Michel Terraza

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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!

PublicationDate of PublicationType
CAPM with fuzzy returns and hypothesis testing
Insurance Mathematics & Economics
2014-09-22Paper
Fuzzy risk adjusted performance measures: application to hedge funds
Insurance Mathematics & Economics
2014-04-25Paper
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
2003-08-06Paper


Research outcomes over time


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