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Christian de Peretti

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This is information that was supplied by Christian de Peretti in registering through RePEc. If you are Christian de Peretti , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Christian
Middle Name:
Last Name: de Peretti
Suffix:

RePEc Short-ID: pde507

Email:
Homepage: http://isfa.univ-lyon1.fr/laboratoire-saf/membres-permanents-38-1.html
Postal Address: 36 avenue Guy de Collongue F-69134 Ecully cedex France.
Phone: +33 (0)4 72 18 63 34

Affiliation

Institut de Science Financière et d'Assurances (École ISFA)
Université Claude Bernard (Lyon 1)
Location: Lyon, France
Homepage: http://isfa.univ-lyon1.fr/
Email:
Phone: + 33 4 37 28 74 30
Fax: +33 4 37 28 76 32
Postal: 50 avenue Tony Garnier, F-69700 Lyon
Handle: RePEc:edi:isly1fr (more details at EDIRC)

Works

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Working papers

  1. Christian de Peretti & Carole Siani & Mario Cerrato, 2010. "A Bootstrap Neural Network Based Heterogeneous Panel Unit Root Test: Application to Exchange Rates," Working Papers 2010_05, Business School - Economics, University of Glasgow.
  2. Christian De Peretti & Carole Siani, 2008. "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: A Gap in the Literature? A New Proposal," Documents de recherche 08-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  3. Christian De Peretti & Carole Siani, 2008. "Confidence Region for long memory based on Inverting Bootstrap Tests: an application to Stock Market Indices," Documents de recherche 08-02, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
  4. Mario Cerrato & Christian de Peretti & Chris Stewart, 2008. "Is the consumption-income ratio stationary? Evidence from a nonlinear panel unit root test for OECD and non-OECD countries," Working Papers 2008_27, Business School - Economics, University of Glasgow.
  5. Cerrato, Mario & de Peretti, Christian & Stewart, Chris, 2008. "Is the consumption-income ratio stationary? Evidence from linear and nonlinear panel unit root tests for OECD and non-OECD countries," SIRE Discussion Papers 2008-46, Scottish Institute for Research in Economics (SIRE).
  6. Mario Cerrato & Christian de Peretti & Nick Sarantis, 2008. "A Nonlinear Panel Unit Root Test under Cross Section Dependence," Working Papers 2008_08, Business School - Economics, University of Glasgow.
  7. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.
  8. Christian de Peretti & Carole Siani, 2006. "Graphical Methods for Investigating the Finite-sample Properties of Confidence Regions: an application to long memory," Computing in Economics and Finance 2006 304, Society for Computational Economics.
  9. Giovanni Urga & Christian de Peretti, 2004. "Stopping Tests in the Sequential Estimation for Multiple Structural Breaks," Econometric Society 2004 Latin American Meetings 320, Econometric Society.
  10. Christian de Peretti, 2002. "unilateral and bilateral bootstrap tests for long memory," Computing in Economics and Finance 2002 334, Society for Computational Economics.

Articles

  1. Mohamed Rochdi Keffala & Christian de Peretti, 2013. "Effect of the Use of Derivative Instruments on Accounting Risk: Evidence from Banks in Emerging and Recently Developed Countries," Annals of Economics and Finance, Society for AEF, vol. 14(1), pages 169-178, May.
  2. Mario Cerrato & Christian De Peretti & Chris Stewart, 2013. "Is The Consumption–Income Ratio Stationary? Evidence From Linear And Non-Linear Panel Unit Root Tests For Oecd And Non-Oecd Countries," Manchester School, University of Manchester, vol. 81(1), pages 102-120, 01.
  3. de Peretti, Christian & Siani, Carole, 2010. "Graphical methods for investigating the finite-sample properties of confidence regions," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 262-271, February.
  4. Dany Lang & Christian de Peretti, 2009. "A strong hysteretic model of Okun's Law: theory and a preliminary investigation," International Review of Applied Economics, Taylor & Francis Journals, vol. 23(4), pages 445-462.
  5. Siani, Carole & de Peretti, Christian, 2007. "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2442-2460, February.
  6. de Peretti Christian & Siani Carole, 2004. "Neural Tests for Conditional Heteroskedasticity in ARCH-M Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 8(3), pages 1-24, September.
  7. Christian de Peretti, 2003. "Bilateral Bootstrap Tests for Long Memory: An Application to the Silver Market," Computational Economics, Society for Computational Economics, vol. 22(2), pages 187-212, October.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-10-28
  2. NEP-CMP: Computational Economics (1) 2006-07-15
  3. NEP-ECM: Econometrics (6) 2004-10-30 2006-07-15 2006-07-15 2008-10-28 2009-08-08 2010-04-17. Author is listed
  4. NEP-ETS: Econometric Time Series (6) 2006-07-15 2006-07-15 2009-08-08 2010-04-17 2012-01-18 2012-06-05. Author is listed
  5. NEP-ICT: Information & Communication Technologies (1) 2006-07-15
  6. NEP-ORE: Operations Research (1) 2008-10-28

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