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Serge DAROLLES
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SOCIETE GENERALE ASSET MANAGEMENT
Head of Hedge Funds Quantitative Research
170, place Henri Regnault
Tour Société Générale
92043 Paris La Défense Cedex
FRANCE
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 Related authors
 LAURENT, Jean-Paul
GOURIEROUX, Christian
| | Working papers and articles: (10)
 Improving VWAP strategies: A dynamic volume approach 
Bialkowski, Jedrzej & DAROLLES, Serge
& Le Fol, Gaëlle (2008)
Structural Laplace Transform and Compound Autoregressive Models
Serge DAROLLES
& Christian GOURIEROUX
& Joann Jasiak (2006)
Kernel-based nonlinear canonical analysis and time reversibility
DAROLLES, Serge
& Florens, Jean-Pierre & GOURIEROUX, Christian
(2004)
Non Parametric Instrumental Regression
DAROLLES, Serge
& FLORENS, Jean-Pierre & RENAULT, Eric (2003)
Nonparametric Instrumental Regression
DAROLLES, Serge
& FLORENS, Jean-Pierre & RENAULT, Éric (2002)
Factor ARMA representation of a Markov process
DAROLLES, Serge
& Florens, Jean-Pierre & GOURIEROUX, Christian
(2001)
Truncated dynamics and estimation of diffusion equations
DAROLLES, Serge
& GOURIEROUX, Christian
(2001)
Approximating payoffs and pricing formulas
DAROLLES, Serge
& LAURENT, Jean-Paul
(2000)
Kernel Based Nonlinear Canonical Analysis
DAROLLES, Serge
& FLORENS, Jean-Pierre & GOURIEROUX, Christian
(1999)
The Effects of Management and Provision Accounts on Hedge Fund Returns 
Serge DAROLLES
;Christian GOURIEROUX
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