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subject:"Theory"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Malongo, Hassan"
~person:"Touzi, Nizar"
~subject:"Correlation"
~type_genre:"Working Paper"
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Malongo, Hassan
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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ECONIS (ZBW)
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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David
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Malongo, Hassan
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2013
Persistent link: https://www.econbiz.de/10010342712
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Testing for embeddability by stationary reversible continuous-time Markov processes
Florens, Jean-Pierre
;
Renault, Eric
;
Touzi, Nizar
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1995
Persistent link: https://www.econbiz.de/10000924112
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
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1995
Persistent link: https://www.econbiz.de/10000924119
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