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Michel Terraza · Study

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Michel Terraza

7 works· latest 2014· 3 institutionscluster: provisional

h-index4

i104

Citations230

Works here7

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Most cited in this library

Metal prices and the business cycle1999 · 96 citations
Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series2003 · 62 citations
Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns2014 · 37 citations
Testing for Stationarity1994 · 35 citations
Étude des modifications structurelles de la répartition par taille des exploitations viticoles. Le cas du Languedoc-Roussillon1982 · 0 citations

Works

7 shown

Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns

Economic Modelling·2014·3 authors

37citations

Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series

Computational Economics·2003·2 authors

62citations

L’influence du prix d’orientation et de la structure de la population sur la demande domestique de vins de table en France de 1960 à 1995

HAL·2000·2 authors

0citations

Metal prices and the business cycle

Resources Policy·1999·3 authors

96citations

Testing for Stationarity

Sage eBooks·1994·3 authors·chapter

35citations

Étude des modifications structurelles de la répartition par taille des exploitations viticoles. Le cas du Languedoc-Roussillon

French digital mathematics library (Numdam)·1982·2 authors

0citations

Etude conjoncturelle de la consommation taxée des vins d’appellation d’origine contrôlée par la méthode Demter

Économie appliquée·1980·1 author·Open access

0citations