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Nonlinear dynamics and recurre...
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343
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164
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121
Pelizzon, Loriana
93
Ravazzolo, Francesco
61
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45
Costola, Michele
40
Guegan, Dominique
38
Addo, Peter Martey
34
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33
Getmansky, Mila
33
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32
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21
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19
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16
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14
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13
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7
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6
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6
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4
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4
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61
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
62
Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
International journal of risk assessment and management …
17
(
2013
)
2
,
pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
Saved in:
63
Viewing risk measures as information
Tarrant, Wayne
;
Guégan, Dominique
- In:
Journal / The Capco Institute : journal of financial …
38
(
2013
),
pp. 83-88
Persistent link: https://www.econbiz.de/10010341523
Saved in:
64
Alternative methods for forecasting GDP
Guégan, Dominique
;
Rakotomarolahy, Patrick
- In:
Nonlinear modeling of economic and financial time-series
,
(pp. 161-185)
.
2010
Persistent link: https://www.econbiz.de/10008857807
Saved in:
65
An efficient threshold choice for the computation of operational risk capital
Guégan, Dominique
;
Hassani, Bertrand K.
;
Naud, Cédric
- In:
The journal of operational risk
6
(
2011/12
)
4
,
pp. 3-19
Persistent link: https://www.econbiz.de/10009422506
Saved in:
66
A time series approach to option pricing : models, methods and empirical performances
Chorro, Christophe
;
Guégan, Dominique
;
Ielpo, Florian
-
2015
Persistent link: https://www.econbiz.de/10010458461
Saved in:
67
Emerging countries sovereign rating adjustment using market information : impact on financial institutions' investment decisions
Guégan, Dominique
;
Hassani, Bertrand K.
;
Zhao, Xin
- In:
Emerging markets and the global economy
,
(pp. 17-49)
.
2014
Persistent link: https://www.econbiz.de/10010434672
Saved in:
68
Detection of the industrial business cycle using SETAR models
Ferrara, Laurent
;
Guégan, Dominique
- In:
Journal of business cycle measurement and analysis : a …
2
(
2005
)
3
,
pp. 353-371
Persistent link: https://www.econbiz.de/10003317049
Saved in:
69
Business surveys modelling with seasonal-cyclical long memory models
Ferrara, Laurent
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003797014
Saved in:
70
Local Lyapunov exponents : zero plays no role in forecasting chaotic systems
Guégan, Dominique
(
contributor
);
Leroux, Justin
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003767661
Saved in:
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