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A meta-distribution for non-stationary samples
Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003849558
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Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market
Guégan, Dominique; Zang, Jing - In: The European journal of finance 15 (2009) 7/8, pp. 777-795
Persistent link: https://www.econbiz.de/10003924432
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Multivariate VaRs for operational risk capital computation : a vine structure approach
Guégan, Dominique; Hassani, Bertrand K. - In: International journal of risk assessment and management … 17 (2013) 2, pp. 148-170
Persistent link: https://www.econbiz.de/10010385914
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Assessing tail risk for nonlinear dependence of MSCI sector indices : a copula three-stage approach
De Luca, Giovanni; Guégan, Dominique; Rivieccio, Giorgia - In: Finance research letters 30 (2019), pp. 327-333
Persistent link: https://www.econbiz.de/10012420870
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Nonparametric forecasting of multivariate probability density functions
Guégan, Dominique; Iacopini, Matteo - 2018
Persistent link: https://www.econbiz.de/10011868987
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Estimating lower tail dependence between pairs of poverty dimensions in Europe
D'Agostino, Antonella; De Luca, Giovanni; Guégan, Dominique - In: Review of income and wealth 69 (2023) 2, pp. 419-442
Persistent link: https://www.econbiz.de/10014311003