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Book chapters

(1)
DUFRENOT G., MARIMOUTOU V. and PEGUIN-FEISSOLLE A., 2009. Finite sample properties of tests for STGARCH models and application to the US stock returns, In: Kyrtsou C. (ed), Progress in Financial Markets Research, Nova Science Publishers, New York, p. 83-102, ISBN: 978-1-61122-864-9. [Publisher link]