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Dominique Madeleine Guegan

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Personal Details

First Name: Dominique
Middle Name: Madeleine
Last Name: Guegan
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RePEc Short-ID: pgu275

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Homepage: http://www.univ-paris1.fr/recherche/page-perso/page/?page=cv&uid=dguegan
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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Monica Billio & Ludovic Calès & Dominique Guégan, 2009. "Portfolio Symmetry and Momentum," Working Papers 2009_05, University of Venice "Ca' Foscari", Department of Economics. [Downloadable!]
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  2. 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!]
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  3. 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!]
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  4. 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!]
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    Published as:

  5. 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!]
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  6. 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!]

  7. Dominique Guégan, 2009. "A Meta-Distribution for Non-Stationary Samples," CREATES Research Papers 2009-24, School of Economics and Management, University of Aarhus. [Downloadable!]

  8. 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!]
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  9. 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!]
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  10. 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!]
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  11. 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!]
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    Published as:

  12. 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!]
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  13. 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!]

  14. 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!]
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  15. 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!]
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  16. 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!]

  17. 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!]
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  18. 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!]
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  19. 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!]

  20. 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!]
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  21. 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!]
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  22. 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!]

  23. 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!]
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  24. 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!]
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  25. 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!]
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    Published as:

  26. 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!]
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  27. 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!]
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  28. 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!]
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  29. 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!]
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  30. 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!]

  31. 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!]
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  32. 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!]
    Published as:

  33. 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!]

  34. 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!]
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  35. Dominique Guegan, 2007. "La persistance dans les marchés financiers," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00179269_v1, HAL. [Downloadable!]

  36. 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!]
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  37. 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!]
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  38. 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!]

  39. 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!]
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  40. 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!]
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  41. 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!]
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  42. 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!]

  43. 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!]

  44. 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!]

  45. 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!]

  46. 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!]
    Published as:

  47. 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!]
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  48. Raymond Brummelhuis & Dominique Guegan, 2005. "Multi-period conditional distribution functions for heteroscedastic models with applications to VaR," Post-Print halshs-00179336_v1, HAL. [Downloadable!]

  49. Dominique Guegan & Laurent Ferrara, 2005. "Detection of the Industrial Business Cycle using SETAR models," Post-Print halshs-00201309_v1, HAL. [Downloadable!]
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  50. 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!]
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  51. 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!]

  52. Nicolas Huck & Dominique Guegan, 2005. "On the use of nearest neighbors in finance," Post-Print halshs-00180858_v1, HAL. [Downloadable!]

  53. Cyril Caillault & Dominique Guegan, 2005. "Empirical Estimation of Tail Dependence Using Copulas. Application to Asian Markets," Post-Print halshs-00180865_v1, HAL. [Downloadable!]
    Published as:

  54. 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!]
    Published as:

  55. Dominique Guegan, 2005. "How can we define the concept of long memory ? An econometric survey," Post-Print halshs-00179343_v1, HAL. [Downloadable!]
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  56. Aliou Diop & Dominique Guegan, 2005. "tail behavior of a threshold autoregressive stochastic volatility model," Post-Print halshs-00188530_v1, HAL. [Downloadable!]

  57. 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!]

  58. Dominique Guegan, 2004. "How Can We Define the Long Memory Concept? An Econometric Survey," Econometric Society 2004 Australasian Meetings 361, Econometric Society.

  59. Jerome J Collet & Dominique Guegan, 2004. "Another Characterization of Long Memory Behavior," Econometric Society 2004 Australasian Meetings 359, Econometric Society.

  60. Abdou Kâ Diongue & Dominique Guegan, 2004. "Estimating parameters for a k-GIGARCH process," Post-Print halshs-00188531_v1, HAL. [Downloadable!]

  61. Aliou Diop & Dominique Guegan, 2004. "Asymptotic Behavior for the Extreme Values of a Linear Regression Model," Post-Print halshs-00188532_v1, HAL. [Downloadable!]

  62. 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!]

  63. Gilles DUFRENOT & Dominique GUEGAN & Anne PEGUIN-FEISSOLLE, 2003. "A SETAR model with long-memory dynamics," Econometrics 0309002, EconWPA. [Downloadable!]

  64. Dominique Guegan & D. Bosq & Delphine Blanke, 2003. "Modelization and Nonparametric estimation for a dynamical system with noise," Post-Print halshs-00201315_v1, HAL. [Downloadable!]
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  65. Aliou Diop & Dominique Guegan, 2003. "Extreme Distribution of a Generalized Stochastic Volatility Model," Post-Print halshs-00188535_v1, HAL. [Downloadable!]

  66. 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!]

  67. 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!]

  68. Dominique Guegan & Sophie A. Ladoucette, 2002. "Extreme values of particular nonlinear processes," Post-Print halshs-00201320_v1, HAL. [Downloadable!]

  69. 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.

  70. 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!]

  71. 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!]

  72. 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!]

  73. 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!]

  74. 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!]

  75. Laurent Ferrara ; Dominique Guegan, . "Estimation and Applications of Gegenbauer Processes," Working Papers 99-27, Centre de Recherche en Economie et Statistique. [Downloadable!]

Articles

  1. 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!]
    Other versions:

  2. 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)
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  3. 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!]
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  4. 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)
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  5. 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)
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  6. 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)
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  7. 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)
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  8. 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)

  9. 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)

  10. 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.

  11. 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)

  12. 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)

  13. 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)

  14. 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)

  15. 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)

NEP Fields

53 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (2) 2008-12-14 2009-01-31
  2. NEP-CFN: Corporate Finance (1) 2007-12-01
  3. NEP-CMP: Computational Economics (1) 2009-05-23
  4. NEP-CSE: Economics of Strategic Management (2) 2008-11-11 2009-04-25
  5. NEP-DCM: Discrete Choice Models (1) 2007-01-14
  6. NEP-ECM: Econometrics (25) 2003-09-08 2007-12-01 2007-12-01 2007-12-01 2007-12-01 2008-02-16 2008-02-16 2008-04-15 2008-04-15 2008-04-15 2008-05-17 2008-05-17 2008-05-17 2008-10-28 2008-11-11 2009-01-31 2009-04-25 2009-04-25 2009-04-25 2009-04-25 2009-04-25 2009-05-02 2009-05-23 2009-05-23 2009-06-03 Author is listed
  7. NEP-ENE: Energy Economics (4) 2008-01-05 2009-04-25 2009-06-03 2009-06-17
  8. NEP-ENV: Environmental Economics (2) 2009-06-03 2009-06-17
  9. NEP-ETS: Econometric Time Series (18) 2003-09-08 2007-12-01 2007-12-01 2007-12-01 2008-02-16 2008-02-16 2008-04-15 2008-05-17 2008-05-17 2008-05-17 2009-04-25 2009-04-25 2009-04-25 2009-04-25 2009-04-25 2009-05-23 2009-05-23 2009-06-03 Author is listed
  10. NEP-FIN: Finance (1) 2003-09-08
  11. NEP-FMK: Financial Markets (11) 2007-12-01 2008-02-16 2008-04-15 2008-09-29 2008-11-11 2008-11-25 2008-11-25 2008-11-25 2009-04-25 2009-04-25 2009-04-25 Author is listed
  12. NEP-FOR: Forecasting (11) 2008-01-05 2008-02-16 2008-04-15 2008-05-17 2008-05-17 2008-10-28 2008-11-11 2008-12-14 2009-01-31 2009-04-25 2009-04-25 Author is listed
  13. NEP-HPE: History & Philosophy of Economics (1) 2009-04-25
  14. NEP-IAS: Insurance Economics (3) 2008-02-16 2008-09-29 2008-11-25
  15. NEP-MAC: Macroeconomics (9) 2003-09-08 2007-01-14 2007-06-11 2007-12-01 2007-12-01 2007-12-01 2008-05-17 2008-12-14 2009-01-31 Author is listed
  16. NEP-MON: Monetary Economics (4) 2007-01-14 2007-06-11 2007-12-01 2007-12-01
  17. NEP-ORE: Operations Research (10) 2008-01-05 2008-02-16 2008-02-16 2008-04-15 2008-04-15 2008-04-15 2008-05-17 2008-08-06 2009-04-25 2009-05-23 Author is listed
  18. NEP-RES: Resource Economics (2) 2009-06-03 2009-06-17
  19. NEP-RMG: Risk Management (10) 2003-09-08 2007-12-01 2008-02-16 2008-05-17 2008-11-11 2009-04-25 2009-05-02 2009-05-23 2009-05-23 2009-06-03 Author is listed
  20. NEP-SEA: South East Asia (1) 2008-11-11
  21. NEP-TRA: Transition Economics (1) 2009-04-25
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This page was last updated on 2009-11-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.