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LARGE DEVIATIONS OF THE THRESHOLD ESTIMATOR OF INTEGRATED (CO-)VOLATILITY VECTOR IN THE PRESENCE OF JUMPS

Hacène Djellout , Hui Jiang
Journal of Theoretical Probability, 2018, Journal of Theoretical Probability, 31 (3), pp.1606-1624
Journal articles hal-01147189v1
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LARGE DEVIATIONS OF THE REALIZED (CO-)VOLATILITY VECTOR

Hacène Djellout , Arnaud Guillin , Yacouba Samoura
Stochastic Processes and their Applications, 2017
Journal articles hal-01082903v1
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A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models

Pierre R. Bertrand , Marie-Eliette Dury , Bing Xiao
Mathematical Methods in Economics and Finance, 2020, 13-14, pp.19-36
Journal articles hal-03031766v1
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Quelques contributions à la statistique des Processus : Inégalités de Déviations & Grandes Déviations

Hacène Djellout
Probabilités [math.PR]. Université Blaise Pascal, 2015
Habilitation à diriger des recherches tel-01234238v1