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	Pour les 36 documents Envoyer sur ORCID RSS ATOM Exporter BibTeX XML-TEI CSV RTF EndNote PDF HTML Export avancé	Page : Page précédente 1 2 Page suivante	triés par Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante

		Neural Tests for Conditional Heteroscedasticity in ARCH-M Models Christian de Peretti , Carole Siani Studies in Nonlinear Dynamics and Econometrics, 2004, 3, 8, ⟨10.2202/1558-3708.1239⟩ Article dans une revue istex hal-01508027v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Solvency capital requirement for a temporal dependent losses in insurance Sawssen Araichi , Christian de Peretti , Lotfi Belkacem Economic Modelling, 2016, 58 (2), pp.588-598. ⟨10.1016/j.econmod.2016.03.007⟩ Article dans une revue hal-02103956v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier Christian de Peretti 8th International Finance Conference, Mar 2015, Paris, France Communication dans un congrès hal-02095502v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		“Reserve modelling and the aggregation of risks using time varying copula models Sawssen Araichi , Lotfi Belkacem , Christian de Peretti Economic Modelling, 2017 Article dans une revue hal-01764023v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach Marwa Talbi , Christian de Peretti , Lotfi Belkacem 2022 Pré-publication, Document de travail hal-03671388v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic Nesrine Mechri , Salah Ben Hamad , Christian De Peretti 2019 Pré-publication, Document de travail hal-01766742v2	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		The Credit Default Swap market contagion during recent crises: International evidence Saker Sabkha , Christian de Peretti , Dorra Hmaied Review of Quantitative Finance and Accounting, 2018 Article dans une revue hal-01572510v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Uncertainty around the Incremental Cost-Utility Ratio. Accounting for Mapping Interpolation Christian de Peretti , Carole Siani , Gérard Duru First ERCIM Working Group workshop on Computing & Statistics, Jun 2008, Neuchatel, France Communication dans un congrès hal-01583698v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries Christian de Peretti 2nd International Conference on Debt Crises and Financial Stability: Global Issues and Euro-Mediterranean Perspectives, Apr 2014, Toulon, France Communication dans un congrès hal-02095508v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries Rihem Braham , Lotfi Belkacem , Christian de Peretti+ 2017 Pré-publication, Document de travail hal-01520154v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models Carole Siani , Christian de Peretti Computational Statistics and Data Analysis, 2007, 5, 51, pp.2442-2460. ⟨10.1016/j.csda.2006.08.025⟩ Article dans une revue istex hal-01511592v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries Mohamed Rochdi Keffala , Christian de Peretti Savings and Development, 2016 Article dans une revue hal-02103959v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Uncertainty around the Incremental Cost-Utility Ratio. Accounting for Mapping Interpolation in the QALYs Christian de Peretti , Carole Siani , Gérard Duru 9th Conference on System Science in Health Care, ICSSHC 08, Sep 2008, Lyon, France Communication dans un congrès hal-01583858v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Pricing Perpetual Turbo-Warrants Christian de Peretti 2016 Paris Financial Management Conference, Dec 2016, Paris, France Communication dans un congrès hal-02095495v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Le traitement de l’incertitude dans les évaluations médico-économiques Christian de Peretti Les Evénements de l’année en économie Médicale, Jan 2015, Paris, France Communication dans un congrès hal-02095512v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A cost-effectiveness analysis of the ZIRA test in breast cancer Carole Siani , Christian de Peretti , Julie A Vendrell , Balazs Gyorffy , Thomas Bachelot , et al. 21th Annual International Meeting of the International Society for Pharmacoeconomics and Outcomes Research, May 2016, Washington, United States Communication dans un congrès halshs-01366993v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Bootstrap Tests for Comparing the Mean Costs Between Two Health Care Strategies Carole Siani , Christian de Peretti IEEE International Conference on Service Systems and Service Management (ICSSSM 2006), Oct 2006, Troyes, France. pp.373-378, ⟨10.1109/ICSSSM.2006.320643⟩ Communication dans un congrès hal-01511514v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Bootstrapping tests for conditional heteroskedasticity based on artificial neural network Christian de Peretti , Carole Siani IMACS Multiconference on Computational Engineering in Systems Applications, Oct 2006, Beijing, China. pp.372-379, ⟨10.1109/CESA.2006.4281681⟩ Communication dans un congrès hal-01511518v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Decision-making with the incremental cost-effectiveness ratio under uncertainty Christian de Peretti , Carole Siani Santé et Systémique, 2006, 1-2, 9, pp.111-145 Article dans une revue hal-01510981v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap Saker Sabkha , Christian de Peretti , Dorra Hmaied Journal of Asset Management, 2019, 20 (7), pp.581-608. ⟨10.1057/s41260-019-00142-4⟩ Article dans une revue hal-01698006v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches. Marwa Talbi , Rihab Bedoui , Christian de Peretti , Lotfi Belkacem 2020 Pré-publication, Document de travail hal-01664146v5	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier Christian de Peretti 2nd International Workshop on “Financial Markets and Nonlinear Dynamics", Jun 2015, Paris, France Communication dans un congrès hal-02095499v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis Christian de Peretti 9th International Research Meeting in Business and Management, Jul 2018, Nice, France Communication dans un congrès hal-02095485v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Pegfilgrastim versus Filgrastim after high-dose chemotherapy and autologous stem cell transplantation in adult patients with lymphoma and myeloma: cost-effectiveness evaluation alongside a randomized controlled trial Lionel Perrier , Anne Lefranc , Philippe Quittet , Hervé Ghesquières , Bertrand Favier , et al. 8th World congress on Health Economics, International Health Economics Association, Toronto, Canada, 10-13 juillet 2011, Jul 2011, Toronto, Canada Communication dans un congrès halshs-00628854v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Algorithm for Making Decision with the Incremental Cost-Effectiveness Ratio handling the Mirror Decision-Making Problem Carole Siani , Christian de Peretti IMACS Multiconference on Computational Engineering in Systems Applications, Oct 2006, Beijing, China. pp.366-371, ⟨10.1109/CESA.2006.4281680⟩ Communication dans un congrès hal-01511557v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan Chia-Ying Chan , Christian de Peretti , Ming-Chun Wang , Hong-Min Chen Asia-Pacific Journal of Financial Studies, 2017, 46 (5), pp.700-733. ⟨10.1111/ajfs.12185⟩ Article dans une revue hal-02103954v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		International risk spillover in the sovereign credit markets: An empirical analysis Saker Sabkha , Christian de Peretti , Dorra Mezzez Hmaied Managerial Finance, 2019, 45 (8), pp.1020-1040. ⟨10.1108/MF-11-2017-0490⟩ Article dans une revue hal-01652526v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market Saker Sabkha , Christian de Peretti Financial and Economic Systems, WORLD SCIENTIFIC (EUROPE), pp.187-212, 2022, ⟨10.1142/9781786349507_0008⟩ Chapitre d'ouvrage hal-01710398v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		A strong hysteretic model of Okun’s Law: theory and a preliminary investigation Dany Lang , Christian de Peretti International Review of Applied Economics, 2009 Article dans une revue hal-01366013v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More
		Time Varying Copula Model for claims reserving in Non life insurance Christian de Peretti , Sawssen Araichi 3rd European Actuarial Journal Conference, Sep 2016, Lyon, France Communication dans un congrès hal-02095435v1	Envoyer sur ORCID Exporter BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite Export avancé Partager Gmail Facebook X LinkedIn More

Filtrer vos résultats

Neural Tests for Conditional Heteroscedasticity in ARCH-M Models

Solvency capital requirement for a temporal dependent losses in insurance

Median-Based Nonparametric Estimation of Returns in Mean-Down Side Risk Portfolio Frontier

“Reserve modelling and the aggregation of risks using time varying copula models

Does economic policy uncertainty matter for the co-movements between precious metals and BRICS stock markets: A cross-quantilogram approach

The Impact of the Exchange Rate Volatilities on Stock Market Returns Dynamic

The Credit Default Swap market contagion during recent crises: International evidence

Uncertainty around the Incremental Cost-Utility Ratio. Accounting for Mapping Interpolation

Effect of the Use of Derivative Instruments on Bank’s Performance: Evidence from Emerging and Recently Developed Countries

Do political connections affect banks' leverage? Evidence from some Middle Eastern and North African countries

Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models

Does derivative instruments use increase accounting performance of banks in emerging and recently developed countries

Uncertainty around the Incremental Cost-Utility Ratio. Accounting for Mapping Interpolation in the QALYs

Pricing Perpetual Turbo-Warrants

Le traitement de l’incertitude dans les évaluations médico-économiques

A cost-effectiveness analysis of the ZIRA test in breast cancer

Bootstrap Tests for Comparing the Mean Costs Between Two Health Care Strategies

Bootstrapping tests for conditional heteroskedasticity based on artificial neural network

Decision-making with the incremental cost-effectiveness ratio under uncertainty

On the Informational Market Efficiency of the Worldwide Sovereign Credit Default Swap

Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches.

A New Approach in Nonparametric Estimation of Returns in Mean-Downside Risk Portfolio frontier

Are financial markets efficient at a high frequency? A neural network and Pattern recognition analysis

Pegfilgrastim versus Filgrastim after high-dose chemotherapy and autologous stem cell transplantation in adult patients with lymphoma and myeloma: cost-effectiveness evaluation alongside a randomized controlled trial

Algorithm for Making Decision with the Incremental Cost-Effectiveness Ratio handling the Mirror Decision-Making Problem

The Volatility Spillover Effect between Index Options and their Underlying Markets: Evidence from the US, the UK, and Taiwan

International risk spillover in the sovereign credit markets: An empirical analysis

On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market

A strong hysteretic model of Okun’s Law: theory and a preliminary investigation

Time Varying Copula Model for claims reserving in Non life insurance