“...In this paper, interactions or co-movement between the CER and EUA futures prices are examined in order to shed light on the dependency between the European...”

“...This paper analyzes the cyclical behavior of Dow Jones by testing the existence of long memory through a new class of semiparametric ARFIMA models with HYGARCH...”

“...Cet article analyse les interdépendances non linéaires susceptibles d’exister au sein de la zone euro. Nous introduisons un modèle dynamique original qui est...”

“...Following Milanovic's (1997) paper, we propose a simple way to compute the Gini index when income y is a quadratic function of its rank among n individuals...”

“...The nonlinear testing and modeling of economic and financial time series has increased substantially in recent years, enabling us to better understand market...”

“...Cette 4e édition, mise à jour des développements les plus récents et enrichie d'une étude de cas récapitulative, traite de manière pédagogique les techniques -...”

“...Cette 4e édition, mise à jour des développements les plus récents et enrichie d’une étude de cas récapitulative, traite de manière pédagogique les techniques –...”