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More accurate measurement for enhanced controls : VaR vs ES?
Guégan, Dominique; Hassani, Bertrand - In: Journal of international financial markets, … 54 (2018), pp. 152-165
Persistent link: https://www.econbiz.de/10011984039
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Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
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Long-memory dynamics in a SETAR model #8211 applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10007097025