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 1 1 1 800
Are Financial Crashes Predictable? 0 0 1 43 0 0 1 88
Are financial crashes predictable? 0 0 0 474 0 1 1 898
Back to basics: historical option pricing revisited 0 0 0 340 1 1 1 1,204
Comment on "Turbulent cascades in foreign exchange markets" 0 0 0 238 0 0 8 590
Comment on: "Two-phase behaviour of financial markets" 0 0 0 213 0 0 1 485
Correlation structure of extreme stock returns 0 0 0 40 0 0 1 97
Correlation structure of extreme stock returns 0 0 0 376 0 0 1 962
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 29 0 0 0 90
Exponential Weighting and Random-Matrix-Theory-Based Filtering of Financial Covariance Matrices for Portfolio Optimization 0 0 0 781 1 2 3 1,817
Financial Applications of Random Matrix Theory: Old Laces and New Pieces 0 0 0 1,006 0 7 13 2,145
Financial Applications of Random Matrix Theory: Old Laces and New Pieces 0 0 0 53 0 1 4 147
Financial Applications of Random Matrix Theory: a short review 2 5 8 483 4 13 35 864
Financial markets as adaptative systems 0 0 0 222 0 0 3 414
Fluctuations and response in financial markets: the subtle nature of `random' price changes 0 0 0 764 0 1 5 1,472
Fluctuations and response in financial markets: the subtle nature of `random' price changes 1 1 2 123 1 2 5 323
Hedge your Monte Carlo 0 0 0 0 1 1 4 681
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities 0 0 0 467 1 1 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 2 655
Large dimension forecasting models and random singular value spectra 0 0 0 27 0 0 0 76
Large dimension forecasting models and random singular value spectra 0 0 0 457 0 0 1 881
Missing Information and Asset Allocation 0 0 0 33 0 0 2 85
Missing information and asset allocation 0 0 0 206 2 3 11 516
More statistical properties of order books and price impact 0 0 0 525 1 1 4 929
More stylized facts of financial markets: leverage effect and downside correlations 0 0 0 554 0 1 2 1,883
Noise dressing of financial correlation matrices 0 0 0 356 0 0 4 788
Option pricing and hedging with temporal correlations 0 0 0 147 0 0 1 296
Option pricing in the presence of extreme fluctuations 0 0 0 208 0 1 5 366
Phenomenology of the Interest Rate Curve 0 0 0 16 0 0 1 48
Phenomenology of the interest curve 0 0 1 707 0 1 6 2,054
Phenomenology of the interest rate curve 0 0 0 216 1 2 4 628
Random matrix theory 0 0 0 0 3 4 12 826
Random matrix theory and financial correlations 0 0 0 1,180 0 2 8 2,619
Random walks, liquidity molasses and critical response in financial markets 0 0 0 404 0 1 12 866
Random walks, liquidity molasses and critical response in financial markets 0 0 0 30 0 0 2 87
Rational Decisions, Random Matrices and Spin Glasses 0 0 0 15 0 0 0 59
Rational decisions, random matrices and spin glasses 0 0 0 225 0 0 1 553
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets 0 0 0 73 1 1 3 209
Relation between Bid-Ask Spread, Impact and Volatility in Double Auction Markets 0 0 0 968 3 3 10 2,746
Reply to Johansen's comment 0 0 0 167 0 0 2 443
Scaling in stock market data: stable laws and beyond 0 0 1 38 2 4 12 119
Scaling in stock market data: stable laws and beyond 0 0 0 551 0 0 6 1,263
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 0 0 4 1,940
Strings Attached 0 0 0 0 1 2 6 379
The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy 0 0 1 73 0 1 6 191
The leverage effect in financial markets: retarded volatility and market panic 0 0 0 1,395 0 2 12 7,316
Trend followers lose more often than they gain 0 0 1 61 0 0 3 127
Trend followers lose more often than they gain 0 0 0 796 0 1 5 1,905
Worst fluctuation method for fast value-at-risk estimates 0 0 0 368 0 0 2 832
Total Working Papers 3 6 15 17,365 24 62 238 46,240


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 0 0 4 413
Random walks, liquidity molasses and critical response in financial markets 0 0 1 100 1 1 7 264
Relation between bid-ask spread, impact and volatility in order-driven markets 0 0 0 194 1 2 4 439
Total Journal Articles 0 0 3 395 2 3 15 1,116


Statistics updated 2019-07-03