Gilles Teyssière

发表

Structural time series modelling with STAMP 6.02

Gilles Teyssière, 2005 .

XploRe 4.0, an interactive statistical computing environment

Gilles Teyssière, Gilles Teyssière, 1998 .

On the Power of R/S-Type Tests under Contiguous and Semi-Long Memory Alternatives

Piotr Kokoszka, Liudas Giraitis, Remigijus Leipus, 2002 .

Adaptive Estimation for a Time Inhomogeneous Stochastic-Volatility Model

Wolfgang Härdle, Vladimir Spokoiny, Gilles Teyssière, 2000 .

Confidence Intervals for the Autocorrelations of the Squares of GARCH Sequences

Piotr Kokoszka, Aonan Zhang, Gilles Teyssière, 2004, International Conference on Computational Science.

Testing for bubbles and change-points

Gilles Teyssière, Alan Kirman, A. Kirman, 2005 .

Bubbles and long-range dependence in asset prices volatilities

Gilles Teyssière, Alan Kirman, A. Kirman, 2002 .

Microeconomic Models for Long Memory in the Volatility of Financial Time Series

Gilles Teyssière, Alan Kirman, A. Kirman, 2001 .

Corrigendum to "Rescaled variance and related tests for long memory in volatility and levels": [J. Econom. 112 (2003) 265-294]

Piotr Kokoszka, Liudas Giraitis, Remigijus Leipus, 2005 .

Wavelet Analysis of Nonlinear Long-Range Dependent Processes. Applications to Financial Time Series

Patrice Abry, Gilles Teyssière, P. Abry, 2007 .

Long Memory in Economics

Gilles Teyssière, Alan Kirman, A. Kirman, 2006 .