Dominique Guégan - Concepedia

Author

Dominique Guégan

Also Known As

D. GUÉGAN, D. Guegan, D. Guégan, DOMINIQUE GUEGAN, Dominique GUEGAN, Dominique Guegan, Dominique Guègan, Dominique Guégan, Dominique. Guegan, Gu\'egan, Dominique

396

Publications

Citations

H-Index

112

Concepts

All Affiliations

Université Paris 1 Panthéon-Sorbonne École Normale Supérieure Paris-Saclay Centre d'Économie de la Sorbonne Paris School of Economics Université Paris Cité

About

Dominique Guégan is an author at Université Paris 1 Panthéon-Sorbonne specializing in business, engineering, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	15	22	766
2	Engineering	15	26	860
3	Management	9	9	454
4	Arts	1	1	119
5	Natural Sciences	1	1	34

Dominique Guégan

Publications

2.2K

Citations

H-Index

Page 1

	Year	Citations
Credit Risk Analysis Using Machine and Deep Learning Models Peter Martey Addo, Dominique Guégan, Bertrand K. Hassani Risks Artificial IntelligenceEngineeringMachine LearningMachine Learning ToolAi Foundation	2018	262
Chaos in economics and finance Dominique Guégan Annual Reviews in Control EconophysicsEconomicsFinancial EconomicsBusinessDynamic Economics	2009	162
Does investor sentiment on social media provide robust information for Bitcoin returns predictability? Dominique Guégan, Thomas Renault Finance research letters Bitcoin Returns PredictabilitySocial MediaPrediction MarketRobust InformationMarket Trend	2020	119
How can we Define the Concept of Long Memory? An Econometric Survey Dominique Guégan Econometric Reviews	2005	101
What is the Best Approach to Measure the Interdependence between Different Markets? Sanvi Avouyi‐Dovi, Dominique Guégan, Sophie A. Ladoucette SSRN Electronic Journal	2002	95
Empirical estimation of tail dependence using copulas: application to Asian markets Cyril Caillault, Dominique Guégan Quantitative Finance	2005	78
Nonlinear dynamics and recurrence plots for detecting financial crisis Peter Martey Addo, Monica Billio, Dominique Guégan The North American Journal of Economics and Finance EconomicsBusinessEconomic FluctuationInternational Financial CrisisCrisis Management	2013	67
Forecasting with <i>k</i>‐factor Gegenbauer Processes: Theory and Applications Laurent Ferrara, Dominique Guégan Journal of Forecasting Forecasting MethodologyEconomic ForecastingEngineeringTraffic FlowLong Memory Process	2001	65
Option pricing for GARCH-type models with generalized hyperbolic innovations Christophe Chorro, Dominique Guégan, Florian Ielpo Quantitative Finance	2010	58
Change analysis of a dynamic copula for measuring dependence in multivariate financial data Dominique Guégan, Jinlong Zhang Quantitative Finance Empirical FinanceLong Time PeriodEngineeringRisk MetricChange Analysis	2009	54

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