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335
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143
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119
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93
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60
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40
Guegan, Dominique
40
Addo, Peter Martey
35
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33
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33
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26
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21
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16
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10
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10
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10
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10
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10
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8
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8
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7
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6
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Rakotomarolahy, Patrick
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5
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25
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23
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22
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17
SAFE Working Paper
14
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13
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11
Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers)
11
Tinbergen Institute Discussion Paper
10
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8
Tinbergen Institute Discussion Papers
8
Journal of forecasting
6
Journal of econometrics
5
The journal of operational risk
5
Brussels economic review
4
Economics Bulletin
4
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4
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4
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4
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3
Computational Statistics & Data Analysis
3
Finance research letters
3
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3
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
3
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3
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3
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3
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ECONIS (ZBW)
290
RePEc
139
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23
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2
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1
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71
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:
72
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:
73
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:
74
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:
75
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:
76
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:
77
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:
78
A time series approach to option pricing : models, methods and empirical performances
Chorro, Christophe
;
Guégan, Dominique
;
Ielpo, Florian
-
2015
Persistent link: https://www.econbiz.de/10010458461
Saved in:
79
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:
80
On the necessity of five risk measures
Guégan, Dominique
;
Tarrant, Wayne
- In:
Annals of finance
8
(
2012
)
4
,
pp. 533-552
Persistent link: https://www.econbiz.de/10009670961
Saved in:
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