Publications

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Jumps and volatility dynamics in agricultural commodity spot prices

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Le bazar dans la cathédrale : l'espace comme catalyseur de l'implication de l'usager dans la créativité organisationnelle

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Les défis énergétiques de la Chine

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Mean-reverting Lévy jump dynamics in the European power sector

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Modèle pour la prévention contre la fuite de données mobiles

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On the estimation of regime-switching Lévy models

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Public debt management in developed economies during the crisis

The aim of this chapter is to identify certain shifts in the behaviors of public debt managers in selected developed countries. This study focuses on Canada, France, the United Kingdom, and the United States for the period 1998–2015 in quarterly data.

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Regime-switching stochastic volatility model: Estimation and Calibration to VIX options

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Risk minimisation: the failure of electricity intra-day forward contracts

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