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Guégan, Dominique
12
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11
Pelizzon, Loriana
6
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5
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3
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3
Getmansky, Mila
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Annual reviews in control : a journal of FIFAC, the International Federation of Automatic Control
2
Applied financial economics
2
Brussels economic review
2
Insurance / Mathematics & economics
2
Journal of forecasting
2
The journal of operational risk
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Finance India : the quarterly journal of Indian Institute of Finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Portfolio symmetry and momentum
Billio, Monica
;
Calès, Ludovic
;
Guégan, Dominique
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 759-768
Persistent link: https://www.econbiz.de/10009178357
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2
A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates
Dominique, Guégan
- In:
Finance India : the quarterly journal of Indian …
17
(
2003
)
1
,
pp. 165-197
Persistent link: https://www.econbiz.de/10009920523
Saved in:
3
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/10009906256
Saved in:
4
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
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5
Pricing bivariate option under GARCH processes with time-varying copula
Zhang, J.
;
Guégan, D.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1095-1103
Persistent link: https://www.econbiz.de/10008057643
Saved in:
6
Chaos in economics and finance
Guégan, D.
- In:
Annual reviews in control : a journal of FIFAC, the …
33
(
2009
)
1
,
pp. 89-93
Persistent link: https://www.econbiz.de/10008250639
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7
Chaos in economics and finance
Guégan, D.
- In:
Annual reviews in control : a journal of FIFAC, the …
33
(
2009
)
1
,
pp. 89-94
Persistent link: https://www.econbiz.de/10008895092
Saved in:
8
Pricing bivariate option under GARCH processes with time-varying copula
Zhang, J.
;
Guégan, D.
- In:
Insurance / Mathematics & economics
42
(
2008
)
3
,
pp. 1095-1104
Persistent link: https://www.econbiz.de/10008893120
Saved in:
9
How can we Define the Concept of Long Memory? An Econometric Survey
Guégan, Dominique
- In:
Econometric reviews
24
(
2005
)
2
,
pp. 113-150
Persistent link: https://www.econbiz.de/10006875844
Saved in:
10
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10010096728
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