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Consistent estimation to determine the embedding dimension in financial data : with an application to the dollar-deutschmark exchange rate
Guégan, Dominique - In: The European journal of finance 3 (1997) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10001226322
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Prediction in chaotic time series : methods and comparisons with an application to financial intra-day data
Guégan, Dominique; Mercier, Léon É. - In: The European journal of finance 11 (2005) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10002841806
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Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market
Guégan, Dominique; Zang, Jing - In: The European journal of finance 15 (2009) 7/8, pp. 777-795
Persistent link: https://www.econbiz.de/10003924432
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Combining forecasts : some results on exchange and interest rates
Billio, Monica; Sartore, Domenico; Toffano, Carlo - In: The European journal of finance 6 (2000) 2, pp. 126-145
Persistent link: https://www.econbiz.de/10001519358
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Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data
Guégan, D.; Mercier, L. - In: The European journal of finance 11 (2005) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10005922503