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Delphine Lautier

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This is information that was supplied by Delphine Lautier in registering through RePEc. If you are Delphine Lautier , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Delphine
Middle Name:
Last Name: Lautier
Suffix:

RePEc Short-ID: pla469

Email:
Homepage: http://www.dauphine.fr/cereg/fiche_membre.php?id=137&nom=lautier
Postal Address:
Phone:

Affiliation

Centre de Recherches sur la Gestion (CEREG)
Dauphine Recherches en Management (DRM)
Université Paris-Dauphine (Paris IX)
Location: Paris, France
Homepage: http://www.dauphine.fr/cereg/
Email:
Phone: 01 44 05 49 30
Fax: 01 44 05 40 23
Postal: Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
Handle: RePEc:edi:crgp9fr (more details at EDIRC)

Works

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Working papers

  1. Delphine Lautier & Franck Raynaud, 2010. "Statistical properties of derivatives: a journey in term structures," Papers 1010.6026, arXiv.org.

Articles

  1. Delphine Lautier & Fabrice Riva, 2008. "The determinants of volatility on the American crude oil futures market," OPEC Energy Review, Organization of the Petroleum Exporting Countries, vol. 32(2), pages 105-122, 06.
  2. Delphine Lautier & Alain Galli, 2004. "Simple and extended Kalman filters: an application to term structures of commodity prices," Applied Financial Economics, Taylor & Francis Journals, vol. 14(13), pages 963-973.
  3. Delphine Lautier, 1998. "Les opérations de Metallgesellschaft sur les marchés à terme de produits pétroliers:spéculation ou couverture ?," Revue Finance Contrôle Stratégie, revues.org, vol. 1(3), pages 107-129, September.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-RMG: Risk Management (1) 2010-11-06. Author is listed

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