Michel Terraza
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| CAPM with fuzzy returns and hypothesis testing Insurance Mathematics & Economics | 2014-09-22 | Paper |
| Fuzzy risk adjusted performance measures: application to hedge funds Insurance Mathematics & Economics | 2014-04-25 | Paper |
| Is it possible to study chaotic and ARCH behaviour jointly? application of a noisy Mackey-Glass equation with heteroskedastic errors to the Paris Stock exchange returns series Computational Economics | 2003-08-06 | Paper |
Research outcomes over time
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