CV Marie-Eliette Dury

Pierre Bertrand, Marie-Eliette Dury, Bing Xiao. A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models. Mathematical Methods in Economics and Finance, Department of Economics of the Ca' Foscari University of Venice, 2020, 13-14, pp.19-36. ⟨hal-03031766⟩

Marie-Eliette Dury, Bing Xiao. L’assurance indicielle paramétrique dans les pays en voie de développement : une réflexion sur l’estimation de la prime de risque contre les pluies torrentielles. Revue francophone du développement durable, Éd. Oeconomia (Clermont-Ferrand), 2020, Mars 2020 (15), pp.117-132. ⟨hal-02571428⟩

Pierre Raphaël Bertrand, Jean-Louis Combes, Marie-Eliette Dury, Doha Hadouni, Sergio Bianchi. Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models. Risk and Decision Analysis, IOS, 2018, 7 (1-2), pp.31 - 49. ⟨10.3233/RDA-180136⟩. ⟨hal-01816206⟩

Marie-Eliette Dury, Bing Xiao. Nickel Market: A Study on Volatility with Non-Linear GARCH Family Models. Summer Conference on Financial Implications of Sustainability and Corporate Social Responsibility, 22nd June 2018, University Côte d'Azur, Jun 2018, Nice, France. ⟨hal-02554214⟩

Marie-Eliette Dury, Bing Xiao. How Does Maize Market Behave in Sub-Saharan Africa? A Study with autoregressive Models. Conference on Development Economics, 15-16 November 2018, GDRI CERDI, Nov 2018, Clermont-Ferrand, France. ⟨hal-02554212⟩

Marie-Eliette Dury, Bing Xiao. A Comparative Study on Autoregressive Models: An Application to Several Financial Assets. 12th International Conference on Computational and Financial Econometrics (CFE 2018), Dec 2018, Pisa, Italy. ⟨hal-02554210⟩

Bing Xiao, Marie-Eliette Dury. Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models. 11th International Conference on the Chinese Economy, Oct 2017, Clermont-Ferrand, France. ⟨hal-01655779⟩

Marie-Eliette Dury, Bing Xiao. Parametric index insurance in developing countries: a reflection on the estimation of the risk. p. 311-322. Paradigms, Models, Scenarios and Practices for Strong Sustainability, ISBN : 979-10-92495-13-3 Diemer A., Nedelciu E., Schellens M., Morales M., Oostjdik M. (2020), Oeconomia Editions., 2020. ⟨hal-02571422⟩

Abdoulaye Sy, Catherine Araujo-Bonjean, Marie-Eliette Dury, Nourddine Azzaoui, Arnaud Guillin. An Extreme Value Mixture model to assess drought hazard in West Africa. 2021. ⟨hal-03297023⟩

Marie-Eliette Dury, Bing Xiao. Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models. 2018. ⟨hal-01709321⟩

Pierre, Raphael Bertrand, Marie-Eliette Dury, Nabiha Haouas. Selection of sparse multifractional model. 2015. ⟨hal-01194347⟩