Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Dominique Gugan
Information about the author Dominique Gugan will soon be added to the site.
Found
3 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Multivariate VaRs for operational risk capital computation: a vine structure approach
2013
The Basel advanced measurement approach requires financial institutions to compute...
Portfolio symmetry and momentum
2011
This paper presents a novel theoretical framework to model the evolution of a dynamic...
GDP nowcasting with ragged‐edge data: a semi‐parametric modeling
2010
This paper formalizes the process of forecasting unbalanced monthly datasets in order...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
