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Lagrange multiplier test for contigous hypothesis

Guégan, Dominique; Ngatchou Wandji, J. - 1994

Persistent link: https://www.econbiz.de/10000891347

Detecting deterministic chaos from observational data

Delecroix, Michel; Guégan, Dominique; Léorat, Guillaume - 1994

Persistent link: https://www.econbiz.de/10000896439

Contagion between the financial sphere and the real economy : parametric and non parametric tools ; a comparison

Guégan, Dominique - In: Progress in financial markets research, (pp. 221-242). 2012

Persistent link: https://www.econbiz.de/10009678546

A note on the estimation of the parameters of the diagonal bilinear model by the method of least squares

Guégan, Dominique - In: Scandinavian journal of statistics : SJS ; theory and … 16 (1989) 2, pp. 129-136

Persistent link: https://www.econbiz.de/10001100561

The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data

Guégan, Dominique; Nguyen, Jean-Marc - 1998

Persistent link: https://www.econbiz.de/10000996740

Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions

Guégan, Dominique; Tschernig, Rolf - 1998

Persistent link: https://www.econbiz.de/10000984196

Statistique paramétrique des processus longue mémoire

Guégan, Dominique - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 125-140

Persistent link: https://www.econbiz.de/10001141256

Processus à longue mémoire : propriétés probabilistes et statistiques

Guégan, Dominique - In: Publications de l'Institut de Statistique de … 36 (1991) 1, pp. 5-41

Persistent link: https://www.econbiz.de/10001141267

Risk Measurement : From Quantitative Measures to Management Decisions

Guégan, Dominique; Hassani, Bertrand K. - 2019

1 Introduction -- 2. Financial Institutions : A Regulation review through the Risk Measurement prism -- 3. The Traditional Risk measures -- 4. Univariate and Multivariate Distributions -- 5. Extensions for Risk Measures: Univariate and Multivariate Approaches -- 6. Risks Measures and Dynamics --...

Persistent link: https://www.econbiz.de/10012398556

Risk measurement : from quantitative measures to management decisions

Guégan, Dominique; Hassani, Bertrand - 2019

Persistent link: https://www.econbiz.de/10011920991