//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"HAL"
~subject:"GIGARCH process"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Theory"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
GIGARCH process
game theory
15
Game theory
9
General equilibrium theory
7
Pricing
7
C-K design theory
5
Cumulative Prospect Theory
5
estimation theory
5
grounded theory
5
Chaos theory
4
Extreme Value Theory
4
Extreme value theory
4
Finance
4
Graph theory
4
Incentives
4
Loss aversion
4
Non-cooperative game
4
Stock options
4
Subjective value
4
coalition theory
4
environmental policy
4
externalities
4
interest group
4
theory of justice
4
Ambiguity
3
Choquet integral
3
Design
3
France
3
Hayek
3
Innovation
3
Ruin theory
3
Schumpeter
3
Supply chain
3
Uncertainty
3
Unemployment
3
Wireless networks
3
beliefs
3
core
3
critical theory
3
crowding-out
3
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Language
All
English
3
Author
All
Guegan, Dominique
3
Diongue, Abdou Kâ
2
Vignal, Bertrand
1
Institution
All
HAL
Published in...
All
Post-Print / HAL
3
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A k- factor GIGARCH process : estimation and application to electricity market spot prices,
Guegan, Dominique
;
Diongue, Abdou Kâ
;
Vignal, Bertrand
-
HAL
-
2004
propose two methods to address the related parameter estimation problem. For each method, we develop the asymptotic
theory
for …
Persistent link: https://www.econbiz.de/10008792746
Saved in:
2
Estimating parameters for a k-GIGARCH process
Diongue, Abdou Kâ
;
Guegan, Dominique
-
HAL
-
2004
propose two methods to address the related parameter estimation problem. For each method, we develop the asymptotic
theory
for …
Persistent link: https://www.econbiz.de/10008793109
Saved in:
3
A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates
Guegan, Dominique
-
HAL
-
2003
We investigate some statistical properties of the new k-factor Gegenbauer process with heteroscedastic noises One of the goals of the paper is to give tools which permit to use this model to explain the behaviour of certain data sets in finance and in macroeconomics. Monte Carlo experiments are...
Persistent link: https://www.econbiz.de/10008788958
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->