Marie-Eliette DURY

Publications

Article dans une revue (4)

Spatially Consistent Drought Hazard Modeling Approach Applied to West Africa Catherine Araujo Bonjean,Abdoulaye Sy,Marie-Eliette Dury Water, 2023, 15 (16), pp.2935. ⟨10.3390/w15162935⟩ Article dans une revue hal-04300186v1
L’assurance indicielle paramétrique dans les pays en voie de développement : une réflexion sur l’estimation de la prime de risque contre les pluies torrentielles Marie-Eliette Dury,Bing Xiao Revue francophone du développement durable, 2020, Mars 2020 (15), pp.117-132 Article dans une revue hal-02571428v1
A study of Chinese market efficiency, Shanghai versus Shenzhen: Evidence based on multifractional models Pierre R. Bertrand,Marie-Eliette Dury,Bing Xiao Mathematical Methods in Economics and Finance, 2020, 13-14 (1), pp.19-36 Article dans une revue hal-03031766v1
Overfitting of Hurst estimators for multifractional Brownian motion: A fitting test advocating simple models Pierre Raphaël Bertrand,Jean-Louis Combes,Marie-Eliette Dury,Doha Hadouni,Sergio Bianchi Risk and Decision Analysis, 2018, 7 (1-2), pp.31 - 49. ⟨10.3233/RDA-180136⟩ Article dans une revue hal-01816206v1

Communication dans un congrès (4)

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 Communication dans un congrès hal-02554214v1
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 Communication dans un congrès hal-02554212v1
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 Communication dans un congrès hal-02554210v1
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 Communication dans un congrès hal-01655779v1

Chapitre d'ouvrage (1)

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 Chapitre d'ouvrage hal-02571422v1

Pré-publication, Document de travail (4)

Limit theorems for multivariate self-similar symmetric stable moving average processes: a study with p-variations Marie-Eliette Dury,Nourddine Azzaoui,Arnaud Guillin 2024 Pré-publication, Document de travail hal-04530456v1
An Extreme Value Mixture model to assess drought hazard in West Africa Abdoulaye Sy,Catherine Araujo-Bonjean,Marie-Eliette Dury,Nourddine Azzaoui,Arnaud Guillin 2021 Pré-publication, Document de travail hal-03297023v1
Forecasting the Volatility of the Chinese Gold Market by ARCH Family Models and extension to Stable Models Marie-Eliette Dury,Bing Xiao 2018 Pré-publication, Document de travail hal-01709321v1
Selection of sparse multifractional model Pierre, Raphael Bertrand,Marie-Eliette Dury,Nabiha Haouas 2015 Pré-publication, Document de travail hal-01194347v1