S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Dominique Guégan · Study
Home
/
Author
Dominique Guégan
17 works
· latest 2024
· 6 institutions
cluster: provisional
Follow
Claim this profile
h-index
17
i10
17
Citations
1,354
Works here
17
00
01
05
06
08
09
10
11
17
18
20
24
Most cited in this library
Credit Risk Analysis Using Machine and Deep Learning Models
2018 · 318 citations
Chaos in economics and finance
2009 · 170 citations
Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
2020 · 135 citations
How can we Define the Concept of Long Memory? An Econometric Survey
2005 · 101 citations
What is the Best Approach to Measure the Interdependence between Different Markets?
2010 · 95 citations
Works
17 shown
OECD Journal: Journal of Business Cycle Measurement and Analysis
OECD Journal Journal of Business Cycle Measurement and Analysis
·
2024
·
3 authors
·
other
31
citations
Initial crypto-asset offerings (ICOs), tokenization and corporate governance
Capital Markets Law Journal
·
2020
·
2 authors
·
Open access
29
citations
Does investor sentiment on social media provide robust information for Bitcoin returns predictability?
Finance research letters
·
2020
·
2 authors
·
Open access
135
citations
Regulatory learning: How to supervise machine learning models? An application to credit scoring
The Journal of Finance and Data Science
·
2018
·
2 authors
·
Open access
37
citations
Credit Risk Analysis Using Machine and Deep Learning Models
Risks
·
2018
·
3 authors
·
Open access
318
citations
Bitcoin and the challenges for financial regulation
Capital Markets Law Journal
·
2017
·
2 authors
18
citations
Missing trader fraud on the emissions market
Journal of Financial Crime
·
2011
·
2 authors
·
Open access
55
citations
Option pricing for GARCH-type models with generalized hyperbolic innovations
Quantitative Finance
·
2010
·
3 authors
·
Open access
57
citations
What is the Best Approach to Measure the Interdependence between Different Markets?
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
95
citations
Change analysis of a dynamic copula for measuring dependence in multivariate financial data
Quantitative Finance
·
2009
·
2 authors
·
Open access
52
citations
Chaos in economics and finance
Annual Reviews in Control
·
2009
·
1 author
·
Open access
170
citations
Pricing bivariate option under GARCH processes with time-varying copula
Insurance Mathematics and Economics
·
2008
·
2 authors
·
Open access
29
citations
Collateralized Debt Obligations Pricing and Actor Models: A New Methodology Using Normal Inverse Gaussian Distributions
SSRN Electronic Journal
·
2006
·
2 authors
·
preprint
·
Open access
33
citations
Empirical estimation of tail dependence using copulas: application to Asian markets
Quantitative Finance
·
2005
·
2 authors
·
Open access
80
citations
How can we Define the Concept of Long Memory? An Econometric Survey
Econometric Reviews
·
2005
·
1 author
·
Open access
101
citations
Forecasting with k‐factor Gegenbauer Processes: Theory and Applications
Journal of Forecasting
·
2001
·
2 authors
·
Open access
81
citations
A New Model: The k-Factor GIGARCH Process
RePEc: Research Papers in Economics
·
2000
·
1 author
·
preprint
33
citations