Matthieu Garcin

According to our database, Matthieu Garcin authored at least 4 papers between 2019 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Interest Rates Term Structure Models Driven by Hawkes Processes.

Guillaume Bernis, Matthieu Garcin, Simone Scotti, Carlo Sgarra

SIAM J. Financial Math., December, 2023

2022

A comparison of maximum likelihood and absolute moments for the estimation of Hurst exponents in a stationary framework.

Matthieu Garcin

Commun. Nonlinear Sci. Numer. Simul., 2022

2020

Non-parametric news impact curve: a variational approach.

Matthieu Garcin, Clément Goulet

Soft Comput., 2020

2019

Heart rate asymmetry as a new marker for neonatal stress.

Karolina Kramaric, Matej Sapina, Matthieu Garcin, Kresimir Milas, Marko Piric, Dario Brdaric, Gordana Lukic, Vesna Milas, Silvija Puseljic

Biomed. Signal Process. Control., 2019