Matthieu Garcin

Matthieu Garcin

Pôle Universitaire Léonard de Vinci - La Défense / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4538988
Pôle universitaire Léonard-de-Vinci
person_outline Matthieu Garcin's MOST POPULAR ARTICLES
1-) Estimation of time-dependent Hurst exponents with variational smoothing and application to forecasting foreign exchange ratesM GarcinPhysica A: statistical mechanics and its applications 483, 462-479, 2017502017
2-) Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamicsA Ammy-Driss, M GarcinPhysica A: Statistical Mechanics and its Applications, 128335, 2022212022
3-) Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial marketsM Garcin, J Klein, S LaaribiJournal of Applied Statistics, 1-21, 2023222023
4-) Hurst exponents and delampertized fractional Brownian motionsM GarcinInternational journal of theoretical and applied finance 22 (05), 1950024, 2019242019
5-) Forecasting with fractional Brownian motion: a financial perspectiveM GarcinQuantitative finance 22 (8), 1495-1512, 2022232022