Jérôme Coulon

Zurich Insurance Company Ltd

Zurich, 8022

Switzerland

University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)

50, Avenue Tony Garnier

Lyon Cedex 07, 69366

France

SCHOLARLY PAPERS

2

DOWNLOADS

63

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Heterogeneous Expectations and Long Range Correlation of the Volatility of Asset Returns

Number of pages: 64 Posted: 13 Aug 2008 Last Revised: 26 Nov 2010
Jérôme Coulon and Yannick Malevergne
Zurich Insurance Company Ltd and Université Paris I Panthéon-Sorbonne - Laboratoire PRISM
Downloads 63 (426,585)

Abstract:

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Realized volatility, aggregation model, long memory, bounded rationality

2.

The Risk-Free Rate: An Inescapable Concept?

Posted: 10 Feb 2016
Michel M. Dacorogna and Jérôme Coulon
DEAR-Consulting and Zurich Insurance Company Ltd

Abstract:

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valuation, risk-free-rate, discounting, risk neutral