Statistics
Publications
16
Citations
3.4K
H-Index
15
Active since
1993
Pierre Cizeau is an author at Boston University specializing in finance, business, and financial economics.
Publications per year
1993–2001
16
16
Noise Dressing of Financial Correlation Matrices
Laurent Laloux, Pierre Cizeau, Jean‐Philippe Bouchaud et al. · Physical Review Letters · 1999 · 1.3K citations · Full text
Business, Finance, Risk Management +17
RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS
Laurent Laloux, Pierre Cizeau, Marc Potters et al. · International Journal of Theoretical and Applied Finance · 2000 · 426 citations
Business, Finance, Risk Management +17
Correlations in economic time series
Yanhui Liu, Pierre Cizeau, Martin Meyer et al. · Physica A Statistical Mechanics and its Applications · 1997 · 313 citations · Full text
Volatility distribution in the S&P500 stock index
Pierre Cizeau, Yanhui Liu, Martin Meyer et al. · Physica A Statistical Mechanics and its Applications · 1997 · 207 citations · Full text
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