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Prediction in chaotic time ser...
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Guégan, Dominique
143
Ferrara, Laurent
16
Ielpo, Florian
14
Billio, Monica
13
Guégan, D.
12
Hassani, Bertrand K.
10
Hassani, Bertrand
8
Addo, Peter Martey
7
Dufrénot, Gilles
6
Péguin-Feissolle, Anne
6
Rakotomarolahy, Patrick
6
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5
Calès, Ludovic
4
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Ngatchou Wandji, J.
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3
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3
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3
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3
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3
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3
Avouyi-Dovi, S.
2
Avouyi-Dovi, Sanvi
2
Bosq, D.
2
Charfeddine, Lanouar
2
Chorro, C.
2
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Ladoucette, S.
2
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2
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2
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2
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2
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2
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Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
8
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3
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3
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2
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2
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2
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2
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2
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2
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ECONIS (ZBW)
91
RePEc
48
OLC EcoSci
18
USB Cologne (EcoSocSci)
1
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31
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
Saved in:
32
Risk assessment for a structured product specific to the CO2 emission permits market
Frunza, Marius-Christian
;
Guégan, Dominique
- In:
The journal of alternative investments
15
(
2012/13
)
3
,
pp. 72-91
Persistent link: https://www.econbiz.de/10009715857
Saved in:
33
Operational risk : a Basel II + + step before Basel III
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
Journal of risk management in financial institutions
6
(
2012/13
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10009722605
Saved in:
34
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
Saved in:
35
Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica
;
Ferrara, Laurent
;
Guégan, Dominique
; …
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 577-586
Persistent link: https://www.econbiz.de/10010202176
Saved in:
36
Viewing risk measures as information
Tarrant, Wayne
;
Guégan, Dominique
- In:
Journal / The Capco Institute : journal of financial …
38
(
2013
),
pp. 83-88
Persistent link: https://www.econbiz.de/10010341523
Saved in:
37
Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey
;
Billio, Monica
;
Guégan, Dominique
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 416-435
Persistent link: https://www.econbiz.de/10010367574
Saved in:
38
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
39
Using a time series approach to correct serial correlation in operational risk capital calculation
Guégan, Dominique
;
Hassani, Bertrand K.
- In:
The journal of operational risk
8
(
2013
)
3
,
pp. 31-56
Persistent link: https://www.econbiz.de/10010248377
Saved in:
40
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
Saved in:
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