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Consistent estimation to determine the embedding dimension in financial data : with an application to the dollar-deutschmark exchange rate
Guégan, Dominique - In: The European journal of finance 3 (1997) 3, pp. 231-242
Persistent link: https://www.econbiz.de/10001226322
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Une mesure de la persistance dans les indices boursiers
Avouyi-Dovi, Sanvi (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827757
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What is the best approach to measure the interdependence between different markets?
Avouyi-Dovi, Sanvi (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827765
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Flexible time series models for subjective distribution estimation with monetary policy in view
Guégan, Dominique; Ielpo, Florian - In: Brussels economic review 51 (2008) 1, pp. 79-103
Persistent link: https://www.econbiz.de/10003983487
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A modified Panjer algorithm for operational risk capital calculations
Guégan, Dominique; Hassani, Bertrand K. - In: The journal of operational risk 4 (2009/10) 4, pp. 53-72
Persistent link: https://www.econbiz.de/10003930046
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Understanding the importance of the duration and size of the variations of Fed's target rate
Ielpo, Florian; Guégan, Dominique - In: The Icfai university journal of monetary economics 7 (2009) 3/4, pp. 44-72
Persistent link: https://www.econbiz.de/10003932180
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Nonlinear dynamics and wavelets for business cycle analysis
Addo, Peter Martey; Billio, Monica; Guégan, Dominique - In: Wavelet applications in economics and finance, (pp. 73-100). 2014
Persistent link: https://www.econbiz.de/10010411183
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Real-time detection of the business cycle using SETAR models
Ferrara, Laurent; Guégan, Dominique - In: Growth and cycle in the Euro-zone, (pp. 221-232). 2006
Persistent link: https://www.econbiz.de/10003412187