Philippe Masset

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #21,026 of 23,481 by trust here, #22,774 by citations

Whom Philippe Masset trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ronnie Sircar
2. Patrick M. Crowley
3. Michael R. Chernick
4. James B. Ramsey
5. Alessandra Iacobucci

Who trusts Philippe Masset overall

1. Mucahit Aydin

Papers from Philippe Masset's perspective

Ordered by how strongly the researchers Philippe Masset trusts endorse each paper. Same corpus, a different order for every researcher.

1. Wavelet Methods for Time Series Analysis (Technometrics)
2. Wavelets in Economics and Finance: Past and Future
3. An introduction to wavelets and other filtering methods in finance and economics
4. An Intuitive Guide to Wavelets for Economists
5. Spectral Analysis for Economic Time Series
6. Scaling properties of foreign exchange volatility
7. Optimal investment problems and volatility homogenization approximations
8. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
9. A CONSISTENT PRICING MODEL FOR INDEX OPTIONS AND VOLATILITY DERIVATIVES
10. Derivatives in Financial Markets with Stochastic Volatility

Their papers

• Analysis of Financial Time-Series Using Fourier and Wavelet Methods (2008) — 78 citations