Raphaël Douady

33 papers and 356 indexed citations i.

About

Raphaël Douady has authored 33 papers that have received a total of 356 indexed citations. This includes 20 papers in Finance, 14 papers in Economics and Econometrics and 3 papers in Management Science and Operations Research. The topics of these papers are Financial Risk and Volatility Modeling (10 papers), Complex Systems and Time Series Analysis (10 papers) and Market Dynamics and Volatility (9 papers). Raphaël Douady is often cited by papers focused on Financial Risk and Volatility Modeling (10 papers), Complex Systems and Time Series Analysis (10 papers) and Market Dynamics and Volatility (9 papers) and collaborates with scholars based in France, United States and Colombia. Raphaël Douady's co-authors include Albert N. Shiryaev, Nassim Nicholas Taleb, Alexander S. Cherny, Ilija I. Zovko and Marc Yor and has published in prestigious journals such as Journal of Banking & Finance, Physica D Nonlinear Phenomena and Physica A Statistical Mechanics and its Applications

In The Last Decade

Rankless by CCL
2025