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Publications by Dominique Guégan
Option Pricing With Discrete Time Jump Processes
Journal of Economic Dynamics and Control
Control
Applied Mathematics
Optimization
Econometrics
Economics
Variable Selection and Forecasting via Automated Methods for Linear Models: LASSO/adaLASSO and Autometrics
Communications in Statistics Part B: Simulation and Computation
Modeling
Statistics
Probability
Simulation
Using a Time Series Approach to Correct Serial Correlation in Operational Risk Capital Calculation
Journal of Operational Risk
Finance
Economics
International Management
Business
Econometrics
Forecasting Electricity Spot Market Prices With a K-Factor GIGARCH Process
Applied Energy
Building
Management
Monitoring
Mechanical Engineering
Energy Engineering
Civil
Energy
Nuclear Energy
Fuel Technology
Structural Engineering
Engineering
Construction
Policy
Power Technology
Law
Forecasting Chaotic Systems: The Role of Local Lyapunov Exponents
Chaos, Solitons and Fractals
Nonlinear Physics
Applied Mathematics
Statistical
Mathematics
Astronomy
Physics
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Improved Access to Foreign Markets Raises Plant-Level Productivity… for Some Plants*
Quarterly Journal of Economics
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Evaluating Public Programs With Close Substitutes: The Case of Head Start
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Economics
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Rules With Discretion and Local Information*
Quarterly Journal of Economics
Economics
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Optimal Tax Progressivity: An Analytical Framework*
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Thinking, Fast and Slow? Some Field Experiments to Reduce Crime and Dropout in Chicago
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Economics
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Earnings Determination and Taxes: Evidence From a Cohort-Based Payroll Tax Reform in Greece
Quarterly Journal of Economics
Economics
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Thin-Film Ferroelectric Materials and Their Applications
Nature Reviews Materials
Surfaces
Optical
Energy
Materials Chemistry
Biomaterials
Magnetic Materials
Films
Coatings
Electronic
Thermomechanical Processing of Metallic Glasses: Extending the Range of the Glassy State
Nature Reviews Materials
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Nickelates Enter the Scene
Nature Reviews Materials
Surfaces
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Materials Chemistry
Biomaterials
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