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The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics
Diongue, Abdou Kâ; Guegan, Dominique - HAL - 2008
complex seasonality patterns, persistence (hyperbolic decay of the autocorrelation function), mean reversion, spikes …
Persistent link: https://www.econbiz.de/10010750566
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The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model
Diongue, Abdou Kâ; Guegan, Dominique - HAL - 2007
Most financial time series exhibit seasonality, persistence (hyperbolic decay of the autocorrelation function …
Persistent link: https://www.econbiz.de/10010750929
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Business surveys modelling with Seasonal-Cyclical Long Memory models
Ferrara, Laurent; Guegan, Dominique - HAL - 2008
Business surveys are an important element in the analysis of the short-term economic situation because of the timeliness and nature of the information they convey. Especially, surveys are often involved in econometric models in order to provide an early assessment of the current state of the...
Persistent link: https://www.econbiz.de/10010738446
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A Malthusian model for all seasons?
Sharp, Paul; Weisdorf, Jacob L. - HAL - 2008
more intensive land-use. Introducing aspects of seasonality into a stylized Malthusian model, we unify two diverging views …
Persistent link: https://www.econbiz.de/10010738805
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Fractional and seasonal filtering
Guegan, Dominique; Ferrara, Laurent - HAL - 2008
We introduce in this study a new strategy to model simultaneously persistence and seasonality inside economic data …
Persistent link: https://www.econbiz.de/10010635235
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From sure to strong diversification
Chateauneuf, Alain; Lakhnati, Ghizlane - HAL - 2005
This paper presents a characterization of weak risk aversion in terms of preference for sure diversification. Similarly …, we show that strong risk aversion can be characterized by weakening preference for diversification, as introduced by … Dekel [11], in what we name preference for strong diversification. …
Persistent link: https://www.econbiz.de/10010750576
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Firm Growth : a Survey
Coad, Alex - HAL - 2007
We survey the phenomenon of the growth of firms drawing on literature from economics, management and sociology. We begin with a review of empirical "stylised facts" before discussing theoretical contributions. Firm growth is characterized by a predominant stochastic element, making it difficult...
Persistent link: https://www.econbiz.de/10010750933
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INFLUENCE DU PROFIL ENTREPRENEURIAL DANS L'ADAPTATION AUX MUTATIONS DU SECTEUR AGRICOLE.
Lagarde, Vincent - HAL - 2004
L'étude de trajectoires historiques de 15 cas montre que la stratégie agricole est encore influencée par les références au modèle dominant qui conditionne la vision du dirigeant et la difficulté managériale des diversifications. On constate néanmoins que les entreprenants parviennent à...
Persistent link: https://www.econbiz.de/10010671789
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Portées et limites des typologies entrepreneuriales classiques appliquées à l'agriculture.
Lagarde, Vincent - HAL - 2004
des comportements plus ou moins audacieux face à la diversification et privilégiera certaines formes plutôt que d … définition de la diversification dans le secteur n'est pas la même que celle qu'utilise le gestionnaire, l'opposition classique …
Persistent link: https://www.econbiz.de/10010685193
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FAST : Future Airport Strategies
Laplace, Isabelle; Lenoir, Nathalie; Malavolti, Estelle; … - HAL - 2008
During the last decade the air transport market was marked by the emergence and development of the low cost carriers (LCCs). The LCCs market share in Europe was indeed multiplied by 3 in 4 years, going from 5% in 2002 to 16% in 2006. This major change in the air transport market has strongly...
Persistent link: https://www.econbiz.de/10010820457