Franck Jovanovic
Economics and Econometrics · 2013
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it
Whom Franck Jovanovic trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Franck Jovanovic overall
Papers from Franck Jovanovic's perspective
Ordered by how strongly the researchers Franck Jovanovic trusts endorse each paper. Same corpus, a different order for every researcher.
- Lévy Processes in Finance: Pricing Financial Derivatives
- The Fine Structure of Asset Retums : An Empirical Investigation '
- Sociophysics: a personal testimony
- The Variance Gamma (V.G.) Model for Share Market Returns
- Worrying trends in econophysics
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- First passage times of a jump diffusion process (Advances in Applied Probability)
- Information Theory, Inference, and Learning Algorithms
- Making Markov martingales meet marginals: with explicit constructions
- Introductory Lectures on Fluctuations of Lévy Processes with Applications
Their papers
- The Emergence of Econophysics: A New Approach in Modern Financial Theory (2013) — 60 citations