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Estimation and applications of Gegenbauer processes
Ferrara, Laurent; Guégan, Dominique - 1999
Persistent link: https://www.econbiz.de/10001391170
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Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent; Guégan, Dominique - In: Journal of forecasting 20 (2001) 8, pp. 581-601
Persistent link: https://www.econbiz.de/10001635754
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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/10003739214
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Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique; Iacopini, Matteo - 2018
Persistent link: https://www.econbiz.de/10011868987
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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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Testing for non-linearity in intra-day financial series : the cases of two French stocks
Chauveau, Thierry; Damon, J.; Guégan, Dominique - 1999
Persistent link: https://www.econbiz.de/10001353646