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Auteur Titre [ Type(Desc)] Année
Filtres: Auteur est Mathieu Gatumel  [Clear All Filters]
Conference Paper
Gatumel, Mathieu. "Identifying and Explaining the Number of Regimes Driving Asset Returns." In 18th Forecasting Financial Markets Conference. Marseille, France, 2011.
Gatumel, Mathieu, and F. Ielpo. "Measuring Risk Appetite from Financial Assets' Returns." In 11ème Journée d'Econométrie, Développements Récents de l'Econométrie Appliquée à la Finance. Paris, France, 2012.
Gatumel, Mathieu. "The Number of Regimes Across Asset Returns: Identification and Economic Value." In 5th International conference on Computational and Financial Econometrics (CFE'11). Londres, Royaume-Uni, 2011.
Gatumel, Mathieu. "The Number of Regimes Across Asset Returns: Identification and Economic Value." In 15th Annual Conference of the Swiss Society for Financial Market Research. Zurich, Suisse, 2012.