Marie-Eliette DURY
Publications
Publications
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Spatially Consistent Drought Hazard Modeling Approach Applied to West AfricaWater, 2023, 15 (16), pp.2935. ⟨10.3390/w15162935⟩ |
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L’assurance indicielle paramétrique dans les pays en voie de développement : une réflexion sur l’estimation de la prime de risque contre les pluies torrentiellesRevue francophone du développement durable, 2020, Mars 2020 (15), pp.117-132 |
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A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional modelsMathematical Methods in Economics and Finance, 2020, 13-14 (1), pp.19-36 |
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple modelsRisk and Decision Analysis, 2018, 7 (1-2), pp.31 - 49. ⟨10.3233/RDA-180136⟩ |
Nickel Market: A Study on Volatility with Non-Linear GARCH Family ModelsSummer Conference on Financial Implications of Sustainability and Corporate Social Responsibility, 22nd June 2018, University Côte d'Azur, Jun 2018, Nice, France |
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How Does Maize Market Behave in Sub-Saharan Africa? A Study with autoregressive ModelsConference on Development Economics, 15-16 November 2018, GDRI CERDI, Nov 2018, Clermont-Ferrand, France |
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A Comparative Study on Autoregressive Models: An Application to Several Financial Assets12th International Conference on Computational and Financial Econometrics (CFE 2018), Dec 2018, Pisa, Italy |
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Forecasting Volatility of Shanghai Gold Market: A Comparison between Student and Gaussian Distributions, extension to Stable models11th International Conference on the Chinese Economy, Oct 2017, Clermont-Ferrand, France |
Parametric index insurance in developing countries: a reflection on the estimation of the riskp. 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 |
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Limit theorems for multivariate self-similar symmetric stable moving average processes: a study with p-variations2024 |
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An Extreme Value Mixture model to assess drought hazard in West Africa2021 |
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Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models2018 |
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Selection of sparse multifractional model2015 |