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Disambiguation of "Laurent, Sébastien"

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Central bank interventions and jumps in double long memory models of daily exchange rates

, and . Journal of Empirical Finance, 10 (5): 641--660 (December 2003)

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Sébastien Beyou

Sébastien Tixeuil

Sébastien Lallé

Sébastien Carcanague

Sébastien Choplin

 

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Modelling daily Value-at-Risk using realized volatility and ARCH type models, and . Journal of Empirical Finance, 11 (3): 379--398 (June 2004)Life-cycle behaviour of US households: A nonlinear GMM estimation on pseudopanel data, , , and . Journal of Policy Modeling, 23 (7): 713--729 (October 2001)Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach., , and . Comput. Stat. Data Anal., (2016)Détections d'interactions biologiques par imagerie de résonance plasmonique de surface : applications au criblage pharmaceutique de chimiothèques & à la détection de toxines. (Detections of biological interactions by surface plasmon resonance imaging: applications to pharmaceutical screening of chemical libraries & to detection of toxins).. Joseph Fourier University, Grenoble, France, (2007)GAM(L)A: An econometric model for interpretable Machine Learning., , , and . CoRR, (2022)Central bank interventions and jumps in double long memory models of daily exchange rates, and . Journal of Empirical Finance, 10 (5): 641--660 (December 2003)Official central bank interventions and exchange rate volatility: Evidence from a regime-switching analysis, , and . European Economic Review, 47 (5): 891--911 (October 2003)About Professionalisation in the Intelligence Community: The French Cryptologists (ca 1870-ca 1945).. The New Codebreakers, volume 9100 of Lecture Notes in Computer Science, page 25-33. Springer, (2016)G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models, and . Journal of Economic Surveys, 16 (3): 447--484 (182 07 2002)doi: 10.1111/1467-6419.00174.