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CAPM with fuzzy returns and hy...
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1
Quadratic Pen's parade and the coomputation of the Gini index
Mussard, Stéphane
;
Kamdem, J. Sadefo
;
Guibbaud-Seyte, …
- In:
The review of income and wealth : journal of the …
57
(
2011
)
3
,
pp. 583-587
Persistent link: https://www.econbiz.de/10009384018
Saved in:
2
Estimation d'un modèle V.A.R. par le filtre de Kalman
Nakkar, Osman
- In:
Journal de la Société de Statistique de Paris
134
(
1993
)
4
,
pp. 3-16
Persistent link: https://www.econbiz.de/10001155427
Saved in:
3
Forecasts of the seasonal fractional integrated series
Darné, Olivier
;
Guiraud, Vivien
;
Terraza, Michel
- In:
Journal of forecasting
23
(
2004
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001880068
Saved in:
4
Decomposition of Gini and the generalized entropy inequality measures
Mussard, Stéphane
(
contributor
); …
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002490922
Saved in:
5
SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
Saved in:
6
Décompositions des mesures d'inégalité : le cas des coefficients de Gini et d'entropie
Mussard, Stéphane
;
Terraza, Michel
- In:
Recherches économiques de Louvain
75
(
2009
)
2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003847509
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7
Seasonal Mackey-Glass-GARCH process and short-term dynamics
Kyrtsou, Catherine
;
Terraza, Michel
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 325-345
Persistent link: https://www.econbiz.de/10003943201
Saved in:
8
Hedge fund return dynamics : long memory and regime switching
Limam, M. A.
;
Terraza, Virginie
;
Terraza, Michel
- In:
International journal of financial research
8
(
2017
)
4
,
pp. 148-166
Persistent link: https://www.econbiz.de/10011782456
Saved in:
9
Time-frequency analysis of CAPM : application to the CAC 40
Mestre, Roman
;
Terraza, Michel
- In:
Managing global transitions : international research journal
16
(
2018
)
2
,
pp. 141-157
Persistent link: https://www.econbiz.de/10012137071
Saved in:
10
Univariate tests for time series models
Cromwell, Jeff B.
-
1994
Persistent link: https://www.econbiz.de/10013382786
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