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Carole Siani

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This is information that was supplied by Carole Siani in registering through RePEc. If you are Carole Siani , 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: Carole
Middle Name:
Last Name: Siani
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RePEc Short-ID: psi316

Email: [This author has chosen not to make the email address public]
Homepage: http://recherche.univ-lyon2.fr/eric/82-Carole-Siani.html
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Affiliation

Université Claude Bernard (Lyon 1) (University of Lyon 1)
Homepage: http://www.univ-lyon1.fr
Location: France, Lyon

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, 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.
  3. Carole Siani & Christian de Peretti, 2006. "Bootstrapping Neural tests for conditional heteroskedasticity," Computing in Economics and Finance 2006 301, Society for Computational Economics.

Articles

  1. 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.
  2. 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.
  3. 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.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2006-07-15. Author is listed
  2. NEP-ECM: Econometrics (3) 2006-07-15 2006-07-15 2010-04-17. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2006-07-15 2006-07-15 2010-04-17. Author is listed
  4. NEP-ICT: Information & Communication Technologies (1) 2006-07-15. Author is listed

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