Anne Peguin-Feissolle

Discipline

Economies et finances (58) Sciences de l'information et de la communication (1)

Type de document

Articles (35) Prépublication (15) Livres et chapitres d'ouvrages (6) Autres (4) Colloques et conférences (4)

Co-auteur

Date

Source

Mot-clé

Finance (59) Finance (48) Paper (28) papier (27) Example (26) Models (26) modèle (24) Dynamics (21) Memory (18) Testing (15) taux (14) méthode (12) Modeling (12) Dynamics (12) Forecasting (11) Forecasting (11) Finanzas (11) Finances (11) Testing (10) Series (10) norme (9) Foreign exchange rates (9) Exchange (9) Examinations (9) Dinámica (9) Mécanique (9) Dynamique (9) spectacle (8) marché (8) Time (8)

Documents écrit par Anne Peguin-Feissolle (64) | parle de Anne Peguin-Feissolle (0)

Mémoire longue dans les séries financières (Chapitre 2)
Marcel Aloy et al.
Testing for misspecification in the short-run component of GARCH-type models
Thomas Chuffart et al. (19 déc. 2018)
Austérité budgétaire : remède ou poison ? La zone euro à l'épreuve de la crise
Marcel Aloy et al.
Tests of the Constancy of Conditional Correlations of Unknown Functional Form in Multivariate GARCH Models
Anne Peguin-Feissolle et al. (2016)
Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix)
Anne Péguin-Feissolle et al.
Is financial repression a solution to reduce fiscal vulnerability? The example of France since the end of World War II
Marcel Aloy et al. (2014)
Which of the real money gap or nominal money gap helped predict inflation in Europe? A retrospective analysis
Gilles Dufrénot et al. (2014)
A smooth transition long-memory model
Marcel Aloy et al.
Estimating the Long-Memory Parameter in Nonstationary Processes Using Wavelets
Heni Boubaker et al. (2013)
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
Mohamed Chikhi et al. (2013)
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form
Anne Peguin-Feissolle et al. (2013)
A Smooth Transition Long-Memory Model
Marcel Aloy et al.
SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence
Mohamed Chikhi et al.
The effects of the subprime crisis on the Latin American financial markets: an empirical assessment
Gilles Dufrénot et al. (2012)
Les effets de la crise des subprimes sur le marché financier mexicain
Gilles Dufrénot et al. (24 mai 2011)
The Effects of the Subprime Crisis on the Latin American Financial Markets: An Empirical Assessment
Gilles Dufrénot et al. (20 avr. 2011)
Long-run relationships between international stock prices: further evidence from fractional cointegration tests
Marcel Aloy et al. (21 févr. 2011)
Purchasing power parity and the long memory properties of real exchange rates: does one size fit all?
Marcel Aloy et al. (25 janv. 2011)
Les effets de la crise des subprimes sur le marché financier mexicain
Gilles Dufrénot et al. (2011)
Testing the finance-growth link: is there a difference between developed and developing countries?
Gilles Dufrénot et al. (15 nov. 2010)
The "distance-varying" gravity model in international economics: is the distance an obstacle to trade?
Vêlayoudom Marimoutou et al. (2010)
Fractional integration and cointegration in stock prices and exchange rates
Marcel Aloy et al. (2010)
The "distance-varying" gravity model in international economics: is the distance an obstacle to trade?
Vêlayoudom Marimoutou et al. (28 mai 2009)
The "distance-varying" gravity model in international economics: is the distance an obstacle to trade?
Vêlayoudom Marimoutou et al. (28 mai 2009)
Finite sample properties of tests for STGARCH models and application to the US stock returns
Gilles Dufrénot et al. (2009)

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