Listar IRGO (Institut de Recherche en Gestion des Organisations) - EA 4190 por autor "MAURER, Frantz"
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Valeur intrinsèque et valeur temps de la recherche en sciences de gestion
HAMET, Joanne; MAURER, Frantz
(Revue Française de Gestion. vol. 45, n° 284, pp. 103-123, 2019-10-01)Article de revue -
Nonparametric adaptive value-at-risk quantification based on the multiscale energy distribution of asset returns
TZAGKARAKIS, Georgios; MAURER, Frantz
; DIONYSOPOULOS, Thomas
(28th European Signal Processing Conference (EUSIPCO), Nonparametric adaptive value-at-risk quantification based on the multiscale energy distribution of asset returns, nl, Amsterdam, 2021)Communication dans un congrès avec actes -
Taming impulsive high-frequency data using optimal sampling periods
TZAGKARAKIS, George; MAURER, Frantz; NOLAN, J.P.
(Annals of Operations Research, 2023-11)Article de revueLibre acceso