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Latest developments in heavy-tailed distributions

Veredas, David; Paolella, Marc; Renault, Eric; … - Solvay Brussels School of Economics and Management, … - 2013

Persistent link: https://www.econbiz.de/10011011519

Testing for Spurious Causality in Exchange Rates

Sekkat, Khalid; Szafarz, Ariane; Renault, Eric - Solvay Brussels School of Economics and Management, … - 1998

Persistent link: https://www.econbiz.de/10008590453

Estimation of stable distributions with indirect inference

Veredas, David; Garcia, Rene; Renault, Eric - Solvay Brussels School of Economics and Management, … - 2011

This article deals with the estimation of the parameters of an α-stable distribution with indirect inference, using the skewed-t distribution as an auxiliary model. The latter distribution appears as a good candidate since it has the same number of parameters as the α-stable distribution, with...

Persistent link: https://www.econbiz.de/10011194279

Solutions of Dynamic Linear Rational Expectations Models

Szafarz, Ariane; Broze, Laurence; Gouriéroux, Christian - Solvay Brussels School of Economics and Management, … - 1985

Persistent link: https://www.econbiz.de/10008590350

Solutions of Multivariate Rational Expectations Models

Szafarz, Ariane; Broze, Laurence; Gouriéroux, Christian - Solvay Brussels School of Economics and Management, … - 1995

Persistent link: https://www.econbiz.de/10008590377

Bulles spéculatives et transmission d'information sur le marché d'un bien stockable

Szafarz, Ariane; Broze, Laurence; Gouriéroux, Christian - Solvay Brussels School of Economics and Management, … - 1986

Persistent link: https://www.econbiz.de/10008590580

Reduced Forms of Rational Expectations Models

Szafarz, Ariane; Broze, Laurence; Gouriéroux, Christian - Solvay Brussels School of Economics and Management, … - 1990

Persistent link: https://www.econbiz.de/10008530835

Econométrie de la Finance: approches historiques

Szafarz, Ariane; Gouriéroux, Christian; Scaillet, Olivier - Solvay Brussels School of Economics and Management, … - 1997

Persistent link: https://www.econbiz.de/10008531209