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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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Structural reforms, macroeconomic policies and the future of Kazakhstan economy
Dufrénot, Gilles (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002850372
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Modeling the volatility of the US S&P 500 index using an LSTGARCH model
Dufrénot, Gilles; Marimoutou, Vêlayoudom; … - In: Revue d'économie politique 114 (2004) 4, pp. 453-465
Persistent link: https://www.econbiz.de/10002233739
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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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Real exchange rates in Central and Eastern Europe : what scope for the underlying fundamentals?
Dufrénot, Gilles; Égert, Balázs - In: Emerging markets finance & trade : a journal of the … 41 (2005) 2, pp. 41-59
Persistent link: https://www.econbiz.de/10002968324
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Modeling the French consumption functions using SETAR models
Dufrénot, Gilles (contributor);  … - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072890
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Modelling the misalignments of the Dollar-Sterling real exchange rate : a nonlinear cointegration perspective
Chaouachi, Slim (contributor); Dufrénot, Gilles (contributor) - In: Economics bulletin : EB (2004)
Persistent link: https://www.econbiz.de/10003072901
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Persistence in the CEEC's exchange rate misalignments : an empirical analysis based on FI-STARMA models
Dufrénot, Gilles; Grimaud, Elisabeth; Latil, Eugénie; … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002436004
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Persistent misalignments of the European exchange rates : some evidence from nonlinear cointegration
Dufrénot, Gilles; Mathieu, Laurent; Mignon, Valérie; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724164
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Recent developments in nonlinear cointegration with applications to macroeconomics and finance
Dufrénot, Gilles; Mignon, Valérie - 2002
Persistent link: https://www.econbiz.de/10001665206