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Person
ISNI: 
0000 0000 2941 8727
Name: 
Dominique, Guégan
Guégan, D.
Guégan, Dominique,
Dates: 
1947-...
Creation class: 
article
Computer file
Language material
Text
Creation role: 
author
redactor
Related names: 
Addo, Peter Martey (19..-....))
Avouyi-Dovi, S.
Billio, Monica
Bisaglia, Luisa
Blanke, D.
Blanke, Delphine
Bosq, D.
Bosq, Denis
Caillault, Cyril
Calès, Ludovic
Centre de Recherche en Economie et Statistique Affiliation (see also from)
Centre de recherche en économie et statistique France
Charfeddine, Lanouar
Chauveau, T.
Chorro, C.
Chorro, Christophe
Collet, Jerome J
Cyril Caillault, Dominique Guégan
Damon, J.
Diongue, Abdou Kâ
DUFRENOT, Gilles
Ecole Nationale de la Statistique et de l'Administration Economique Malakoff Affiliation (see also from)
Ecole Normale Supérieur Cachan Affiliation (see also from)
F, Lisi
Ferrara, L.
Ferrara, Laurent
Frunza, Marius-Cristian
Gatumel, Mathieu
Guégan, Dominique
Guégan, D.
Gúegan, Dominique
Hassani, Bertrand
Hassani, Bertrand Kian (1983-....))
Ielpo, F.
Ielpo, Florian
Ladoucette, S.
Ladoucette, Sophie A.
Leorat, Guillaume
Leroux, Justin
Lu, Zhiping
Lu, Zhiping (1980-....))
Math., probabilités-stat.--Grenoble 1
Maugis, Pierre-André
Mercier, L.
Merhy, Chafic
MORA-IDHE Affiliation (see also from)
Nguyen, Jean-Marc
Peguin-Feissolle, Anne
Pham, Dinh Tuan
Rakotomarolahy, Patrick
Rioublanc, Stéphanie
Tapiero, Charles
Tarrant, Wayne
Tschernig, Rolf
Université de Paris-Sorbonne Affiliation (see also from)
Université Paris 1 (Panthéon-Sorbonne) / Centre d'Économie de la Sorbonne
Vignal, Bertrand
Wandji, Joseph Ngatchou
Wolff, Rodney C.
Zang, Jing
Zhang, J.
Zhang, Jing
Titles: 
À propos de nombre et de numération à l'école primaire
Aggregation of market risks using pair-copulas
Alternative methodology for turning-point detection in business cycle a wavelet approach
Alternative modeling for long term risk
Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP
Analyser les séries chronologiques avec S-Plus une approche paramétrique
Analysis of stationary and non-stationary long memory processes : estimation, applications and forecast.
Another Characterization of Long Memory Behavior
Asymptotic normality of the discrete Fourier transform of long memory time series
autocorrelated loss distribution approach back to the time series, An
Breaks or long memory behaviour : An empirical investigation.
Business surveys modelling with seasonal-cyclical long memory models.
Change analysis of dynamic copula for measuring dependence in multivariate financial data.
chaos en finance approche statistique
Chaos in economics and finance.
Comment mesurer le risque d'un portefeuille grâce à l'étude statistique de processus non linéaires
Comparaison of several estimation procedures for long term behavior
Comparing variable selection techniques for linear regression LASSO and Autometrics
comparison of techniques of estimation in long-memory processes, A
Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate
crises financières et les effets de contagion dans les économies émergentes caractérisation et mesure, Les
Cross-sectional analysis through rank-based dynamic portfolios
Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices.
Derivative pricing and hedging on Carbon Market.
Des applications des systèmes dynamiques non linéaires aux modèles macro-économiques L'évolution du taux de change
Detection of the industrial business cycle using SETAR models
Determinating Lyapunov exponents in deterministic dynamical systems
Dynamic analysis of the insurance linked securities index.
econometric specification of monetary policy dark art, An
Econometric Study of Vine Copulas., An
economic view of carbon allowances market., An
Effect of noise filtering on predictions : on the routes of chaos.
Emerging countries sovereign rating adjustment using market information impact on financial institutions investment decisions
Empirical estimation of tail dependence using copulas: application to Asian markets
Empirical projected copula process and conditional independence an extended version
Enseignement et mathématiques en langues africaines expériences connues et problématique de l'enseignement du calcul
Estimation and Applications of Gegenbauer Processes
Estimation of k-factor GIGARCH process : a Monte Carlo study.
Etude de tests paramétriques et non-paramétriques asymptotiquement puissants pour les modèles autorégressifs bilinéaires
Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro.
Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations.
Extreme values of random or chaotic discretization steps
Finance dite moderne face à une modélisation fractionnaire des marchés financiers, La
Flexible time series models for subjective distribution estimation with monetary policy in view.
Forecasting chaotic systems : the role of local Lyapunov exponents.
Forecasting electricity spot market prices with a k-factor GIGARCH process.
Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy
Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.
Further evidence on the impact of economic news on interest rates
Future perspectives in risk models and finance
GDP nowcasting with ragged-edge data: a semi-parametric modeling
GDP nowcasting with ragged-edge data : A semi-parametric modelling.
Global and local stationary modelling in finance : theory and empirical evidence.
How Can We Define The Concept of Long Memory? An Econometric Survey
How Can We Define the Long Memory Concept? An Econometric Survey
How to measure the risk of a portfolio through the statistical study of non-linear processes.
Impact de la crise argentine de 2001 sur la bourse régionale des valeurs mobilières (BRVM)
incorporation of financial information in asset prices., The
Indices boursiers internationaux et la crise des nouvelles technologies approches switching et DCC-MVGARCH
intégration de l'information dans le prix des actifs financiers, L'
k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics., The
Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems
Loi limite de la statistique de test de vraisemblance
Long-memory dynamics in a SETAR model - applications to stock markets
Market risk : measures and backtesting : a dynamical copulas approach.
Markov switching models : states' detection, short or long memory and forecast.
Martingalized historical approach for option pricing.
Mathématiques et autorité
Maths en kit. topologie, algèbre, coniques et quadriques, fonctions de plusieurs variables, équations différentielles : DEUG 2, MP, PC, classes préparatoires
mesure de la persistance dans les indices boursiers., Une
Meta-Distribution for Non-Stationary Samples, A
Méthodes non paramétriques estimation, analyse et applications aux cycles économiques
Modèles à changements de régimes markoviens détection des régimes, mémoire courte ou mémoire longue et prévision
Modèles bilinéaires et polynomiaux de séries chronologiques ; étude probabiliste et analyse statistique
Modelization and Nonparametric Estimation for a Dynamical System with Noise
Modelization and Nonparametric Estimation for Dynamical Systems with Noise
Modelling squared returns using a SETAR model with long-memory dynamics
Multivariate k-Nearest Neighbor Model for Dependent Variables, The : One-Sided Estimation and Forecasting.
Multivariate long memory processes : applications to the EDF producer problematic in the context of the european electricity market liberalization.
Multivariate Threshold Model -An Alternative to Detect Breaks and Hidden Cycles on Real Data, The
new algorithm for the loss distribution function with applications to Operational Risk Management., A
New prospects on vines.
Non-stationarity and meta-distribution.
Nonlinear dynamics and recurrence plots for detecting financial crisis
Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
nonparametrique point of view, stochastic versus deterministic approach
note on fair value and illiquid markets., A
note on self-similarity for discrete time series., A
On the necessity of five risk measures.
Option pricing for GARCH-type models with generalized hyperbolic innovations.
Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology.
Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results.
performance measure of Zero-dollar Long/Short equally weighted portfolios., A
Portfolio Symmetry and Momentum.
Power of the Lagrange multiplier test for certain subdiagonal bilinear models
Predicting chaos with Lyapunov exponents : zero plays no role in forecasting chaotic systems.
Prediction in chaotic time series methods and comparisons using simulations
Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data
Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions
Predictive Dimension : An Alternative Definition of the Embedding Dimension
Pricing and hedging of credit derivatives : modeling credit and correlation risks in synthetic CDO structures.
Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market.
Pricing bivariate option under GARCH processes with time-varying copula.
Probability density of the wavelet coefficients of a noisy chaos
Processus longue mémoire généralisés : estimation, prévision et applications
Proprietes de la melange et theoreme central limite
Quantification des risques opérationnels méthodes efficientes de calcul de capital basées sur des données internes
Quelle modélisation pour la contagion en économie et en finance?
Regime switching models : real or spurious long memory ?.
Risk valuation in non life insurance.
Séries chronologiques non linéaires à temps discret
SETAR model with long-memory dynamics, A
short note on the nowcasting and the forecasting of Euro-area GDP using non-parametric techniques., A
stationary seasonal hyperbolic asymmetric power ARCH model, The
Statistical Estimation of the Embedding Dimension of a Dynamic System
Testing for non-linearity in intra-day financial series the case of two French stocks
Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks.
Testing fractional order of long memory processes : a Monte Carlo study.
theoretical framework for trading experiments, A
time series approach to option pricing models, methods and empirical performances
Towards an understanding approach of the insurance linked securities market.
Turning point chronology for the Euro-Zone a distance plot approach
Understanding exchange rates dynamics
Understanding the Importance of the Duration and Size of the Variations of Fed’s Target Rate
Valorisation du risque en assurance non-vie
Valorisation et gestion de dérivés de crédit les CDOs synthétiques ou la croissance exponentielle des produits de corrélation
Wavelet method for locally stationary seasonal long memory processes.
What is the Best Approach to Measure the Interdependence between Different Markets?
What is the good way to identify noisy chaos? An empirical approach
Which is the best model for the US inflation rate : a structural changes model or a long memory.
Notes: 
Th. univ.--Math., probabilités-stat.--Grenoble 1, 1988
Sources: 
VIAF DNB LC NUKAT SUDOC
BOWKER
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