2009

Articles

• Darolles, Serge ; Gourieroux, Christian ; Jasiak, Joann . L-performance with an application to hedge funds. Journal of Empirical Finance. Volume 16. n° 4. 2009. pages 671– 685. Elsevier. DOI http://dx.doi.org/10.1016/j.jempfin.2009.05.003.

2006

Articles

• Darolles, Serge ; Gourieroux, Christian ; Jasiak, Joann . Structural Laplace Transform and Compound Autoregressive Models. Journal of Time Series Analysis. Volume Volume 27. n° 4. 2006. pages 477-503. Blackwell.