Yannick Malevergne

Extreme Financial Risks : From Dependence to Risk Management

Yannick Malevergne, Didier Sornette · HAL (Le Centre pour la Communication Scientifique Directe) · 2006 · 247 citations

Business, Finance, Risk Management +17

Testing the Gaussian copula hypothesis for financial assets dependences

Yannick Malevergne, Didier Sornette · Quantitative Finance · 2003 · 196 citations · Full text

Business, Economics, Finance +11

Testing the Pareto against the lognormal distributions with the uniformly most powerful unbiased test applied to the distribution of cities

Yannick Malevergne, Didier Sornette · Physical Review E · 2011 · 187 citations · Full text

Social Sciences, Economics, Mathematics +16

Empirical distributions of stock returns: between the stretched exponential and the power law?

Yannick Malevergne, Didier Sornette · Quantitative Finance · 2005 · 171 citations

Social Sciences, Economics, Finance +14

Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos

Anne Corcos, J-P Eckmann, A. Malaspinas et al. · Quantitative Finance · 2002 · 78 citations

Business, Economics, Finance +15