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The role of family incomes in cigarette smoking: Evidence from French students
Lakhdar, Christian Ben; Cauchie, Grégoire; Vaillant, … - HAL - 2012
In this paper, we study the smoking behavior of students aged from 18 to 25 using four cross-section data sets … students, only wages earned and transfers received from parents increase smoking participation. However, sensitivity to income … remains weak since a rise of 1% in income of either the students or their parents leads to an increase in smoking prevalence …
Persistent link: https://www.econbiz.de/10010548005
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Educational Quality, Communities, and Public School Choice: a Theoretical Analysis
Mostafa, Tarek; Hanchane, Saïd - HAL - 2007
In this paper, we develop a multicommunity model where public mixed finance and private schools coexist. Students are …
Persistent link: https://www.econbiz.de/10010618151
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The impact of higher education on students' and young managers' perception of companies and corporate social responsibility: an exploratory analysis
Sobczak, André; Debucquet, Gervaise; Havard, Christelle - HAL - 2006
The purpose of this article is to analyse the impact of higher education on students' and young managers' perception of … companies and corporate social responsibility (CSR). The research is based on an electronic questionnaire for students and …
Persistent link: https://www.econbiz.de/10010820886
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Non-stationarity and meta-distribution
Guegan, Dominique - HAL - 2008
In this paper we deal with the problem of non-stationarity encountered in a lot of data sets, mainly in financial and economics domains, coming from the presence of multiple seasonnalities, jumps, volatility, distorsion, aggregation, etc. Existence of non-stationarity involves spurious behaviors...
Persistent link: https://www.econbiz.de/10010750362
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Testing for Leverage Effect in Financial Returns
Chorro, Christophe; Guegan, Dominique; Ielpo, Florian; … - HAL - 2014
This article questions the empirical usefulness of leverage effects to describe the dynamics of equity returns. Using a recursive estimation scheme that accurately disentangles the asymmetry coming from the conditional distribution of returns and the asymmetry that is related to the past return...
Persistent link: https://www.econbiz.de/10011025593
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Forecasting electricity spot market prices with a k-factor GIGARCH process
Diongue, Abdou Kâ; Guegan, Dominique; Vignal, Bertrand - HAL - 2009
method to electricity prices and test spot prices forecasts until one month ahead forecast. We conclude that the k …-factor GIGARCH process is a suitable tool to forecast spot prices, using the classical RMSE criteria. …
Persistent link: https://www.econbiz.de/10010738481
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Forecasting electricity spot market prices with a k-factor GIGARCH process
Diongue, Abdou Kâ; Guegan, Dominique; Vignal, Bertrand - HAL - 2007
method to electricity prices and test spot prices forecasts until one month ahead forecast. We conclude that the k …-factor GIGARCH process is a suitable tool to forecast spot prices, using the classical RMSE criteria. …
Persistent link: https://www.econbiz.de/10010738662
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Econometric and Neural Network Analysis of the Labor Productivity and Average Gross Earnings Indices in the Romanian Industry
Andreica, Madalina Ecaterina; Cataniciu, Nicolae; … - HAL - 2009
This paper focuses on the identification and short term forecast of the correlation between the Labor Productivity …
Persistent link: https://www.econbiz.de/10010601713
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Dynamic factor analysis of carbon allowances prices: From classic Arbitrage Pricing Theory to Switching Regimes
Frunza, Marius-Cristian; Guegan, Dominique; … - HAL - 2010
The aim of this paper is to identify the fundamental factors that drive the allowances market and to built an APT-like model in order to provide accurate forecasts for CO2. We show that historic dependency patterns emphasis energy, natural gas, oil, coal and equity indexes as major factors...
Persistent link: https://www.econbiz.de/10010603635
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Alternative methods for forecasting GDP
Guegan, Dominique; Rakotomarolahy, Patrick - HAL - 2010
An empirical forecast accuracy comparison of the non-parametric method, known as multivariate Nearest Neighbor method … for dependent time series, providing confidence intervals for point forecast in time series. …
Persistent link: https://www.econbiz.de/10010603668