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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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Uncertainty in historical value-at-risk : an alternative quantile-based risk measure
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Mathematical and statistical methods for actuarial …, (pp. 119-128). 2017
Persistent link: https://www.econbiz.de/10012098775
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Emerging countries sovereign rating adjustment using market information : impact on financial institutions' investment decisions
Guégan, Dominique; Hassani, Bertrand K.; Zhao, Xin - In: Emerging markets and the global economy, (pp. 17-49). 2014
Persistent link: https://www.econbiz.de/10010434672
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Comparison of parameter estimation methods in cyclical long memory time series
Ferrara, Laurent; Guégan, Dominique - In: Developments in forecast combination and portfolio choice, (pp. 179-195). 2001
Persistent link: https://www.econbiz.de/10001719136
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Alternative methods for forecasting GDP
Guégan, Dominique; Rakotomarolahy, Patrick - In: Nonlinear modeling of economic and financial time-series, (pp. 161-185). 2010
Persistent link: https://www.econbiz.de/10008857807
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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
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Synthetic collateralized-debt-obligation-squared pricing methodologies
Guégan, Dominique; Houdain, Julien P. - In: The credit derivatives handbook : global perspectives, …, (pp. 361-377). 2008
Persistent link: https://www.econbiz.de/10003748431
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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
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Pricing options with switching volatility
Billio, Monica - In: Geld, Finanzwirtschaft, Banken und Versicherungen : …, (pp. 415-441). 1997
Persistent link: https://www.econbiz.de/10001299041
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica; Cavicchioli, Maddalena - In: Mathematical and statistical methods for actuarial …, (pp. 59-72). 2017
Persistent link: https://www.econbiz.de/10012098763