Teyssière, Gilles
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Incoming Resources
- Contributor of10
- Rescaled variance and related tests for long memory in volatility and levels
- Microeconomic models for long-memory in the volatility of financial time series
- On the power of R/S type tests for stationarity against contiguous and semilong-memory alternative
- Empirical process of the squared residuals of an arch sequence
- On the power of R/S-type tests under contiguous and semi long memory alternatives
- Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity
- Bubbles and long-range dependence in asset prices volatilities
- Bootstrap specif cation tests for ARCH based on the empirical process of squared residuals
- Long memory in economics, Gilles Teyssière, Alan P. Kirman, editors
- Microeconomic models for long-memory in the volatility of financial time series
- Creator of9
- Nonlinear and semiparametric long-memory ARCHS
- Modelling exchange rates volatility with multivariate long-memory arch processes
- Duration modelling with unobserved heterogeneity, with applications to vacancies in Marseilles
- Interaction models for common long-range dependence in asset price volatilities
- Matching processes in the labour market in Marseilles, an econometric study
- Double long-memory financial time series
- Double long-memory financial time series
- Non-ferrous metal price volatility, a fractionally integrated process?
- Matching processes in the labour market, an econometric study