Narrow search
Showing 11 - 20 of 98
Cover Image
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.; Guégan, Dominique - 1993
Persistent link: https://www.econbiz.de/10000879083
Cover Image
Forecasting chaotic systems : the role of local Lyapunov exponents
Guégan, Dominique (contributor); Leroux, Justin (contributor) - 2007
Persistent link: https://www.econbiz.de/10003646252
Cover Image
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles; Guégan, Dominique; … - In: Applied financial economics 18 (2008) 7/9, pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
Cover Image
Local Lyapunov exponents : zero plays no role in forecasting chaotic systems
Guégan, Dominique (contributor); Leroux, Justin (contributor) - 2008
Persistent link: https://www.econbiz.de/10003767661
Cover Image
On the use of nearest neighbors in finance
Guégan, Dominique; Huck, Nicolas - In: Finance : revue de l'Association Française de Finance 26 (2005) 2, pp. 67-86
Persistent link: https://www.econbiz.de/10003280420
Cover Image
Detection of the industrial business cycle using SETAR models
Ferrara, Laurent; Guégan, Dominique - In: Journal of business cycle measurement and analysis : a … 2 (2005) 3, pp. 353-371
Persistent link: https://www.econbiz.de/10003317049
Cover Image
Business surveys modelling with seasonal-cyclical long memory models
Ferrara, Laurent (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003797014
Cover Image
A meta-distribution for non-stationary samples
Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003849558
Cover Image
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
Cover Image
Portfolio symmetry and momentum
Billio, Monica; Calés, Ludovic; Guégan, Dominique - 2009
Persistent link: https://www.econbiz.de/10003913090