List of works - Michel Marie Dacorogna

A change of paradigm for the insurance industry

scientific article published on 26 February 2018

A geographical model for the daily and weekly seasonal volatility in the foreign exchange market

scientific article published in August 1993

Ab initiocalculation of the tetragonal shear moduli of the cubic transition metals

scientific article published on 15 August 1982

Calorimetric experiments and two photon collisions

scientific article published in June 1979

Consistent High-precision Volatility from High-frequency Data

scientific article published in July 2001

Credit Risk Models - Do They Deliver Their Promises? A Quantitative Assessment

scientific article published in July 2003

Defining efficiency in heterogeneous markets

scientific article published in February 2001

Effective return, risk aversion and drawdowns

scientific article published in January 2001

Elastic constants in Nb-Zr alloys from zero temperature to the melting point: Experiment and theory

scientific article published on 15 October 1978

Elastic moduli of rhodium: Correct prediction by a new theoretical method

scientific article published on 15 August 1981

Electronic structure and low-temperature properties of V x Nb1?x N alloys

scientific article published in December 1984

Equalization reserves for natural catastrophes and shareholder value: a simulation study

scientific article published on 5 March 2013

Erratum:Ab initiocalculation of the tetragonal shear moduli of the cubic transition metals

scientific article published on 15 November 1982

Foreign exchange trading models and market behavior

scientific article published in April 2003

From default probabilities to credit spreads: Credit risk models do explain market prices

scientific article published in June 2006

From default probabilities to credit spreads: credit risk models explain market prices (Keynote Address)

scientific article published on 23 May 2005

Heterogeneous real-time trading strategies in the foreign exchange market

scientific article published in December 1995

How Much Capital Does a Reinsurance Need?

scientific article published in April 2009

Improving the Forecast of Longevity by Combining Models

scientific article published on 20 March 2019

Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

Multivariate extremes, aggregation and risk estimation

scientific article published in January 2001

On the equivalence of the Fröhlich and the Bloch approaches to the electron-phonon coupling

scientific article published in January 1979

One-Year Change Methodologies for Fixed-Sum Insurance Contracts

scientific article published on 30 July 2018

One-electron formulation of the electron-phonon coupling problem by the density functional approach

scientific article published in August 1981

Scaling behaviors in differently developed markets

Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis

scientific article published in December 1990

Superconductivity of Silicon

scientific article published in January 1986

Test of a simple relation between gap anisotropy and mass enhancement anisotropy

scientific article published in December 1980

The Price of Being a Systemically Important Financial Institution (SIFI)

scientific article published on 6 January 2017

The intraday multivariate structure of the Eurofutures markets

scientific article published in December 1999

Theoretical study of superconductivity in highly condensed Si

scientific article published in December 1985

Validation of aggregated risks models

scientific article published on 4 December 2017

Volatilities of different time resolutions — Analyzing the dynamics of market components

scientific article published in June 1997

List of works by Michel Marie Dacorogna