Browsing by Subject "C.C1.C13"
Now showing items 1-12 of 12
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Aggregate Volatility Expectations and Threshold CAPM
(2015) Article accepté pour publication ou publié -
Asymptotics of Cholesky GARCH models and time-varying conditional betas
(2018) Article accepté pour publication ou publié -
Estimation de l’élasticité prix de la demande électrique en France
(2013-10) Document de travail / Working paper -
How Does Option Listing Affect Underlying Stock Efficiency? Evidence from a Duration Model
(2012-11) Document de travail / Working paper -
Least Squares Estimation (LSE) and Kalman Filtering (KF) for Factor Modeling: A Geometrical Perspective
(2013) Chapitre d'ouvrage -
The links between some European financial factors and the BRICS credit default swap spreads
(2013) Communication / Conférence -
Migration and Regional Trade Agreements: A (New) Gravity Estimation
(2016) Article accepté pour publication ou publié -
On the relevance of the Bayesian approach to Statistics
(2010) Article accepté pour publication ou publié -
Option Pricing with a Dynamic Fat-Tailed Model
(2013-03) Communication / Conférence -
Option pricing with a dynamic fat-tailed model
(2014-08) Article accepté pour publication ou publié -
Volatility of Aggregate Volatility and Hedge Fund Returns
(2015) Communication / Conférence -
Volatility of Aggregate Volatility and Hedge Fund Returns
(2017) Article accepté pour publication ou publié