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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

Nonlinear dynamics and recurrence plots for detecting financial crisis

Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: The North American journal of economics and finance : a … 26 (2013), pp. 416-435

Persistent link: https://www.econbiz.de/10010367574

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

Risk or regulatory capital? : bringing distributions back in the foreground

Guégan, Dominique; Hassani, Bertrand - 2015

Persistent link: https://www.econbiz.de/10011635443

Risk measurement : from quantitative measures to management decisions

Guégan, Dominique; Hassani, Bertrand - 2019

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

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