Monica Billio

Discipline

Economies et finances (17)

Discipline

Economies et finances (2)

Type de document

Autres (15) Articles (10) Textes imprimés (1) Livres et chapitres d'ouvrages (1)

Type de document

Livres et chapitres d'ouvrages (2) Mémoires, Thèses et HDR (1)

Co-auteur

Auteur

Date

Date

Source

Source

Mot-clé

Finance (26) Analysis (18) Diplomatics (15) Finance (14) Centre (12) Employment (12) International Standard Serial Numbers (12) Administration (12) Occupations (12) ISSN (12) Finanzas (12) Trabajo (12) Travail (12) Diplomatique (12) Travail (12) Finances (12) Numéro international normalisé des publications en série (12) travail (12) index (11) répertoire (11) analyse (10) Business (9) distribution (8) abords (agglomération) (8) Assaying (8) Investments (8) Cycles (8) Performance (8) Estado (8) Analyse (8)

Mot-clé

Finance (3) Finance (3) risque (2) modèle (2) information (2) analyse (2) méthode (2) Series (2) Risk (2) Example (2) Dynamics (2) Analysis (2) Models (2) test (1) état (1) spectacle (1) politique (1) marché (1) appel (1) littérature (1) plomb (1) indicateur (1) santé (1) marché financier (1) expérience scientifique (1) évolution (1) économie (1) demande (offre et demande) (1) point (1) thèse (1)

Documents écrit par Monica Billio (27) | parle de Monica Billio (3)

High-Dimensional Radial Symmetry of Copula Functions: Multiplier Bootstrap vs. Randomization
Monica Billio et al. (7 janv. 2022)
A meta-measure of performance related to both investors and investments characteristics
Monica Billio et al. (12 août 2021)
A meta-measure of performance related to both investors and investments characteristics
Monica Billio et al.
A meta-measure of performance related to both investors and investments characteristics
Monica Billio et al.
The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach
Monica Billio et al. (29 déc. 2020)
A Rank-based Approach to Cross-Sectional Analysis
Dominique Guegan et al. (2015)
The univariate MT-STAR model and a new linearity and unit root test procedure
Peter Martey Addo et al.
Nonlinear Dynamics and Wavelets for Business Cycle Analysis
Peter Martey Addo et al. (2014)
Turning point chronology for the euro area: A distance plot approach
Peter Martey Addo et al. (2014)
Nonlinear dynamics and recurrence plots for detecting financial crisis
Peter Martey Addo et al.
Understanding Exchange Rates Dynamics
Peter Martey Addo et al.
Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis
Peter Martey Addo et al.
Turning point chronology for the Euro-Zone: A Distance Plot Approach
Peter Martey Addo et al.
Understanding Exchange Rates Dynamics
Peter Martey Addo et al.
Nonlinear Dynamics and Recurrence Plots for Detecting Financial Crisis
Peter Martey Addo et al.
Turning point chronology for the Euro-Zone: A Distance Plot Approach
Peter Martey Addo et al.
Cross-Sectional Analysis through Rank-based Dynamic Portfolios
Monica Billio et al.
Cross-Sectional Analysis through Rank-based Dynamic Portfolios
Monica Billio et al.
Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach
Peter Martey Addo et al.
Alternative Methodology for Turning-Point Detection in Business Cycle : A Wavelet Approach
Peter Martey Addo et al.
A test for a new modelling : The Univariate MT-STAR Model
Peter Martey Addo et al.
Portfolio Symmetry and Momentum
Monica Billio et al. (2011)
A Cross-Sectional Score for the Relative Performance of an Allocation
Dominique Guegan et al. (2011)
A Cross-Sectional Performance Measure for Portfolio Management
Monica Billio et al.
A Performance Measure of Zero-Dollar Long/Short Equally Weighted Portfolios
Monica Billio et al.

next
Modèles à facteurs dynamiques avec non linéarités : application à l'analyse du cycle économique
Anna Petronevich (26 oct. 2017)
Are Critical Slowing Down Indicators Useful to Detect Financial Crises?
Hayette Gatfaoui et al. (22 nov. 2016)
Onset of financial instability studied via agent-based models
Yi-Fang Liu et al. (2016)