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A LARCH (∞) vector valued process

Doukhan, Paul; Teyssière, Gilles; Winant, Pablo - 2005

Persistent link: https://www.econbiz.de/10003340239

Matching processes in the labour market in Marseilles : an econometric study

Teyssière, Gilles - 1993

Persistent link: https://www.econbiz.de/10000143040

Inequality, leverage, and crises

Kumhof, Michael; Rancière, Romain; Winant, Pablo - In: The American economic review 105 (2015) 3, pp. 1217-1245

Persistent link: https://www.econbiz.de/10010519860

Inequality, leverage and crises : the case of endogenous default

Kumhof, Michael; Rancière, Romain; Winant, Pablo - 2013

The paper studies how high household leverage and crises can arise as a result of changes in the income distribution. Empirically, the periods 1920-1929 and 1983-2008 both exhibited a large increase in the income share of high-income households, a large increase in debt leverage of the...

Persistent link: https://www.econbiz.de/10012667416

Modelling exchange rates volatility with multivariate long memory ARCH processes

Teyssière, Gilles - 1999 - Rev. version

Persistent link: https://www.econbiz.de/10001377680

Adaptive estimation for a time inhomogeneous stochastic-volatility model

Härdle, Wolfgang; Spokojnyj, Vladimir G.; Teyssière, … - 2000

Persistent link: https://www.econbiz.de/10001470372