Publications

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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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Social entrepreneurship, age and gender: toward a model of social involvement in entrepreneurship

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The role of NGO’s promoting refugee entrepreneurship: Comparing three institutional environments

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Zheng He, le symbole des ambitions retrouvées de la Chine

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