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Guegan, Dominique
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrenot, Gilles
;
Guegan, Dominique
;
Peguin-Feissolle, Anne
- In:
Economics letters
86
(
2005
)
2
,
pp. 237-244
Persistent link: https://www.econbiz.de/10006748986
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2
Asymmetric dependence patterns in financial time series
Guegan, Dominique
;
Zang, Jing
- In:
The European journal of finance
15
(
2009
)
7
,
pp. 703-720
Persistent link: https://www.econbiz.de/10008338402
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3
SUSTAINABILITY IN ALTERNATIVE INVESTMENTS - RISK ASSESSMENT FOR A STRUCTURED PRODUCT SPECIFIC TO THE CO2 EMISSION PERMITS MARKET
Frunza, Marius-Christian
;
Guegan, Dominique
- In:
The journal of alternative investments
15
(
2013
)
3
,
pp. 72-91
Persistent link: https://www.econbiz.de/10010068976
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