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Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia - In: Finance research letters 30 (2019), pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
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Contagion between the financial sphere and the real economy : parametric and non parametric tools ; a comparison
Guégan, Dominique - In: Progress in financial markets research, (pp. 221-242). 2012
Persistent link: https://www.econbiz.de/10009678546
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A nonparametrique [nonparametric] point of view stochastic versus deterministic approach
Guégan, Dominique - 1996
Persistent link: https://www.econbiz.de/10000936737
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Statistique paramétrique des processus longue mémoire
Guégan, Dominique - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 125-140
Persistent link: https://www.econbiz.de/10001141256
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Stochastic versus deterministic chaos
Guégan, Dominique - 1994
Persistent link: https://www.econbiz.de/10000894121
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How can we define the concept of long memory? : An econometric survey
Guégan, Dominique - In: Econometric reviews 24 (2005) 2, pp. 113-149
Persistent link: https://www.econbiz.de/10003002297
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Effect of noise filtering on predictions : on the routes of chaos
Guégan, Dominique - In: Brussels economic review 53 (2010) 2, pp. 255-272
Persistent link: https://www.econbiz.de/10009241074
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A meta-distribution for non-stationary samples
Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003849558
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A note on the interpretability of machine learning algorithms
Guégan, Dominique - 2020
Persistent link: https://www.econbiz.de/10012498600
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Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique; Lisi, Francesco - 1997
Persistent link: https://www.econbiz.de/10000980457