Concepedia

Serge Darolles

SD

Statistics

Publications

20

Citations

673

H-Index

15

Active since

2000

Affiliations

Université Paris Dauphine-PSL(Current)

Centre de Recherche en Économie et Statistique

Centre National de la Recherche Scientifique

University of Toronto

Centre d’études et de Recherches sur l’espace Germanophone

Serge Darolles is an author at Université Paris Dauphine-PSL specializing in business, finance, and financial engineering.

Top concepts

BusinessFinanceManagementStatisticsEconometricsFinancial EconomicsFinancial EngineeringEconomicsEngineeringAsset Pricing

Publications per year

2000–2019

20

Publications

20

Structural Laplace Transform and Compound Autoregressive Models

Serge Darolles, Christian Gouriéroux, Joann Jasiak · Journal of Time Series Analysis · 2006 · 110 citations

Volatility Modeling, Engineering, Term Structure +17

Improving VWAP strategies: A dynamic volume approach

Jędrzej Białkowski, Serge Darolles, Gaëlle Le Fol · Journal of Banking & Finance · 2007 · 105 citations

Dynamic Resource Allocation, Network Planning, Virtual Resource Partitioning +2

Nonparametric Instrumental Regression

Serge Darolles, Yanqin Fan, Jean‐Pierre Florens et al. · SSRN Electronic Journal · 2010 · 86 citations · Full text

L-performance with an application to hedge funds

Serge Darolles, Christian Gouriéroux, Joann Jasiak · Journal of Empirical Finance · 2009 · 38 citations

Hedge Fund, Management, Business +6

Mixture of distribution hypothesis: Analyzing daily liquidity frictions and information flows

Serge Darolles, Gaëlle Le Fol, Gulten Mero · Journal of Econometrics · 2017 · 35 citations

Economics, Distribution Hypothesis, Financial Economics +12

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