This paper deals with statistics�and econometrics�properties of fractionally integra- ted GARCH (FIGARCH). We compare these characteristics with those of traditional models. We insist on the GARCH exponential/IGARCH in�nite decrease of volatility impact. Then, we apply it on three Tunisian...

This paper implements a simulation-based method for estimating the parameters of Threshold Integrated Moving Average Models with contemporaneous asymmetry. Among many simulation-based methods we use the Indirect Inference method (II) with an autoregressive model as auxiliary model. To...

[fre] L'objet de ce papier est de comprendre et de poser, en vue de leur résolution analytique, quelques uns des problèmes d'économie industrielle que la gestion de l'eau engendre. Nous montrons que cette question sectorielle au sein de l'économie de l'environnement admet des réponses qui...