The following pages link to Dominique Guégan (Q470606):
Displayed 50 items.
- On the necessity of five risk measures (Q470608) (← links)
- Portfolio symmetry and momentum (Q635190) (← links)
- (Q726672) (redirect page) (← links)
- Statistical properties of the seasonal fractionally integrated separable spatial autoregressive model (Q726673) (← links)
- (Q931204) (redirect page) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- Power of the Lagrange multiplier test for certain subdiagonal bilinear models (Q1126139) (← links)
- A comparison of techniques of estimation in long-memory processes. (Q1128623) (← links)
- Determination Lyapunov exponents in deterministic dynamical systems (Q1298203) (← links)
- Asymptotic normality of the discrete Fourier transform of long memory time series (Q1341361) (← links)
- Modelization and nonparametric estimation for dynamical systems with noise (Q1421727) (← links)
- Extreme values of particular non-linear processes (Q1608684) (← links)
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- Asymptotic behaviour for the extreme values of a linear regression model (Q1769296) (← links)
- Estimating parameters of a \(k\)-factor GIGARCH process (Q1887011) (← links)
- Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system (Q1907910) (← links)
- Modelling squared returns using a SETAR model with long-memory dynamics (Q1927744) (← links)
- Option pricing with discrete time jump processes (Q1994170) (← links)
- Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case (Q2236378) (← links)
- An omnibus test to detect time-heterogeneity in time series (Q2255926) (← links)
- Wavelet shrinkage of a noisy dynamical system with non-linear noise impact (Q2357615) (← links)
- Tail behavior of a threshold autoregressive stochastic volatility model (Q2488465) (← links)
- The stationary seasonal hyperbolic asymmetric power ARCH model (Q2643390) (← links)
- Non-mixing properties of long memory processes (Q2748303) (← links)
- Testing unit roots and long range dependence of foreign exchange (Q2851988) (← links)
- Option pricing for GARCH-type models with generalized hyperbolic innovations (Q2873536) (← links)
- A Time Series Approach to Option Pricing (Q2938798) (← links)
- Estimation of Time-Varying Long Memory Parameter Using Wavelet Method (Q3015869) (← links)
- An<b>L</b><sup>∞</sup>-<b>L</b><sup><i>p</i></sup>mesh-adaptive method for computing unsteady bi-fluid flows (Q3062626) (← links)
- GDP nowcasting with ragged-edge data: a semi-parametric modeling (Q3065503) (← links)
- Measuring risks in the tail: The extreme VaR and its confidence interval (Q3119654) (← links)
- (Q3210734) (← links)
- Predictive dimension: an alternative definition to embedding dimension (Q3297964) (← links)
- (Q3321183) (← links)
- (Q3321184) (← links)
- Empirical estimation of tail dependence using copulas: application to Asian markets (Q3375391) (← links)
- Estimation of<i>k</i>-Factor GIGARCH Process: A Monte Carlo Study (Q3543743) (← links)
- Change analysis of a dynamic copula for measuring dependence in multivariate financial data (Q3564811) (← links)
- Testing Fractional Order of Long Memory Processes: A Monte Carlo Study (Q3577205) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- (Q3641966) (← links)
- (Q3690042) (← links)
- (Q3750861) (← links)
- DIFFERENT REPRESENTATIONS FOR BILINEAR MODELS (Q3799522) (← links)
- (Q3853003) (← links)
- (Q3933714) (← links)
- (Q3954695) (← links)
- (Q3957829) (← links)
- (Q4368358) (← links)
- STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM (Q4494915) (← links)