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Modélisation de l'hétéroscédas...
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RePEc
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Evolution des inégalités salariales en France entre 1976 et 2000 : une étude par la décomposition de l'indicateur de Gini
Koubi, Malik
;
Mussard, Stéphane
;
Guibbaud-Seyte, Françoise
- In:
Economie & prévision : EP
169/171
(
2005
)
3/5
,
pp. 139-169
Persistent link: https://www.econbiz.de/10003334413
Saved in:
2
Décompositions des mesures d'inégalité : le cas des coefficients de Gini et d'entropie
Mussard, Stéphane
;
Terraza, Michel
- In:
Recherches économiques de Louvain
75
(
2009
)
2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003847509
Saved in:
3
Seasonal Mackey-Glass-GARCH process and short-term dynamics
Kyrtsou, Catherine
;
Terraza, Michel
- In:
Empirical economics : a journal of the Institute for …
38
(
2010
)
2
,
pp. 325-345
Persistent link: https://www.econbiz.de/10003943201
Saved in:
4
Analyse temps-fréquence du co-mouvement entre le marché européen du CO2 et les autres marchés de l’énergie
Nsouadi, Ange
;
Kamdem, Jules Sadefo
;
Terraza, Michel
-
2015
Persistent link: https://www.econbiz.de/10011300803
Saved in:
5
SEMIFARMA-HYGARCH modeling of Dow Jones return persistence
Chikhi, Mohamed
;
Péguin-Feissolle, Anne
;
Terraza, Michel
- In:
Computational economics
41
(
2013
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10009710572
Saved in:
6
CAPM with fuzzy returns and hypothesis testing
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Shapiro, A. F.
; …
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 40-57
Persistent link: https://www.econbiz.de/10010366209
Saved in:
7
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns
Moussa, A. Mbairadjim
;
Kamdem, J. Sadefo
;
Terraza, Michel
- In:
Economic modelling
39
(
2014
),
pp. 247-256
Persistent link: https://www.econbiz.de/10010421851
Saved in:
8
La décomposition de l'indicateur de Gini en sous-groupes
Mornet, Pauline
;
Mussard, Stéphane
;
Guibbaud-Seyte, …
- In:
Revue française d'économie : RFE
29
(
2014
)
2
,
pp. 179-243
Persistent link: https://www.econbiz.de/10010424940
Saved in:
9
Quadratic Pen's parade and the coomputation of the Gini index
Mussard, Stéphane
;
Kamdem, J. Sadefo
;
Guibbaud-Seyte, …
- In:
The review of income and wealth : journal of the …
57
(
2011
)
3
,
pp. 583-587
Persistent link: https://www.econbiz.de/10009384018
Saved in:
10
Fuzzy risk adjusted performance measures : application to hedge funds
Kamdem, J. Sadefo
;
Moussa, A. Mbairadjim
;
Terraza, Michel
- In:
Insurance / Mathematics & economics
51
(
2012
)
3
,
pp. 702-712
Persistent link: https://www.econbiz.de/10009683188
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