Concepedia

Rémy Chicheportiche

RC

8

Publications

208

Citations

8

H-Index

2010

Active since

Affiliations

Capital Fund Management (France)(Current)

École Centrale Paris

Quantitative BioSciences

CentraleSupélec

Rémy Chicheportiche is an author at Capital Fund Management (France) specializing in finance, financial economics, and business.

Top concepts

Publications per year

2010–2018

8

Publications

8

Weighted Kolmogorov-Smirnov test: Accounting for the tails

Rémy Chicheportiche, Jean‐Philippe Bouchaud · Physical Review E · 2012 · 44 citations · Full text

, , +11

The fine-structure of volatility feedback I: Multi-scale self-reflexivity

Rémy Chicheportiche, Jean‐Philippe Bouchaud · Physica A Statistical Mechanics and its Applications · 2014 · 41 citations · Full text

, , +4

The fine structure of volatility feedback II: Overnight and intra-day effects

Pierre Blanc, Rémy Chicheportiche, Jean‐Philippe Bouchaud · Physica A Statistical Mechanics and its Applications · 2014 · 28 citations · Full text

, , +10

The Joint Distribution of Stock Returns is Not Elliptical

Rémy Chicheportiche, Jean‐Philippe Bouchaud · SSRN Electronic Journal · 2010 · 24 citations · Full text

STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET

Damien Challet, Rémy Chicheportiche, Mehdi Lallouache et al. · Advances in Complex Systems · 2018 · 24 citations · Full text

, , +20

Rows per page

1–5 of 8