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Citations per year
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Cited by
All
Since 2019
Citations
8
8
h-index
2
2
i10-index
0
0
0
6
3
2021
2022
2023
1
2
5
Public access
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Co-authors
Jean-Philippe Aguilar
Société Générale
Verified email at sgcib.com
Jan Korbel
Medical University of Vienna, Complexity Science Hub Vienna
Verified email at meduniwien.ac.at
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Nicolas Pesci
Covéa Finance
Verified email at covea-finance.fr
Financial Econometrics
Statistical Finance
Portfolio Optimization
Time Series Analysis
Credit Risk
Articles
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Cited by
Year
A structural approach to default modelling with pure jump processes
JP Aguilar, N Pesci, V James
Applied Mathematical Finance 28 (1), 48-78
, 2021
5
2021
On the quantitative properties of some market models involving fractional derivatives
JP Aguilar, J Korbel, N Pesci
Mathematics 9 (24), 3198
, 2021
2
2021
Inflation Forecasts and European Asset Returns: A Regime-Switching Approach
N Pesci, JP Aguilar, V James, F Rouillé
Journal of Risk and Financial Management 15 (10), 475
, 2022
1
2022
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