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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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Long-memory dynamics in a SETAR model : applications to stock markets
Dufrénot, Gilles; Guégan, Dominique; … - In: Journal of international financial markets, … 15 (2005) 5, pp. 391-406
Persistent link: https://www.econbiz.de/10003270564
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Prediction in chaotic time series : methods and comparisons with an application to financial intra-day data
Guégan, Dominique; Mercier, Léon É. - In: The European journal of finance 11 (2005) 2, pp. 137-150
Persistent link: https://www.econbiz.de/10002841806
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Modelling squared returns using a SETAR model with long-memory dynamics
Dufrénot, Gilles; Guégan, Dominique; … - In: Economics letters 86 (2005) 2, pp. 237-243
Persistent link: https://www.econbiz.de/10002584436
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How can we define the concept of long memory? : An econometric survey
Guégan, Dominique - 2004
Persistent link: https://www.econbiz.de/10002104696
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Etudes de séries chronologiques linéaires à temps discret : comparaison de logiciels
Borgard, F. - In: Revue de statistique appliquée 44 (1996) 4, pp. 59-80
Persistent link: https://www.econbiz.de/10001209706
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A note on the estimation of the parameters of the diagonal bilinear model by the method of least squares
Guégan, Dominique - In: Scandinavian journal of statistics : SJS ; theory and … 16 (1989) 2, pp. 129-136
Persistent link: https://www.econbiz.de/10001100561
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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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Forecasting with k-factor Gegenbauer processes : theory and applications
Ferrara, Laurent; Guégan, Dominique - In: Journal of forecasting 20 (2001) 8, pp. 581-601
Persistent link: https://www.econbiz.de/10001635754