Narrow search
Showing 71 - 80 of 526
Cover Image
Real-time detection of the business cycle using SETAR models
Ferrara, Laurent; Guégan, Dominique - In: Growth and cycle in the Euro-zone, (pp. 221-232). 2006
Persistent link: https://www.econbiz.de/10003412187
Cover Image
Forecasting chaotic systems : the role of local Lyapunov exponents
Guégan, Dominique (contributor); Leroux, Justin (contributor) - 2007
Persistent link: https://www.econbiz.de/10003646252
Cover Image
Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
Cover Image
On the use of nearest neighbors in finance
Guégan, Dominique; Huck, Nicolas - In: Finance : revue de l'Association Française de Finance 26 (2005) 2, pp. 67-86
Persistent link: https://www.econbiz.de/10003280420
Cover Image
How can we define the concept of long memory? : An econometric survey
Guégan, Dominique - 2004
Persistent link: https://www.econbiz.de/10002104696
Cover Image
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
Cover Image
Synthetic collateralized-debt-obligation-squared pricing methodologies
Guégan, Dominique; Houdain, Julien P. - In: The credit derivatives handbook : global perspectives, …, (pp. 361-377). 2008
Persistent link: https://www.econbiz.de/10003748431
Cover Image
Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Risk and decision analysis 6 (2017) 3, pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
Cover Image
Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique; Iacopini, Matteo - 2018
Persistent link: https://www.econbiz.de/10011868987
Cover Image
Is the bitcoin rush over?
Frunza, Marius-Cristian; Guégan, Dominique - 2018
Persistent link: https://www.econbiz.de/10011868999