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Estimation of high-dimensional low rank matrices
Rohde, Angelika; Cybakov, Aleksandr B. - 2010
Persistent link: https://www.econbiz.de/10009405980
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On the stationarity of dynamic conditional correlation models
Fermanian, Jean-David; Malongo, Hassan - 2013
Persistent link: https://www.econbiz.de/10010342712
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Pricing and inference with mixtures on conditionally normal processes
Bertholon, Henri; Monfort, Alain; Pegoraro, Fulvio - 2006
Persistent link: https://www.econbiz.de/10003447913
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A new covariance inequality and applications
Dedecker, J.; Doukhan, Paul - 2002
Persistent link: https://www.econbiz.de/10001714382
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Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
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Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André; Menneteau, Ludovic - 2001
Persistent link: https://www.econbiz.de/10001577502
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Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553161
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10009758935
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Weak convergence for the covariance operators of a Hilbertian linear process
Mas, André - 2000
Persistent link: https://www.econbiz.de/10001530299
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Une approche unifiée pour une forme exacte du prix d'une option dans les différents modèles à volatilité stochastique
Leblanc, Boris - 1995
Persistent link: https://www.econbiz.de/10000908668