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Business cycles asymmetry and monetary policy: a further investigation using MRSTAR models
Dufrénot, Gilles; Mignon, Valérie; Péguin-Feissolle, Anne - In: Economic modelling 21 (2004) 1, pp. 37-72
Persistent link: https://www.econbiz.de/10006249897
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Modélisation de la volatilité de l'indice américain S&P 500 par un modèle LSTGARCH
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-466
Persistent link: https://www.econbiz.de/10007958811
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Études pour la macroéconomie - Coi͏̈ntégration entre les taux de change et les fondamentaux - Changement de régime ou mémoire longue ?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Revue économique 55 (2004) 3, pp. 449-458
Persistent link: https://www.econbiz.de/10007961158
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Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
Boubaker, Heni; Péguin-Feissolle, Anne - In: Computational economics 42 (2013) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10010175547
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A fractionally integrated exponential STAR model applied to the US real effective exchange rate
Boutahar, Mohamed; Mootamri, Imène; Péguin-Feissolle, Anne - In: Economic modelling 26 (2009) 2, pp. 335-341
Persistent link: https://www.econbiz.de/10008170440
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Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7-9, pp. 519-526
Persistent link: https://www.econbiz.de/10008070704
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A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t
Boutahar, Mohamed; Dufrénot, Gilles; … - In: Computational economics 31 (2008) 3, pp. 225-242
Persistent link: https://www.econbiz.de/10007988799
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Changing-regime volatility: a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7, pp. 519-526
Persistent link: https://www.econbiz.de/10007994260
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Explaining the European exchange rates deviations: Long memory or non-linear adjustment?
Dufrénot, Gilles; Lardic, Sandrine; Mathieu, Laurent; … - In: Journal of international financial markets, … 18 (2008) 3, pp. 207-215
Persistent link: https://www.econbiz.de/10007995516
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Long-memory dynamics in a SETAR model #8211 applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10007097025