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Lagrange multiplier test for contigous hypothesis
Guégan, Dominique; Ngatchou Wandji, J. - 1994
Persistent link: https://www.econbiz.de/10000891347
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A bootstrap test for single index models
Härdle, Wolfgang; Proença, Isabel - 1994
Persistent link: https://www.econbiz.de/10000891356
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Stochastic versus deterministic chaos
Guégan, Dominique - 1994
Persistent link: https://www.econbiz.de/10000894121
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Detecting deterministic chaos from observational data
Delecroix, Michel; Guégan, Dominique; Léorat, Guillaume - 1994
Persistent link: https://www.econbiz.de/10000896439
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Estimation of the embedding dimension of a dynamical system
Bosq, Denis; Guégan, Dominique - 1994
Persistent link: https://www.econbiz.de/10000896441
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Modeling dependencies with copulae
Härdle, Wolfgang; Okhrin, Ostap; Okhrin, Yarema - In: Applied quantitative finance, (pp. 3-36). 2009
Persistent link: https://www.econbiz.de/10003745932
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Numerics of implied binomial trees
Härdle, Wolfgang; Mysicková, Alena - In: Applied quantitative finance, (pp. 209-231). 2009
Persistent link: https://www.econbiz.de/10003746028
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Prediction in chaotic time series : methods and comparisons using simulations
Guégan, Dominique; Mercier, Ludovic - 1996
Persistent link: https://www.econbiz.de/10000936719
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What is the good way to identify noisy chaos? : An empirical approach
Guégan, Dominique; Léorat, Guillaume - 1996
Persistent link: https://www.econbiz.de/10000936736
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A nonparametrique [nonparametric] point of view stochastic versus deterministic approach
Guégan, Dominique - 1996
Persistent link: https://www.econbiz.de/10000936737