Access Statistics for Marc Potters

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Apparent multifractality in financial time series 0 0 0 382 0 1 2 801
Are Financial Crashes Predictable? 0 0 1 43 1 2 3 90
Are financial crashes predictable? 0 0 0 474 1 2 3 900
Back to basics: historical option pricing revisited 0 0 0 340 0 1 2 1,205
Comment on "Turbulent cascades in foreign exchange markets" 0 0 0 238 1 2 9 592
Comment on: "Two-phase behaviour of financial markets" 0 0 0 213 0 3 4 488
Correlation structure of extreme stock returns 0 0 0 376 0 1 1 963
Correlation structure of extreme stock returns 0 0 0 40 0 0 0 97
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 1 1 4 1,818
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 29 0 0 0 90
Financial Applications of Random Matrix Theory: Old Laces and New Pieces 0 0 0 53 1 2 5 149
Financial Applications of Random Matrix Theory: Old Laces and New Pieces 0 0 0 1,006 2 3 13 2,148
Financial Applications of Random Matrix Theory: a short review 1 2 9 485 3 7 39 874
Financial markets as adaptative systems 0 0 0 222 0 0 2 414
Fluctuations and response in financial markets: the subtle nature of `random' price changes 1 1 3 124 1 2 6 325
Fluctuations and response in financial markets: the subtle nature of `random' price changes 0 0 0 764 2 3 7 1,475
Hedge your Monte Carlo 0 0 0 0 2 3 8 686
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities 0 0 0 467 0 0 2 991
Introducing Variety in Risk Management 0 0 0 33 0 0 0 68
Introducing Variety in Risk Management 0 0 0 371 0 1 3 656
Large dimension forecasting models and random singular value spectra 0 0 0 457 0 0 3 883
Large dimension forecasting models and random singular value spectra 0 0 0 27 0 0 0 76
Missing Information and Asset Allocation 0 0 0 33 0 0 3 86
Missing information and asset allocation 0 0 0 206 1 3 15 521
More statistical properties of order books and price impact 0 0 0 525 0 3 6 932
More stylized facts of financial markets: leverage effect and downside correlations 0 0 0 554 1 1 3 1,884
Noise dressing of financial correlation matrices 0 0 0 356 0 4 8 793
Option pricing and hedging with temporal correlations 0 0 0 147 1 2 3 298
Option pricing in the presence of extreme fluctuations 0 0 0 208 1 1 6 367
Phenomenology of the Interest Rate Curve 0 0 0 16 0 0 1 48
Phenomenology of the interest curve 0 0 1 707 0 0 2 2,054
Phenomenology of the interest rate curve 0 0 0 216 1 2 6 631
Random matrix theory 0 0 0 0 0 4 11 831
Random matrix theory and financial correlations 0 0 0 1,180 1 8 13 2,627
Random walks, liquidity molasses and critical response in financial markets 0 0 0 404 2 6 19 874
Random walks, liquidity molasses and critical response in financial markets 0 0 0 30 0 2 3 89
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 15 2 5 8 67
Rational decisions, random matrices and spin glasses 0 0 0 225 1 2 4 556
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets 0 0 0 968 1 3 9 2,749
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets 0 0 0 73 1 2 4 211
Reply to Johansen's comment 0 0 0 167 0 1 2 444
Scaling in stock market data: stable laws and beyond 0 0 0 551 0 3 7 1,266
Scaling in stock market data: stable laws and beyond 0 0 0 38 0 5 14 124
Smile dynamics -- a theory of the implied leverage effect 0 0 0 183 0 0 0 419
Statistical properties of stock order books: empirical results and models 0 0 0 948 1 4 7 1,944
Strings Attached 0 0 0 0 1 5 8 384
The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy 0 0 1 73 1 3 6 194
The leverage effect in financial markets: retarded volatility and market panic 0 0 0 1,395 6 8 18 7,324
Trend followers lose more often than they gain 0 0 0 796 2 3 5 1,908
Trend followers lose more often than they gain 0 0 0 61 0 0 2 128
Worst fluctuation method for fast value-at-risk estimates 0 0 0 368 1 1 3 833
Total Working Papers 2 3 15 17,368 40 115 312 46,375


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Phenomenology of the interest rate curve 0 0 2 101 1 1 5 415
Random walks, liquidity molasses and critical response in financial markets 0 0 1 100 0 1 7 265
Relation between bid-ask spread, impact and volatility in order-driven markets 0 0 0 194 1 1 3 440
Total Journal Articles 0 0 3 395 2 3 15 1,120


Statistics updated 2019-11-03