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Publications

by members of

Centre de recherche de mathématiques et économie mathématique (CERMSEM)
Centre d'Économie de la Sorbonne
Université Paris 1 (Panthéon-Sorbonne)
Paris, France

(Center for Research in Mathematics and Mathematical Economics, Sorbonne Economic Centre, )

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2009

  1. Joseph Abdou, 2009. "The Structure of Unstable Power Systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00389181_v1, HAL. [Downloadable!]
  2. Joseph Abdou, 2009. "The Structure of Unstable Power Systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00392515_v1, HAL. [Downloadable!]
  3. Joseph Abdou, 2009. "A Stability Index for Local Effectivity Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00392508_v1, HAL. [Downloadable!]
  4. Joseph Abdou, 2009. "The Structure of Unstable Power Systems," Documents de travail du Centre d'Economie de la Sorbonne 09042, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  5. Joseph Abdou, 2009. "A Stability Index for Local Effectivity Functions," Documents de travail du Centre d'Economie de la Sorbonne 09041, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2009. [Downloadable!]
  6. Monique Florenzano, 2009. "From equilibrium models to mechanism design: On the place and the role of government in the public goods provision analysis in the second part of the twentieth century," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00367859_v1, HAL. [Downloadable!]
  7. Monique Florenzano, 2009. "Walras-Lindahl-Wicksell: What equilibrium concept for public goods provision ? I - The convex case," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00367867_v1, HAL. [Downloadable!]
  8. Michel Grabisch & Agnieszka Rusinowska, 2009. "Measuring influence in command games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00406434_v1, HAL. [Downloadable!]
  9. Lijue Xie & Michel Grabisch, 2009. "The core of games on k-regular set systems," Documents de travail du Centre d'Economie de la Sorbonne 09055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, revised Oct 2009. [Downloadable!]
  10. Michel Grabisch & Agnieszka Rusinowska, 2009. "A model of influence with an ordered set of possible actions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00406439_v1, HAL. [Downloadable!]
  11. Lijue Xie & Michel Grabisch, 2009. "The core of games on k-regular set systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00423922_v2, HAL. [Downloadable!]
  12. Michel Grabisch & Agnieszka Rusinowska, 2009. "A model of influence in a social network," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00308741_v1, HAL. [Downloadable!]
  13. Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00426441_v1, HAL. [Downloadable!]
  14. Zaier Aouani & Bernard Cornet, 2009. "Existence of financial equilibria with restricted participation," Documents de travail du Centre d'Economie de la Sorbonne 09063, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  15. Monica Billio & Ludovic Calès & Dominique Guégan, 2009. "Portfolio Symmetry and Momentum," Working Papers 2009_05, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
  16. Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or long memory behaviour : An empirical investigation," Documents de travail du Centre d'Economie de la Sorbonne 09022, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  17. Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Documents de travail du Centre d'Economie de la Sorbonne 09003, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  18. Dominique Guegan & Zhiping Lu, 2009. "Wavelet method for locally stationary seasonal long memory processes," Documents de travail du Centre d'Economie de la Sorbonne 09015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  19. Dominique Guégan, 2009. "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers 2009-24, School of Economics and Management, University of Aarhus. [Downloadable!]
  20. Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2009. "BL-GARCH models with elliptical distributed innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368340_v1, HAL. [Downloadable!]
  21. Marius-Cristian Frunza & Dominique Guegan, 2009. "An economic view of carbon allowances market," Documents de travail du Centre d'Economie de la Sorbonne 09038, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  22. Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Documents de travail du Centre d'Economie de la Sorbonne 09023, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  23. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2009. "Martingalized historical approach for option pricing," Documents de travail du Centre d'Economie de la Sorbonne 09021, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  24. Dominique Guegan & Jing Zhang, 2009. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368334_v1, HAL. [Downloadable!]
  25. Dominique Guegan & Bertrand Hassani, 2009. "A new algorithm for the loss distribution function with applications to Operational Risk Management," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00384398_v1, HAL. [Downloadable!]
  26. Marius-Cristian Frunza & Dominique Guegan, 2009. "An economic view of carbon allowances market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00390676_v1, HAL. [Downloadable!]
  27. Dominique Guegan, 2009. "Contagion between the financial sphere and the real economy . Parametric and non-parametric tools : A comparison," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185373_v1, HAL. [Downloadable!]
  28. Dominique Guegan, 2009. "Chaos in Economics and Finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375713_v1, HAL. [Downloadable!]
  29. Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2009. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00307606_v1, HAL. [Downloadable!]
  30. Lanouar Charfeddine & Dominique Guegan, 2009. "Breaks or Long Memory Behaviour : An empirical Investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00377485_v1, HAL. [Downloadable!]
  31. Dominique Guegan & Zhiping Lu, 2009. "Wavelet Method for Locally Stationary Seasonal Long Memory Processes," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375531_v1, HAL. [Downloadable!]
  32. Cyril Caillault & Dominique Guegan, 2009. "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375765_v1, HAL. [Downloadable!]
  33. Monica Billio & Ludovic Calès & Dominique Guegan, 2009. "Portfolio Symmetry and Momentum," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00363383_v1, HAL. [Downloadable!]
  34. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2009. "Martingalized Historical approach for Option Pricing," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00376756_v1, HAL. [Downloadable!]
  35. Dominique Guegan & Jing Zhang, 2009. "Pricing bivariate option under GARCH-GH model with dynamic copula: application for Chinese market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368336_v1, HAL. [Downloadable!]

    2008

  1. Joseph Abdou, 2008. "A Stability Index for Local Effectivity Functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00331223_v1, HAL. [Downloadable!]
  2. Joseph Abdou, 2008. "A stability index for local effectivity functions," Documents de travail du Centre d'Economie de la Sorbonne b08056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  3. Joseph Abdou & Hans Keiding, 2008. "Interaction sheaves on continuous domains," Documents de travail du Centre d'Economie de la Sorbonne b08040, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  4. Joseph Abdou & Hans Keiding, 2008. "Interaction sheaves on continuous domains," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00289299_v1, HAL. [Downloadable!]
  5. Joseph Abdou, 2008. "Stability Index of Interaction forms," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00347438_v1, HAL. [Downloadable!]
  6. J. Abdou & Hans Keiding, 2008. "Interaction Sheaves on Continuous Domains," Discussion Papers 08-12, University of Copenhagen. Department of Economics. [Downloadable!]
  7. Monique Florenzano, 2008. "General equilibrium," Documents de travail du Centre d'Economie de la Sorbonne b08005, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  8. Michel Grabisch & Agnieszka Rusinowska, 2008. "Measuring influence among players with an ordered set of possible actions," Working Papers 0801, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
  9. Michel Grabisch & Agnieszka Rusinowska, 2008. "Measuring influence among players with an ordered set of possible actions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00260863_v1, HAL. [Downloadable!]
  10. Michel Grabisch & Agnieszka Rusinowska, 2008. "Measuring influence in command games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00269084_v1, HAL. [Downloadable!]
  11. Michel Grabisch & Christophe Labreuche, 2008. "Bipolarization of posets and natural interpolation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00274267_v1, HAL. [Downloadable!]
  12. Michel Grabisch & Christophe Labreuche, 2008. "A decade of application of the Choquet and Sugeno integrals in multi-criteria decision aid," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00267932_v1, HAL. [Downloadable!]
  13. Aoi Honda & Michel Grabisch, 2008. "An axiomatization of entropy of capacities on set systems," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00281598_v1, HAL. [Downloadable!]
  14. Michel Grabisch & Ivan Kojadinovic & Patrick Meyer, 2008. "A review of methods for capacity identification inChoquet integral based multi-attribute utility theoryApplications of the Kappalab R package," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187175_v1, HAL. [Downloadable!]
  15. Michel Grabisch & Pedro Miranda, 2008. "On the vertices of the k-addiive core," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00321625_v1, HAL. [Downloadable!]
  16. Alain Chateauneuf & Michel Grabisch & Agnès Rico, 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00327700_v1, HAL. [Downloadable!]
  17. Pedro Miranda & Michel Grabisch, 2008. "K-balanced games and capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344809_v1, HAL. [Downloadable!]
  18. Michel Grabisch & Agnieszka Rusinowska, 2008. "Influence functions, followers and command games," Documents de travail du Centre d'Economie de la Sorbonne b08080, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  19. Michel Grabisch & Yukihiko Funaki, 2008. "A coalition formation value for games in partitionfunction form," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344797_v1, HAL. [Downloadable!]
  20. Michel Grabisch & Lijue Xie, 2008. "The core of games on distributive lattices : how to share benefits in a hierarchy," Documents de travail du Centre d'Economie de la Sorbonne b08077, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  21. Michel Grabisch & Agnieszka Rusinowska, 2008. "Measuring influence in command games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344805_v1, HAL. [Downloadable!]
  22. Michel Grabisch & Agnieszka Rusinowska, 2008. "Measuring influence in command games," Documents de travail du Centre d'Economie de la Sorbonne b08078, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  23. Pedro Miranda & Michel Grabisch, 2008. "K-balanced games and capacities," Documents de travail du Centre d'Economie de la Sorbonne b08079, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  24. Michel Grabisch, 2008. "How to score alternatives when criteria are scored on an ordinal scale," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00340381_v1, HAL. [Downloadable!]
  25. Michel Grabisch & Agnieszka Rusinowska, 2008. "Influence functions, followers and command games," Working Papers 0831, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
  26. Michel Grabisch & Agnieszka Rusinowska, 2008. "Influence functions, followers and command games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344823_v1, HAL. [Downloadable!]
  27. Michel Grabisch & Agnieszka Rusinowska, 2008. "Influence functions, followers and command games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00355632_v1, HAL. [Downloadable!]
  28. Michel Grabisch & Salvatore Greco & Marc Pirlot, 2008. "Bipolar and bivariate models in multi-criteria decision analysis: descriptive and constructive approaches," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00340374_v1, HAL. [Downloadable!]
  29. Michel Grabisch & Agnieszka Rusinowska, 2008. "A model of influence in a social network," Documents de travail du Centre d'Economie de la Sorbonne b08066, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  30. Michel Grabisch & Agnieszka Rusinowska, 2008. "A model of influence in a social network," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344457_v1, HAL. [Downloadable!]
  31. Christophe Labreuche & Michel Grabisch, 2008. "A value for bi-cooperative games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00308738_v1, HAL. [Downloadable!]
  32. Michel Grabisch & Yukihiko Funaki, 2008. "A coalition formation value for games in partition function form," Documents de travail du Centre d'Economie de la Sorbonne b08076, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  33. Michel Grabisch & Lijue Xie, 2008. "The core of games on distributive lattices : how to share benefits in a hierarchy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344802_v2, HAL. [Downloadable!]
  34. Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic Analysis of the Insurance Linked Securities Index," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00320378_v1, HAL. [Downloadable!]
  35. Mathieu Gatumel & Dominique Guegan, 2008. "Towards an understanding approach of the insurance linked securities market," Documents de travail du Centre d'Economie de la Sorbonne b08006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  36. Dominique Guégan & Justin Leroux, 2008. "Local Lyapunov exponents: Zero plays no role in Forecasting chaotic systems," Cahiers de recherche 08-10, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
  37. Dominique Guegan, 2008. "Effect of noise filtering on predictions : on the routes of chaos," Documents de travail du Centre d'Economie de la Sorbonne b08008, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  38. Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008. "Testing fractional order of long memory processes : a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08012, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  39. Abdou Kâ Diongue & Dominique Guegan, 2008. "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Documents de travail du Centre d'Economie de la Sorbonne b08013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  40. Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Documents de travail du Centre d'Economie de la Sorbonne b08004, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  41. Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Documents de travail du Centre d'Economie de la Sorbonne b08014, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  42. Jing Zhang & Dominique Guegan, 2008. "Pricing bivariate option under GARCH processes with time-varying copula," Documents de travail du Centre d'Economie de la Sorbonne b08015, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  43. Abdou Kâ Diongue & Dominique Guegan, 2008. "The k-factor Gegenbauer asymmetric Power GARCH approach for modelling electricity spot price dynamics," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259225_v1, HAL. [Downloadable!]
  44. Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Documents de travail du Centre d'Economie de la Sorbonne b08082, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  45. Dominique Guegan, 2008. "Non-stationarity and meta-distribution," Documents de travail du Centre d'Economie de la Sorbonne b08026, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  46. Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Documents de travail du Centre d'Economie de la Sorbonne b08027, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  47. Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with seasonal-cyclical long memory models," Documents de travail du Centre d'Economie de la Sorbonne b08035, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  48. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (II) : data and results," Documents de travail du Centre d'Economie de la Sorbonne b08047, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  49. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option pricing under GARCH models with generalized hyperbolic innovations (I) : methodology," Documents de travail du Centre d'Economie de la Sorbonne b08037, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  50. Mathieu Gatumel & Dominique Guegan, 2008. "Dynamic analysis of the insurance linked securities index," Documents de travail du Centre d'Economie de la Sorbonne b08049, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  51. Diongue Abdou Ka & Dominique Guegan, 2008. "Estimation of k-Factor Gigarch Process: A Monte Carlo Study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00375758_v1, HAL. [Downloadable!]
  52. Dominique Guegan & Florian Ielpo, 2008. "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368356_v1, HAL. [Downloadable!]
  53. Dominique Guegan & Pierre-André Maugis, 2008. "Note on new prospects on vines," Documents de travail du Centre d'Economie de la Sorbonne b08095, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  54. Jing Zhang & Dominique Guegan, 2008. "Pricing bivariate option under GARCH processes with time-varying copula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259242_v1, HAL. [Downloadable!]
  55. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option Pricing under GARCH models with Generalized Hyperbolic distribution (II) : Data and Results," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308687_v1, HAL. [Downloadable!]
  56. Dominique Guegan & Justin Leroux, 2008. "Forecasting chaotic systems : the role of local Lyapunov exponents," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259238_v1, HAL. [Downloadable!]
  57. Christophe Chorro & Dominique Guegan & Florian Ielpo, 2008. "Option Pricing under GARCH models with Generalized Hyperbolic innovations (I) : Methodology," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00281585_v1, HAL. [Downloadable!]
  58. Dominique Guegan, 2008. "Effect of noise filtering on predictions : on the routes of chaos," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235448_v1, HAL. [Downloadable!]
  59. Abdou Kâ Diongue & Dominique Guegan, 2008. "Estimation of k-factor GIGARCH process : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235179_v1, HAL. [Downloadable!]
  60. Dominique Guegan, 2008. "Non-stationarity and meta-distribution," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00270708_v1, HAL. [Downloadable!]
  61. Jing Zhang & Dominique Guegan, 2008. "Pricing bivariate option under GARCH processes with time-varying copula," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00286054_v1, HAL. [Downloadable!]
  62. Gilles Dufrenot & Dominique Guegan & Anne Peguin-Feissolle, 2008. "Changing regime volatility: A fractionally integrated SETAR model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185369_v1, HAL. [Downloadable!]
  63. Dominique Guegan & Pierre-André Maugis, 2008. "Note on New Prospects on Vines," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00348884_v1, HAL. [Downloadable!]
  64. Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00277379_v1, HAL. [Downloadable!]
  65. Laurent Ferrara & Dominique Guegan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00283710_v1, HAL. [Downloadable!]
  66. Laurent Ferrara & Dominique Guegan & Zhiping Lu, 2008. "Testing fractional order of long memory processes : a Monte Carlo study," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00259193_v1, HAL. [Downloadable!]
  67. Dominique Guegan & Cyril Caillault, 2008. "Forecasting VaR and Expected shortfall using dynamical Systems : a risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185374_v1, HAL. [Downloadable!]
  68. Lanouar Charfeddine & Dominique Guegan, 2008. "Is it possible to discriminate between different switching regressions models? An empirical investigation," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00368358_v1, HAL. [Downloadable!]
  69. Mathieu Gatumel & Dominique Guegan, 2008. "Towards an understanding approach of the insurance linked securities market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00235354_v1, HAL. [Downloadable!]
  70. Abdou Kâ Diongue & Dominique Guegan & Rodney C. Wolff, 2008. "Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00270719_v1, HAL. [Downloadable!]
  71. Laurent Ferrara & Dominique Guegan & Patrick Rakotomarolahy, 2008. "GDP nowcasting with ragged-edge data : A semi-parametric modelling," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00344839_v1, HAL. [Downloadable!]
  72. Ferrara, L. & Guégan, D., 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Documents de Travail 224, Banque de France. [Downloadable!]

    2007

  1. Monique Florenzano, 2007. "General equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00250167_v1, HAL. [Downloadable!]
  2. Agnieszka Rusinowska & Michel Grabisch, 2007. "Influence Indices," Working Papers 0705, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure. [Downloadable!]
  3. Michel Grabisch & Agnieszka Rusinowska, 2007. "Influence Indices," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00142479_v1, HAL. [Downloadable!]
  4. Michel Grabisch & Fabien Lange, 2007. "Games on lattices, multichoice games and the Shapley value: a new approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00178916_v1, HAL. [Downloadable!]
  5. Lijue Xie & Michel Grabisch, 2007. "The core of bicapacities and bipolar games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187162_v1, HAL. [Downloadable!]
  6. Christophe Labreuche & Michel Grabisch, 2007. "The representation of conditional relative importance between criteria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187184_v1, HAL. [Downloadable!]
  7. Michel Grabisch & Lijue Xie, 2007. "A new approach to the core and Weber set of multichoice games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00267933_v1, HAL. [Downloadable!]
  8. Dominique Guégan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest," Documents de travail du Centre d'Economie de la Sorbonne b07062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  9. Lanouar Charfeddine & Dominique Guégan, 2007. "Which is the best model for the US inflation rate : a structural changes model or a long memory," Documents de travail du Centre d'Economie de la Sorbonne b07061, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  10. Dominique Guégan & Jing Zhang, 2007. "Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market," Documents de travail du Centre d'Economie de la Sorbonne b07057, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  11. Abdou Kâ Diongue & Dominique Guégan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Documents de travail du Centre d'Economie de la Sorbonne b07058, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  12. Dominique Guégan & Florian Ielpo, 2007. "Flexible time series models for subjective distribution estimation with monetary policy in view," Documents de travail du Centre d'Economie de la Sorbonne b07056, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  13. Dominique Guégan, 2007. "Global and local stationary modelling in finance : theory and empirical evidence," Documents de travail du Centre d'Economie de la Sorbonne b07053, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  14. Dominique Guégan, 2007. "Chaos in economics and finance," Documents de travail du Centre d'Economie de la Sorbonne b07054, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  15. Dominique Guégan & Zhiping Lu, 2007. "A note on self-similarity for discrete time series," Documents de travail du Centre d'Economie de la Sorbonne b07055, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne. [Downloadable!]
  16. Dominique Guégan & Justin Leroux, 2007. "Forecasting chaotic systems: The role of local Lyapunov exponents," Cahiers de recherche 07-12, HEC Montréal, Institut d'économie appliquée. [Downloadable!]
  17. Dominique Guegan, 2007. "Chaos in economics and finance," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187885_v1, HAL. [Downloadable!]
  18. Dominique Guegan & Florian Ielpo, 2007. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188331_v1, HAL. [Downloadable!]
  19. Dominique Guegan, 2007. "Global and local stationary modelling in finance : theory and empirical evidence," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187875_v1, HAL. [Downloadable!]
  20. Dominique Guegan & Florian Ielpo, 2007. "Flexible time series models for subjective distribution estimation with monetary policy in view," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188247_v1, HAL. [Downloadable!]
  21. Dominique Guegan & Jing Zhang, 2007. "Pricing bivariate option under GARCH-GH model with dynamic copula : application for Chinese market," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188248_v1, HAL. [Downloadable!]
  22. Abdou Kâ Diongue & Dominique Guegan, 2007. "The Stationary Seasonal Hyperbolic Asymmetric Power ARCH model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179275_v1, HAL. [Downloadable!]
  23. Dominique Guegan, 2007. "La persistance dans les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179269_v1, HAL. [Downloadable!]
  24. Dominique Guegan & Zhiping Lu, 2007. "A note on self-similarity for discrete time series," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187910_v1, HAL. [Downloadable!]
  25. Lanouar Charfeddine & Dominique Guegan, 2007. "Which is the best model for the US inflation rate : a structural changes model or a long memory process ?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188309_v1, HAL. [Downloadable!]
  26. Abdou Kâ Diongue & Dominique Guegan & Bertrand Vignal, 2007. "Forecasting electricity spot market prices with a k-factor GIGARCH process," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00188264_v1, HAL. [Downloadable!]

    2006

  1. Monique Florenzano & Stella Kanellopoulou & Yannis Vailakis, 2006. "Equilibrium of incomplete markets with money and intermediate banking system," Cahiers de la Maison des Sciences Economiques b06068, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  2. Roko Aliprantis & Monique Florenzano & Daniella Puzzello & Rabee Tourky, 2006. "The wedge of arbitrage free prices : anything goes," Cahiers de la Maison des Sciences Economiques b06070, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  3. Monique Florenzano & Pascal Gourdel & Alejandro Jofré, 2006. "Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086819_v1, HAL. [Downloadable!]
  4. Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2006. "Production equilibria," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00092809_v1, HAL. [Downloadable!]
  5. Monique Florenzano & Stella Kanellopoulou & Yiannis Vailakis, 2006. "Equilibrium of incomplete markets with money and intermediate banking system," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00112209_v1, HAL. [Downloadable!]
  6. Monique Florenzano & Elena L. Del Mercato, 2006. "Edgeworth and Lindahl-Foley equilibria of a general equilibrium model with private provision of pure public goods," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085726_v1, HAL. [Downloadable!]
  7. Christophe Labreuche & Michel Grabisch, 2006. "Axiomatization of the Shapley value and power index for bi-cooperative games," Cahiers de la Maison des Sciences Economiques b06023, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  8. Fabien Lange & Michel Grabisch, 2006. "Values on regular games under Kirchhoff's laws," Cahiers de la Maison des Sciences Economiques b06087, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  9. Fabien Lange & Michel Grabisch, 2006. "Values on regular games under Kirchhoff's laws," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00130449_v1, HAL. [Downloadable!]
  10. Michel Grabisch & Fabien Lange, 2006. "Interaction transform for bi-set functions over a finite set," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00186891_v1, HAL. [Downloadable!]
  11. Christophe Labreuche & Michel Grabisch, 2006. "Generalized Choquet-like aggregation functions for handling bipolar scales," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00186907_v1, HAL. [Downloadable!]
  12. Michel Grabisch, 2006. "Evaluation subjective," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179068_v1, HAL. [Downloadable!]
  13. Michel Grabisch, 2006. "Representation of preferences over a finite scale by a mean operator," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179069_v1, HAL. [Downloadable!]
  14. Pedro Miranda & Michel Grabisch & Pedro Gil, 2006. "Dominance of capacities by k-additive belief functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00186905_v1, HAL. [Downloadable!]
  15. Christophe Labreuche & Michel Grabisch, 2006. "Axiomatisation of the Shapley value and power index for bi-cooperative games," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00113340_v1, HAL. [Downloadable!]
  16. Michel Grabisch, 2006. "Capacities and Games on Lattices: A Survey of Result," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179830_v1, HAL. [Downloadable!]
  17. Michel Grabisch, 2006. "Aggregation on bipolar scales," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00187155_v1, HAL. [Downloadable!]
  18. Fabien Lange & Michel Grabisch, 2006. "Values on regular games under Kirchhoff’s laws," Working Paper Series 0807, Budapest Tech, Keleti Faculty of Economics, revised Nov 2008. [Downloadable!]
  19. Dominique Guégan & Jing Zhang, 2006. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Cahiers de la Maison des Sciences Economiques b06090, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  20. Laurent Ferrara & Dominique Guegan, 2006. "Fractional seasonality: Models and Application to Economic Activity in the Euro Area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185370_v1, HAL. [Downloadable!]
  21. Laurent Ferrara & Dominique Guegan, 2006. "Real-time detection of the business cycle using SETAR models," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00185372_v1, HAL. [Downloadable!]
  22. Dominique Guegan & Julien Houdain, 2006. "Hedging tranches index products : illustration of model dependency," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179325_v1, HAL. [Downloadable!]
  23. Dominique Guegan & Jing Zhang, 2006. "Change analysis of dynamic copula for measuring dependence in multivariate financial data," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00189141_v2, HAL. [Downloadable!]
  24. Anne Peguin-Feissolle & Gilles Dufrénot & Dominique Guegan, 2006. "Changing-regime volatility : A fractionally integrated SETAR model," Working Papers halshs-00410540_v1, HAL. [Downloadable!]
  25. Ielpo, Florian & Guégan, Dominique, 2006. "An econometric specification of monetary policy dark art," MPRA Paper 1004, University Library of Munich, Germany, revised 07 Oct 2006. [Downloadable!]
  26. Ielpo, Florian & Guégan, Dominique, 2006. "Further evidence on the impact of economic news on interest rates," MPRA Paper 3425, University Library of Munich, Germany, revised Jun 2007. [Downloadable!]

    2005

  1. Nguyen Manh Hung & San Nguyen Van, 2005. "The Lagrange multipliers and existence of competitive equilibrium in an intertemporal model with endogenous leisure," Cahiers de la Maison des Sciences Economiques b05041, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  2. Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2005. "Linear and non-linear price decentralization," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086101_v1, HAL. [Downloadable!]
  3. Agnès Rico & Michel Grabisch & Christophe Labreuche & Alain Chateauneuf, 2005. "Preference modelling on totally ordered sets by the Sugeno integral," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00268984_v1, HAL. [Downloadable!]
  4. Pedro Miranda & Michel Grabisch & Pedro Gil, 2005. "Axiomatic structure of k-additive capacities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00188165_v1, HAL. [Downloadable!]
  5. Michel Grabisch, 2005. "Une approche constructive de la décision multicritère," Post-Print halshs-00268356_v1, HAL. [Downloadable!]
  6. Dominique Guegan, 2005. "How can we define the concept of long memory ? An econometric survey," Post-Print halshs-00179343_v1, HAL. [Downloadable!]
  7. Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching models : real or spurious long memory ?," Cahiers de la Maison des Sciences Economiques b05100, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  8. Dominique Guegan & Sophie A. Ladoucette, 2005. "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices," Cahiers de la Maison des Sciences Economiques b05101, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  9. Dominique Guegan & Kebira Hoummyia, 2005. "De-noising with wavelets method in chaotic time series: application in climatology, energy and finance," Post-Print halshs-00180873_v1, HAL. [Downloadable!]
  10. Raymond Brummelhuis & Dominique Guegan, 2005. "Multi-period conditional distribution functions for heteroscedastic models with applications to VaR," Post-Print halshs-00179336_v1, HAL. [Downloadable!]
  11. Cyril Caillault & Dominique Guegan, 2005. "Empirical Estimation of Tail Dependence Using Copulas. Application to Asian Markets," Post-Print halshs-00180865_v1, HAL. [Downloadable!]
  12. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Post-Print halshs-00179285_v1, HAL. [Downloadable!]
  13. Nicolas Huck & Dominique Guegan, 2005. "On the use of nearest neighbors in finance," Post-Print halshs-00180858_v1, HAL. [Downloadable!]
  14. Dominique Guegan & Laurent Ferrara, 2005. "Detection of the Industrial Business Cycle using SETAR models," Post-Print halshs-00201309_v1, HAL. [Downloadable!]
  15. Dominique Guegan & Sophie A. Ladoucette, 2005. "Dependence modelling of the joint extremes in a portfolio using Archimedean copulas : application to MSCI indices," Post-Print halshs-00189214_v1, HAL. [Downloadable!]
  16. Aliou Diop & Dominique Guegan, 2005. "tail behavior of a threshold autoregressive stochastic volatility model," Post-Print halshs-00188530_v1, HAL. [Downloadable!]
  17. Dominique Guegan & Stéphanie Rioublanc, 2005. "Regime switching models : real or spurious long memory ?," Post-Print halshs-00189208_v1, HAL. [Downloadable!]
  18. Gilles Dufrénot & Dominique Guegan & Anne Peguin-Feissolle, 2005. "Long-memory dynamics in a SETAR model - Applications to stock markets," Post-Print halshs-00179339_v1, HAL. [Downloadable!]
  19. Ferrara, Laurent & Guégan, Dominique, 2005. "Detection of the industrial business cycle using SETAR models," MPRA Paper 4389, University Library of Munich, Germany. [Downloadable!]

    2004

  1. Mhand Hifi & Slim Sadfi & Abdelkader Sbihi, 2004. "An exact algorithm for the multiple-choice multidimensional knapsack problem," Cahiers de la Maison des Sciences Economiques b04024, Université Panthéon-Sorbonne (Paris 1).
  2. Monique Florenzano & Elena Laureana Del Mercato, 2004. "Edgeworth and Lindahl-Foley equilibria of a general equilibrium model with private provision of pure public goods," Cahiers de la Maison des Sciences Economiques b04082, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  3. Charalambos D. Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "Equilibria in production economies," Cahiers de la Maison des Sciences Economiques b04116, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  4. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086096_v1, HAL. [Downloadable!]
  5. Charalambos Aliprantis & Monique Florenzano & Rabee Tourky, 2004. "General equilibrium analysis in ordered topological vector spaces," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086791_v1, HAL. [Downloadable!]
  6. Charalambos Aliprantis & Monique Florenzano & Victor-Filipe Martins-Da-Rocha & Rabee Tourky, 2004. "Equilibrium analysis in financial markets with countably many securities," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00086810_v1, HAL. [Downloadable!]
  7. Dieter Denneberg & Michel Grabisch, 2004. "Measure and integral with purely ordinal scales," Post-Print hal-00272078_v1, HAL. [Downloadable!]
  8. Michel Grabisch, 2004. "The Möbius transform on symmetric ordered structures and its application to capacities on finite sets," Post-Print hal-00188158_v1, HAL. [Downloadable!]
  9. Michel Grabisch & Christophe Labreuche, 2004. "Fuzzy measures and integrals in MCDA," Post-Print halshs-00268985_v1, HAL. [Downloadable!]
  10. Michel Grabisch & Pedro Miranda, 2004. "p-symmetric bi-capacities," Post-Print halshs-00188173_v1, HAL. [Downloadable!]
  11. Michel Grabisch & Bernard De Baets & Janos Fodor, 2004. "The quest for rings on bipolar scales," Post-Print hal-00271217_v1, HAL. [Downloadable!]
  12. Zaier Aouani, 2004. "Exact capacities and star shaped distorted probabilities," Cahiers de la Maison des Sciences Economiques b04117, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  13. Dominique Guegan, 2004. "How Can We Define the Long Memory Concept? An Econometric Survey," Econometric Society 2004 Australasian Meetings 361, Econometric Society.
  14. Jerome J Collet & Dominique Guegan, 2004. "Another Characterization of Long Memory Behavior," Econometric Society 2004 Australasian Meetings 359, Econometric Society.
  15. Aliou Diop & Dominique Guegan, 2004. "Asymptotic Behavior for the Extreme Values of a Linear Regression Model," Post-Print halshs-00188532_v1, HAL. [Downloadable!]
  16. Abdou Kâ Diongue & Dominique Guegan, 2004. "Estimating parameters for a k-GIGARCH process," Post-Print halshs-00188531_v1, HAL. [Downloadable!]
  17. Dominique Guegan & Abdou Kâ Diongue & Bertrand Vignal, 2004. "A k- factor GIGARCH process : estimation and application to electricity market spot prices," Post-Print halshs-00188533_v1, HAL. [Downloadable!]
  18. Guégan D., 2004. "How Can We Define The Concept of Long Memory? An Econometric Survey," School of Economics and Finance Discussion Papers and Working Papers Series 178, School of Economics and Finance, Queensland University of Technology. [Downloadable!]

    2003

  1. Charalambos D. Apliprantis & Monique Florenzano & Rabee Tourky, 2003. "Linear And Non-Linear Price Decentralization," Department of Economics - Working Papers Series 867, The University of Melbourne. [Downloadable!]
  2. Michel Grabisch & Christophe Labreuche & Jean-Claude Vansnick, 2003. "On the Extension of Pseudo-Boolean Functions for the Aggregation of Interacting Criteria," Post-Print hal-00272780_v1, HAL. [Downloadable!]
  3. Christophe Labreuche & Michel Grabisch, 2003. "The Choquet integral for the aggregation of interval scales in multicriteria decision making," Post-Print hal-00272090_v1, HAL. [Downloadable!]
  4. Michel Grabisch, 2003. "The Symmetric Sugeno Integral," Post-Print hal-00272084_v1, HAL. [Downloadable!]
  5. Dominique Guegan, 2003. "A prospective study of the k-factor Gegenbauer processes with heteroscedastic errors and an application to inflation rates," Post-Print halshs-00201314_v1, HAL. [Downloadable!]
  6. Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, EconWPA. [Downloadable!]
  7. Aliou Diop & Dominique Guegan, 2003. "Extreme Distribution of a Generalized Stochastic Volatility Model," Post-Print halshs-00188535_v1, HAL. [Downloadable!]
  8. Dominique Guegan & D. Bosq & Delphine Blanke, 2003. "Modelization and Nonparametric estimation for a dynamical system with noise," Post-Print halshs-00201315_v1, HAL. [Downloadable!]

    2002

  1. Pedro Miranda & Michel Grabisch & Pedro Gil, 2002. "p-symmetric fuzzy measures," Post-Print hal-00273960_v1, HAL. [Downloadable!]
  2. Michel Grabisch & Christophe Labreuche, 2002. "The Symmetric and Asymmetric Choquet integrals on finite spaces fordecision making," Post-Print halshs-00273184_v1, HAL. [Downloadable!]
  3. Michel Grabisch & Jacques Duchêne & Frédéric Lino & Patrice Perny, 2002. "Subjective Evaluation of Discomfort in Sitting Positions," Post-Print halshs-00273179_v1, HAL. [Downloadable!]
  4. Dominique Guegan & Sophie A. Ladoucette, 2002. "Extreme values of particular nonlinear processes," Post-Print halshs-00201320_v1, HAL. [Downloadable!]
  5. Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "Une mesure de la persistance dans les indices boursiers," Documents de Travail 94, Banque de France. [Downloadable!]
  6. Avouyi-Dovi, S. & Guégan, D. & Ladoucette, S., 2002. "What is the Best Approach to Measure the Interdependence between Different Markets?," Documents de Travail 95, Banque de France. [Downloadable!]

    2000

  1. Hifi, M. & Sadfi, S. & Sbihi, A., 2000. "Efficient Algorithms for the Knapsack Sharing Problem," Papiers d'Economie Mathématique et Applications 2000.122, Université Panthéon-Sorbonne (Paris 1).
  2. Allouch, N. & Florenzano, M., 2000. "Edgeworth and Walras Equilibria of an Arbitrage-Free Exchange Economy," Papiers d'Economie Mathématique et Applications 2000.119, Université Panthéon-Sorbonne (Paris 1).
  3. Florenzano, M. & Marakulin, V., 2000. "Production equilibria in vector lattices : a general approach," Papiers d'Economie Mathématique et Applications 2000.79, Université Panthéon-Sorbonne (Paris 1).
  4. Monique Florenzano & Valeri Marakulin, 2000. "Production Equilibria in Vector Lattices," Econometric Society World Congress 2000 Contributed Papers 1396, Econometric Society. [Downloadable!]

    1999

  1. Bottazzi, J.-M., 1999. "Incomplete Markets : "Financial Engineering" of Transverse Asset Structures," Papiers d'Economie Mathématique et Applications 1999-64, Université Panthéon-Sorbonne (Paris 1).
  2. Bottazzi, J.-M. & Meddeb, M., 1999. "On Generically Complete Markets With an Open-Ended Horizon," Papiers d'Economie Mathématique et Applications 1999.83, Université Panthéon-Sorbonne (Paris 1).
  3. Aspandilarov, S. & Bottazzi, J.-M., 1999. "The Interest Rate/FX Arbitrage Under Peg Regime: a Duffie Singleton Approach," Papiers d'Economie Mathématique et Applications 1999.80, Université Panthéon-Sorbonne (Paris 1).
  4. Florenzano, M., 1999. "General Equilibrium of FDinancial Markets: An Introduction," Papiers d'Economie Mathématique et Applications 1999.76, Université Panthéon-Sorbonne (Paris 1).
  5. Monique Florenzano, 1999. "General equilibrium of financial markets," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00085543_v1, HAL. [Downloadable!]
  6. Chauveau, T. & Damon, J. & Guegan, D., 1999. "Testing for Non-Linearity in Intra-Day Financial Series : The Cases of Two French Stocks," Papers 1999-06/fi, Caisse des Depots et Consignations - Cahiers de recherche.

    1998

  1. Grabisch, M. & Marichal, J.-L. & Roubens, M., 1998. "Equivalent Representations of a Set Function with Applications to Game Theory and Multicriteria Decision Making," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9801, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.
  2. Grabisch, M. & Roubens, M., 1998. "An Axiomatic Approach to the Concept of Interaction Among Players in Cooperative Games," Liege - Groupe d'Etude des Mathematiques du Management et de l'Economie 9818, UNIVERSITE DE LIEGE, Faculte d'economie, de gestion et de sciences sociales, Groupe d'Etude des Mathematiques du Management et de l'Economie.

    1997

  1. Ben-El-Mechaiekh, H. & Chebbi, S. & Florenzano, M. & Llinares, J.-V., 1997. "Abstract Convexity and Fixed Points," Papiers d'Economie Mathématique et Applications 97.87, Université Panthéon-Sorbonne (Paris 1).
  2. Florenzano, Monique & Deghdak, Messaoud, 1997. "Decentralizing edgeworth equilibria in economies with many commodities," CEPREMAP Working Papers (Couverture Orange) 9721, CEPREMAP.

    1996

  1. Ben-El-Mechaiekh, H & Chebbi, S & Florenzano, M, 1996. "A Nonlinear Alternative for Approximable Maps : A Simple Proof," Papiers d'Economie Mathématique et Applications 96.45, Université Panthéon-Sorbonne (Paris 1).
  2. Florenzano, Monique & Moreno Garcia, Emma, 1996. "Linear exchange economies with a continuum of agents," CEPREMAP Working Papers (Couverture Orange) 9609, CEPREMAP.

    1994

  1. Florenzano, M. & Gourdel, P., 1994. "Incomplete Markets in Infinite Horizon: Debt Constraints Versus Node Prices," Papiers d'Economie Mathématique et Applications 94.76, Université Panthéon-Sorbonne (Paris 1).

    1993

  1. Jean-Marc Bottazzi & Thorsten Hens, 1993. "Excess Demand with Incomplete Markets," Discussion Paper Serie A 421, University of Bonn, Germany.
  2. Florenzano, Monique & Gourdel, Pascal, 1993. "Incomplete markets in infinite horizon : debt constraints versus node prices," CEPREMAP Working Papers (Couverture Orange) 9329, CEPREMAP.
  3. Florenzano, Monique & Gourdel, Pascal, 1993. "T-period economies with incomplete markets," CEPREMAP Working Papers (Couverture Orange) 9312, CEPREMAP.

    1992

  1. Cherif, I. & Deghdak, M. & Florenzano, M., 1992. "Existence of Equilibria in the Overlapping Generations Model; the Nontransitive Case," Papiers d'Economie Mathématique et Applications 92-19, Université Panthéon-Sorbonne (Paris 1).
  2. Florenzano Monique & Cherif, Imed & Deghdak M, 1992. "Existence of equilibria in the overlapping generations model. the nontransitive case," CEPREMAP Working Papers (Couverture Orange) 9205, CEPREMAP.

    1991

  1. Florenzano Monique, 1991. "Quasiequilibria in abstract economies application to the overlapping generations models," CEPREMAP Working Papers (Couverture Orange) 9117, CEPREMAP.
  2. Florenzano Monique & Cherif, Imed, 1991. "Existence de l'équilibre dans un modèle à générations," CEPREMAP Working Papers (Couverture Orange) 9116, CEPREMAP.

    1990

  1. Florenzano Monique, 1990. "Markets with countably many periods," CEPREMAP Working Papers (Couverture Orange) 9019, CEPREMAP.

    1988

  1. Abdou, J. & Mertens, J.-F., 1988. "Correlated effectivity functions," CORE Discussion Papers 1988023, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  2. Dana Rose-anne & Florenzano Monique & Le Van Cuong & Levy Dominique, 1988. "Asymptotic properties of a leontief economy," CEPREMAP Working Papers (Couverture Orange) 8814, CEPREMAP.
  3. Florenzano Monique, 1988. "Edgeworth equilibria, fuzzy core and equilibria of a production economy without ordered preferences," CEPREMAP Working Papers (Couverture Orange) 8822, CEPREMAP.

    1987

  1. Florenzano Monique & Dana Rose-anne & Le Van Cuong & Levy Dominique, 1987. "Production prices and general equilibrium prices : a long-run property of a leontief economy with an unlimited supply of labour," CEPREMAP Working Papers (Couverture Orange) 8734, CEPREMAP.
  2. Florenzano Monique, 1987. "On the non-emptiness of the core of a coalitional production economy without ordered preferences," CEPREMAP Working Papers (Couverture Orange) 8733, CEPREMAP.
  3. Florenzano Monique, 1987. "Equilibrium in a production economy on an infinite dimensional commodity space. a unifying approach," CEPREMAP Working Papers (Couverture Orange) 8740, CEPREMAP.

    1986

  1. Florenzano Monique & Le Van Cuong, 1986. "Gale-nikaido-debreu lemma and the existence of general equilibrium (the)," CEPREMAP Working Papers (Couverture Orange) 8603, CEPREMAP.

    1984

  1. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Lévy, Dominique, 1984. "Production prices and general equilibrium prices," CEPREMAP Working Papers (Couverture Orange) 8422, CEPREMAP.

    1982

  1. Florenzano Monique, 1982. "On the existence of equilibria in economies with an infinite dimensional commodity space," CEPREMAP Working Papers (Couverture Orange) 8217, CEPREMAP.

    1980

  1. Florenzano Monique & Geistdoerfer Monique, 1980. "Equilibre économique général transitif et intransitif (l'). problèmes d'existence," CEPREMAP Working Papers (Couverture Orange) 8004, CEPREMAP.
  2. Florenzano Monique & Geistdoerfer Monique, 1980. "Quasi-equilibrium in abstract economics without ordered preferences," CEPREMAP Working Papers (Couverture Orange) 8019, CEPREMAP.

    Undated

  1. Dominique Guegan ; F, Lisi, . "Predictive Dimension : An Alternative Definition of the Embedding Dimension," Working Papers 97-49, Centre de Recherche en Economie et Statistique. [Downloadable!]
  2. Dominique Guegan ; Rolf Tschernig, . "Prédiction of Chaotic Time Series in the Presence of Measurement Error : The Importance of Initial Conditions," Working Papers 98-02, Centre de Recherche en Economie et Statistique. [Downloadable!]
  3. Dominique Guegan ; Jean-Marc Nguyen, . "The Multivariate Threshold Model -An Alternative to Detect Breaks and Hidden Cycles on Real Data," Working Papers 98-39, Centre de Recherche en Economie et Statistique. [Downloadable!]
  4. Denis Bosq ; Dominique Guegan ; Guillaume Leorat, . "Statistical Estimation of the Embedding Dimension of a Dynamic System," Working Papers 98-03, Centre de Recherche en Economie et Statistique. [Downloadable!]
  5. Laurent Ferrara ; Dominique Guegan, . "Analyse d’Intervention et Prévisions. Problématique et Application à des données de la RATP," Working Papers 98-42, Centre de Recherche en Economie et Statistique. [Downloadable!]
  6. Delphine Blanke ; Denis Bosq ; Dominique Guegan, . "Modelization and Nonparametric Estimation for a Dynamical System with Noise," Working Papers 98-57, Centre de Recherche en Economie et Statistique. [Downloadable!]
  7. Laurent Ferrara ; Dominique Guegan, . "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Centre de Recherche en Economie et Statistique. [Downloadable!]

Journal articles

    2010

  1. Miranda, Pedro & Grabisch, Michel, 2010. "k-Balanced games and capacities," European Journal of Operational Research, Elsevier, vol. 200(2), pages 465-472, January. [Downloadable!] (restricted)

    2009

  1. Michel Grabisch & Agnieszka Rusinowska, 2009. "Measuring influence in command games," Social Choice and Welfare, Springer, vol. 33(2), pages 177-209, August. [Downloadable!] (restricted)
  2. Cyril Caillault, Dominique Guégan, 2009. "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, Lille Graduate School of Management, vol. 6(1), pages 26-50, April. [Downloadable!]

    2008

  1. Grabisch, Michel & Kojadinovic, Ivan & Meyer, Patrick, 2008. "A review of methods for capacity identification in Choquet integral based multi-attribute utility theory: Applications of the Kappalab R package," European Journal of Operational Research, Elsevier, vol. 186(2), pages 766-785, April. [Downloadable!] (restricted)
  2. Michel Grabisch, 2008. "Comments on: Transversality of the Shapley value," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer, vol. 16(1), pages 44-47, July. [Downloadable!] (restricted)
  3. Honda, Aoi & Grabisch, Michel, 2008. "An axiomatization of entropy of capacities on set systems," European Journal of Operational Research, Elsevier, vol. 190(2), pages 526-538, October. [Downloadable!] (restricted)
  4. Chateauneuf, A. & Grabisch, M. & Rico, A., 2008. "Modeling attitudes toward uncertainty through the use of the Sugeno integral," Journal of Mathematical Economics, Elsevier, vol. 44(11), pages 1084-1099, December. [Downloadable!] (restricted)
  5. Aouani, Zaier & Chateauneuf, Alain, 2008. "Exact capacities and star-shaped distorted probabilities," Mathematical Social Sciences, Elsevier, vol. 56(2), pages 185-194, September. [Downloadable!] (restricted)
  6. Laurent Ferrara & Dominique Guégan, 2008. "Business surveys modelling with Seasonal-Cyclical Long Memory models," Economics Bulletin, Economics Bulletin, vol. 3(29), pages 1-10. [Downloadable!]
  7. Zhang, J. & Guégan, D., 2008. "Pricing bivariate option under GARCH processes with time-varying copula," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1095-1103, June. [Downloadable!] (restricted)

    2007

  1. Diongue, Abdou Kâ & Guégan, Dominique, 2007. "The stationary seasonal hyperbolic asymmetric power ARCH model," Statistics & Probability Letters, Elsevier, vol. 77(11), pages 1158-1164, June. [Downloadable!] (restricted)

    2006

  1. MONIQUE FLORENZANO & ELENA L. del MERCATO, 2006. "Edgeworth and Lindahl-Foley equilibria of a General Equilibrium Model with Private Provision of Pure Public Goods," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 8(5), pages 713-740, December. [Downloadable!] (restricted)
  2. Monique Florenzano & Pascal Gourdel & Alejandro Jofré, 2006. "Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies," Economic Theory, Springer, vol. 29(3), pages 549-564, November. [Downloadable!] (restricted)
  3. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2006. "Production equilibria," Journal of Mathematical Economics, Elsevier, vol. 42(4-5), pages 406-421, August. [Downloadable!] (restricted)
  4. Grabisch, Michel, 2006. "Representation of preferences over a finite scale by a mean operator," Mathematical Social Sciences, Elsevier, vol. 52(2), pages 131-151, September. [Downloadable!] (restricted)
  5. Labreuche, Christophe & Grabisch, Michel, 2006. "Generalized Choquet-like aggregation functions for handling bipolar scales," European Journal of Operational Research, Elsevier, vol. 172(3), pages 931-955, August. [Downloadable!] (restricted)
  6. Miranda, Pedro & Grabisch, Michel & Gil, Pedro, 2006. "Dominance of capacities by k-additive belief functions," European Journal of Operational Research, Elsevier, vol. 175(2), pages 912-930, December. [Downloadable!] (restricted)

    2005

  1. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2005. "Linear and non-linear price decentralization," Journal of Economic Theory, Elsevier, vol. 121(1), pages 51-74, March. [Downloadable!] (restricted)
  2. Miranda, P. & Grabisch, M. & Gil, P., 2005. "Axiomatic structure of k-additive capacities," Mathematical Social Sciences, Elsevier, vol. 49(2), pages 153-178, March. [Downloadable!] (restricted)
  3. Cyril Caillault & Dominique Guégan, 2005. "Empirical estimation of tail dependence using copulas: application to Asian markets," Quantitative Finance, Taylor and Francis Journals, vol. 5(5), pages 489-501, October. [Downloadable!] (restricted)
  4. D. Guégan & L. Mercier, 2005. "Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data," European Journal of Finance, Taylor and Francis Journals, vol. 11(2), pages 137-150, April. [Downloadable!] (restricted)
  5. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Long-memory dynamics in a SETAR model - applications to stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 391-406, December. [Downloadable!] (restricted)
  6. Dufrenot, Gilles & Guegan, Dominique & Peguin-Feissolle, Anne, 2005. "Modelling squared returns using a SETAR model with long-memory dynamics," Economics Letters, Elsevier, vol. 86(2), pages 237-243, February. [Downloadable!] (restricted)

    2004

  1. Aliprantis, C. D. & Florenzano, M. & Martins-da-Rocha, V. F. & Tourky, R., 2004. "Equilibrium analysis in financial markets with countably many securities," Journal of Mathematical Economics, Elsevier, vol. 40(6), pages 683-699, September. [Downloadable!] (restricted)
  2. Aliprantis, Charalambos D. & Florenzano, Monique & Tourky, Rabee, 2004. "General equilibrium analysis in ordered topological vector spaces," Journal of Mathematical Economics, Elsevier, vol. 40(3-4), pages 247-269, June. [Downloadable!] (restricted)
  3. Nizar Allouch & Monique Florenzano, 2004. "Edgeworth and Walras equilibria of an arbitrage-free exchange economy," Economic Theory, Springer, vol. 23(2), pages 353-370, January. [Downloadable!] (restricted)

    2003

  1. Abdou, Joseph & Keiding, Hans, 2003. "On necessary and sufficient conditions for solvability of game forms," Mathematical Social Sciences, Elsevier, vol. 46(3), pages 243-260, December. [Downloadable!] (restricted)
  2. Bottazzi, Jean-Marc & De Meyer, Bernard, 2003. "A market game for assets and taxed investors," Journal of Mathematical Economics, Elsevier, vol. 39(5-6), pages 657-675, July. [Downloadable!] (restricted)
  3. Grabisch, Michel & Labreuche, Christophe & Vansnick, Jean-Claude, 2003. "On the extension of pseudo-Boolean functions for the aggregation of interacting criteria," European Journal of Operational Research, Elsevier, vol. 148(1), pages 28-47, July. [Downloadable!] (restricted)
  4. D. Blanke & D. Bosq & D. Guégan, 2003. "Modelization and Nonparametric Estimation for Dynamical Systems with Noise," Statistical Inference for Stochastic Processes, Springer, vol. 6(3), pages 267-290, October. [Downloadable!] (restricted)

    2002

  1. Jean-Marc Bottazzi, 2002. "research articles : Incomplete markets: transverse financial structures," Economic Theory, Springer, vol. 20(1), pages 67-82. [Downloadable!] (restricted)
  2. Michel Grabisch & Christophe Labreuche, 2002. "The symmetric and asymmetric Choquet integrals on finite spaces for decision making," Statistical Papers, Springer, vol. 43(1), pages 37-52, January. [Downloadable!] (restricted)

    2001

  1. Florenzano, Monique & Gourdel, Pascal & Pascoa, Mario Rui, 2001. "Overlapping generations models with incomplete markets," Journal of Mathematical Economics, Elsevier, vol. 36(3), pages 201-218, December. [Downloadable!] (restricted)
  2. Monique Florenzano & Emma Moreno-García, 2001. "Linear exchange economies with a continuum of agents," Spanish Economic Review, Springer, vol. 3(4), pages 253-272. [Downloadable!] (restricted)
  3. Ferrara, Laurent & Guegan, Dominique, 2001. "Forecasting with k-Factor Gegenbauer Processes: Theory and Applications," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 20(8), pages 581-601, December.

    2000

  1. Abdou, J., 2000. "Exact stability and its applications to strong solvability," Mathematical Social Sciences, Elsevier, vol. 39(3), pages 263-275, May. [Downloadable!] (restricted)

    1999

  1. Messaoud Deghdak & Monique Florenzano, 1999. "research articles : Decentralizing Edgeworth equilibria in economies with many commodities," Economic Theory, Springer, vol. 14(2), pages 297-310. [Downloadable!] (restricted)
  2. Marc Roubens & Michel Grabisch, 1999. "An axiomatic approach to the concept of interaction among players in cooperative games," International Journal of Game Theory, Springer, vol. 28(4), pages 547-565. [Downloadable!] (restricted)

    1998

  1. Abdou, J., 1998. "Tight and Effectively Rectangular Game Forms: A Nash Solvable Class," Games and Economic Behavior, Elsevier, vol. 23(1), pages 1-11, April. [Downloadable!] (restricted)
  2. Bottazzi, Jean-Marc & Hens, Thorsten & Loffler, Andreas, 1998. "Market Demand Functions in the Capital Asset Pricing Model," Journal of Economic Theory, Elsevier, vol. 79(2), pages 192-206, April. [Downloadable!] (restricted)
  3. Bisaglia, Luisa & Guegan, Dominique, 1998. "A comparison of techniques of estimation in long-memory processes," Computational Statistics & Data Analysis, Elsevier, vol. 27(1), pages 61-81, March. [Downloadable!] (restricted)

    1997

  1. Dominique Guegan, Guillaume Leorat, 1997. "Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate," European Journal of Finance, Taylor and Francis Journals, vol. 3(3), pages 231-242, September. [Downloadable!] (restricted)

    1996

  1. Bottazzi, Jean-Marc & Hens, Thorsten, 1996. "Excess Demand Functions and Incomplete Markets," Journal of Economic Theory, Elsevier, vol. 68(1), pages 49-63, January. [Downloadable!] (restricted)
  2. Grabisch, Michel, 1996. "The application of fuzzy integrals in multicriteria decision making," European Journal of Operational Research, Elsevier, vol. 89(3), pages 445-456, March. [Downloadable!] (restricted)
  3. Guegan, Dominique & Wandji, Joseph Ngatchou, 1996. "Power of the Lagrange multiplier test for certain subdiagonal bilinear models," Statistics & Probability Letters, Elsevier, vol. 29(3), pages 201-212, September. [Downloadable!] (restricted)

    1995

  1. Abdou, J, 1995. "Nash and Strongly Consistent Two-Player Game Forms," International Journal of Game Theory, Springer, vol. 24(4), pages 345-56.
  2. Bottazzi, Jean-Marc, 1995. "Existence of equilibria with incomplete markets: The case of smooth returns," Journal of Mathematical Economics, Elsevier, vol. 24(1), pages 59-72. [Downloadable!] (restricted)
  3. Bosq, D. & Guégan, D., 1995. "Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system," Statistics & Probability Letters, Elsevier, vol. 25(3), pages 201-212, November. [Downloadable!] (restricted)

    1994

  1. Abdou, J., 1994. "Strongly consistent two-player game forms," Economics Letters, Elsevier, vol. 44(4), pages 377-380, April. [Downloadable!] (restricted)
  2. Bottazzi, Jean-Marc, 1994. "Accessibility of Pareto optima by Walrasian exchange processes," Journal of Mathematical Economics, Elsevier, vol. 23(6), pages 585-603, November. [Downloadable!] (restricted)
  3. Florenzano, Monique & Gourdel, Pascal, 1994. "T-period economies with incomplete markets," Economics Letters, Elsevier, vol. 44(1-2), pages 91-97. [Downloadable!] (restricted)
  4. Cherif, Imed & Deghdak, Messaoud & Florenzano, Monique, 1994. "Existence of Equilibria in the Overlapping Generations Model: The Nontransitive Case," Economic Theory, Springer, vol. 4(2), pages 217-35, March.
  5. Pham, Dinh Tuan & Guégan, Dominique, 1994. "Asymptotic normality of the discrete Fourier transform of long memory time series," Statistics & Probability Letters, Elsevier, vol. 21(4), pages 299-309, November. [Downloadable!] (restricted)

    1991

  1. Abdou, Joseph, 1991. "Maxmin and minmax for coalitional game forms," Games and Economic Behavior, Elsevier, vol. 3(3), pages 267-277, August. [Downloadable!] (restricted)
  2. Florenzano, Monique, 1991. "Markets with countably many periods," Economics Letters, Elsevier, vol. 36(3), pages 233-238, July. [Downloadable!] (restricted)

    1989

  1. Abdou, J. & Mertens, J. -F., 1989. "Correlated effectivity functions," Economics Letters, Elsevier, vol. 30(2), pages 97-101, August. [Downloadable!] (restricted)
  2. Dana, Rose-Anne & Florenzano, Monique & Le Van, Cuong & Levy, Dominique, 1989. "Production prices and general equilibrium prices : A long-run property of a Leontief economy," Journal of Mathematical Economics, Elsevier, vol. 18(3), pages 263-280, June. [Downloadable!] (restricted)
  3. Dana, Rose-Anne & Florenzano, Monique & Levan, Cuong & Levy, Dominique, 1989. "Asymptotic properties of a Leontief economy," Journal of Economic Dynamics and Control, Elsevier, vol. 13(4), pages 553-568, October. [Downloadable!] (restricted)

    1988

  1. Abdou, J, 1988. "Neutral Veto Correspondences with a Continuum of Alternatives," International Journal of Game Theory, Springer, vol. 17(2), pages 135-64.

    1987

  1. Abdou, Joseph, 1987. "Stable effectivity functions with an infinity of players and alternatives," Journal of Mathematical Economics, Elsevier, vol. 16(3), pages 291-295, June. [Downloadable!] (restricted)
  2. Florenzano, Monique, 1987. "On an extension of the Gale-Nikaido-Debreu lemma," Economics Letters, Elsevier, vol. 25(1), pages 51-53. [Downloadable!] (restricted)

    1986

  1. Florenzano, Monigue & Le Van, Cuong, 1986. "A note on the Gale-Nikaido-Debreu lemma and the existence of general equilibrium," Economics Letters, Elsevier, vol. 22(2-3), pages 107-110. [Downloadable!] (restricted)

    1983

  1. Florenzano, Monique, 1983. "On the existence of equilibria in economies with an infinite dimensional commodity space," Journal of Mathematical Economics, Elsevier, vol. 12(3), pages 207-219, December. [Downloadable!] (restricted)

    1982

  1. Geistdoerfer-Florenzano, Monique, 1982. "The gale-nikaido-debreu lemma and the existence of transitive equilibrium with or without the free-disposal assumption," Journal of Mathematical Economics, Elsevier, vol. 9(1-2), pages 113-134, January. [Downloadable!] (restricted)
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