Concepedia

Gilles Teyssière

GT

13

Publications

995

Citations

13

H-Index

1996

Active since

Affiliations

London School of Economics and Political Science(Current)

Vilnius University

Utah State University

Université Paris 1 Panthéon-Sorbonne

University of Utah

Gilles Teyssière is an author at London School of Economics and Political Science specializing in statistics, engineering, and finance.

Top concepts

StatisticsFinanceBusinessEngineeringVolatility ModelingEconomicsMacroeconomicsAsset PricingFinancial EconomicsEconometrics

Publications per year

1996–2007

13

Publications

13

Rescaled variance and related tests for long memory in volatility and levels

Liudas Giraitis, Piotr Kokoszka, Remigijus Leipus et al. · Journal of Econometrics · 2002 · 306 citations

Volatility Modeling, Multivariate Stochastic Volatility, Engineering +6

Detection of multiple change-points in multivariate time series

Marc Lavielle, Gilles Teyssière · Lithuanian Mathematical Journal · 2006 · 163 citations

Engineering, Shift Detection, Data Science +5

Microeconomic Models for Long Memory in the Volatility of Financial Time Series

Alan Kirman, Gilles Teyssière · Studies in Nonlinear Dynamics and Econometrics · 2002 · 125 citations

Empirical Finance, Microeconomic Behavioral Models, Economics +15

Microeconomic Models for Long Memory in the Volatility of Financial Time Series

Alan Kirman, Gilles Teyssière · Studies in Nonlinear Dynamics and Econometrics · 2001 · 94 citations

Microeconomic Behavioral Models, Economics, Volatility Modeling +13

Empirical process of the squared residuals of an arch\n\t\t\t sequence

Lajos Horváth, Gilles Teyssière · Project Euclid (Cornell University) · 2001 · 74 citations

Rows per page

1–5 of 13