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tel-00006151v1  Theses
Alex Sy. LA VOLATILITE STOCHASTIQUE DES MARCHES FINANCIERS : UNE APPLICATION AUX MODELES D'EVALUATION D'INSTRUMENTS OPTIONNELS EN TEMPS CONTINU
Gestion et management. Université de droit, d'économie et des sciences - Aix-Marseille III, 2003. Français. ⟨NNT : ⟩
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hal-03036456v1  Book sections
Cyrille Imbert. The Multidimensional Epistemology of Computer Simulations: Novel Issues and the Need to Avoid the Drunkard’s Search Fallacy
Claus Beisbart; Nicole J. Saam. Computer Simulation Validation: Fundamental Concepts, Methodological Frameworks, and Philosophical Perspectives, Springer, pp.1029-1055, 2019, Simulation Foundations, Methods and Applications, ⟨10.1007/978-3-319-70766-2_43⟩
hal-00390685v1  Journal articles
Pascale RouxNicolas Carayol. Knowledge flows and the geography of networks. A strategic model of small world formation
Journal of Economic Behavior and Organization, Elsevier, 2009, 71 (2), pp.414-427. ⟨10.1016/j.jebo.2009.02.005⟩
hal-00390735v1  Conference papers
Pascale RouxNicolas Carayol. Knowledge flows and the geography of networks : a strategic model of small world formation
International Conference on the Formation of social networks, Carré des sciences, Jun 2007, Paris, France
halshs-00644500v1  Book sections
Dominique GueganJustin Leroux. Predicting chaos with Lyapunov exponents: zero plays no role in forecasting chaotic systems
E. Tielo-Cuantle. Chaotic Systems, InTech Publishers, 25-38 (chapitre 2), 2011
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tel-00422376v1  Theses
Zhiping Lu. Analysis of stationary and non-stationary long memory processes : estimation, applications and forecast
Mathematics [math]. École normale supérieure de Cachan - ENS Cachan, 2009. English. ⟨NNT : ⟩
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halshs-00150902v1  Conference papers
Arnaud Simon. Quantifying the Reversibility Phenomenon for the Repeat-Sales Index
- European real estate society ERES 2007
- International conference of the American Real Estate and Urban Economics Association 2007
, 2007, Londres - Macao, United Kingdom
halshs-00153119v1  Journal articles
Sofiane Aboura. GARCH option pricing under skew
International Journal of Applied Economics, 2005, 4 (6), pp.78-86
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tel-01804273v1  Theses
Anna Petronevich. Dynamic factor model with non-linearities : application to the business cycle analysis
Economics and Finance. Université Panthéon-Sorbonne - Paris I; Università degli studi (Venise, Italie), 2017. English. ⟨NNT : 2017PA01E050⟩
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hal-00486655v1  Journal articles
Laurent FerraraDominique GueganZhiping Lu. Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
Communications in Statistics - Simulation and Computation, Taylor & Francis, 2010, 39 (9), pp.795-806. ⟨10.1080/03610911003646381⟩
hal-00390761v1  Journal articles
Nicolas CarayolPascale Roux. Knowlegde flows and the geography of networks
Journal of Economic Behavior and Organization, Elsevier, 2008, 71 (2), pp.414-427. ⟨10.1016/j.jebo.2009.02.005⟩
hal-00279181v1  Journal articles
Theophile AzomahouDong Li. A Consistent Nonparametric Estimation of Spatial Autocovariances
Economics Bulletin, Economics Bulletin, 2008, 3 (29), pp.1-10