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Francois M. Longin · Study
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Author
Francois M. Longin
6 works
· latest 2004
· 1 institutions
cluster: provisional
ORCID 0000-0003-2879-6904
Works
6 shown
The choice of the distribution of asset returns: How extreme value theory can help?
Journal of Banking & Finance
·
2004
·
1 author
97
citations
Extreme Correlation of International Equity Markets
The Journal of Finance
·
2001
·
2 authors
·
Open access
2,608
citations
From value at risk to stress testing: The extreme value approach
Journal of Banking & Finance
·
2000
·
1 author
517
citations
Optimal margin level in futures markets: Extreme price movements
Journal of Futures Markets
·
1999
·
1 author
99
citations
The Asymptotic Distribution of Extreme Stock Market Returns
The Journal of Business
·
1996
·
1 author
·
Open access
510
citations
Is the correlation in international equity returns constant: 1960–1990?
Journal of International Money and Finance
·
1995
·
2 authors
1,805
citations