Matthieu Garcin

Economics and Econometrics · 2017–2020

A researcher in the Science corpus: 2 papers; trusts 26 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it
• Finance — 21 citations into it
• Statistical and Nonlinear Physics — 8 citations into it

Whom Matthieu Garcin trusts overall

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

1. Sergio Bianchi
2. Jean‐François Coeurjolly
3. Ladislav Kristoufek
4. Peter Hall
5. Rafal Weron
6. Raffaello Morales
7. Marcel Ausloos
8. Stanley J. Osher
9. Antoine Ayache
10. Roger W. Koenker

Who trusts Matthieu Garcin overall

1. Faheem Aslam

Papers from Matthieu Garcin's perspective

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

1. Time-varying Hurst exponent for US stock markets
2. MULTIFRACTIONAL PROCESSES WITH RANDOM EXPONENT
3. HURST EXPONENT ESTIMATION OF LOCALLY SELF-SIMILAR GAUSSIAN PROCESSES USING SAMPLE QUANTILES
4. Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance
5. Estimating long range dependence: finite sample properties and confidence intervals
6. Dynamic quantile models
7. The Long Memory of the Efficient Market
8. Nonlinear total variation based noise removal algorithms
9. Stable distributions
10. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW

Their papers

• Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics (2020) — 59 citations
• Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange rates (2017) — 64 citations