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Marie-Eliette DURY

13
Documents

Publications

A Comparative Study on Autoregressive Models: An Application to Several Financial Assets

Marie-Eliette Dury , Bing Xiao
12th International Conference on Computational and Financial Econometrics (CFE 2018), Dec 2018, Pisa, Italy
Conference papers hal-02554210v1

How Does Maize Market Behave in Sub-Saharan Africa? A Study with autoregressive Models

Marie-Eliette Dury , Bing Xiao
Conference on Development Economics, 15-16 November 2018, GDRI CERDI, Nov 2018, Clermont-Ferrand, France
Conference papers hal-02554212v1

Nickel Market: A Study on Volatility with Non-Linear GARCH Family Models

Marie-Eliette Dury , Bing Xiao
Summer Conference on Financial Implications of Sustainability and Corporate Social Responsibility, 22nd June 2018, University Côte d'Azur, Jun 2018, Nice, France
Conference papers hal-02554214v1

Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models

Bing Xiao , Marie-Eliette Dury
11th International Conference on the Chinese Economy, Oct 2017, Clermont-Ferrand, France
Conference papers hal-01655779v1

Parametric index insurance in developing countries: a reflection on the estimation of the risk

Marie-Eliette Dury , Bing Xiao
p. 311-322. Paradigms, Models, Scenarios and Practices for Strong Sustainability, ISBN : 979-10-92495-13-3 Diemer A., Nedelciu E., Schellens M., Morales M., Oostjdik M. (2020), Oeconomia Editions., 2020
Book sections hal-02571422v1