Mean variance hedging under multiple defaults risk
We solve a mean-variance hedging problem in an incomplete market where multiple defaults can occur. For this purpose, we use a default-density modeling approach.
Oil commodity returns and macroeconomic factors: A time-varying approach
This paper analyses the dynamic influence of macroeconomic factors on oil commodity returns (crude oil and heating oil) shown in monthly data over the period of 1990–2013.
Online social networks as a terror management mechanism : the effect of death anxiety on Facebook use
Quand la quantité de brevets ne va pas de paire avec la qualtité: l'exemple deu secteur de l'aéronautique et de la Défense
Sommet franco-palestinien : les trois défis de la France pour garder un rôle dans la région - Atlantico
Statistical method to estimate regime-switching Lévy model
A regime-switching Lévy model combines jump-diffusion under the form of a Lévy process, and Markov regime-switching where all parameters depend on the value of a continuous time Markov chain. We start by giving general stochastic results. Estimation is performed following a two-step procedure.