Gilles Zumbach

Gilles Zumbach

Hautes Écoles Specialisees Geneve (Haute École de Travail Social) - Geneva / Switzerland
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1088227
The Geneva University of Social Work
person_outline Gilles Zumbach's MOST POPULAR ARTICLES
1-) Consistent High‐precision Volatility from High‐frequency DataF Corsi, G Zumbach, UA Muller, MM DacorognaEconomic Notes 30 (2), 183-204, 20012052001
2-) Adaptive-coordinate real-space electronic-structure calculations for atoms, molecules, and solidsNA Modine, G Zumbach, E KaxirasPhysical Review B 55 (16), 10289, 19971621997
3-) New approach to the calculation of density functionalsG Zumbach, K MaschkePhysical Review A 28 (2), 544, 19831371983
4-) Volatility processes and volatility forecast with long memoryG ZumbachQuantitative Finance 4 (1), 70-86, 20041432004
5-) Market heterogeneities and the causal structure of volatilityPE Lynch, GO ZumbachQuantitative Finance 3 (4), 320-331, 20031332003