

H-Index

2005

Active since

Affiliations

Florida International University(Current)

West Virginia University

Brice V. Dupoyet is an author at Florida International University specializing in finance, business, and economics.

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Publications per year

2005–2017

10

Publications

10

A behavioral explanation for the negative asymmetric return–volatility relation

Ann Marie Hibbert, Robert T. Daigler, Brice V. Dupoyet · Journal of Banking & Finance · 2008 · 244 citations

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A simplified pricing model for volatility futures

Brice V. Dupoyet, Robert T. Daigler, Zhiyao Chen · Journal of Futures Markets · 2010 · 27 citations · Full text

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Gauge invariant lattice quantum field theory: Implications for statistical properties of high frequency financial markets

Brice V. Dupoyet, H.R. Fiebig, David Musgrove · Physica A Statistical Mechanics and its Applications · 2009 · 19 citations

, , +7

Replicating financial market dynamics with a simple self-organized critical lattice model

Brice V. Dupoyet, H.R. Fiebig, David Musgrove · Physica A Statistical Mechanics and its Applications · 2011 · 18 citations · Full text

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A Behavioral Explanation for the Negative Asymmetric Return-Volatility Relation

Ann Marie Hibbert, Robert T. Daigler, Brice V. Dupoyet · SSRN Electronic Journal · 2008 · 18 citations · Full text

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