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  • En Centrafrique, la légalisation du bitcoin suscite perplexité et inquiétude May 10, 2022
  • Paper co-authored with CREST researcher cited in the White House Economic Report of the President May 9, 2022
  • IPCC report: three things you need to know May 9, 2022
  • Assemblée nationale: Urgence d’un renouveau May 9, 2022
  • En RCA, la légalisation du bitcoin suscite l’inquiétude May 8, 2022
  • 4th IZA/CREST Conf: Labor Market Policy Evaluation May 8, 2022
  • Une interview d’Étienne Ollion pour le mouvement citoyen À nous la démocratie! May 5, 2022
  • À l’Assemblée nationale, l’urgence du renouvellement May 5, 2022

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    May 18 @ 1:00 pm - 2:00 pm
  4. Monica MORLACCO (University of Southern California ) – “Two-Sided Market Power in Firm-to-Firm Trade”

    May 18 @ 3:00 pm - 4:15 pm

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Finance


Inference on Multiplicative Component GARCH without any Small-Order Moment


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CREST Working Papers Series No. 2022-09

by Christian Francq, Baye Matar Kandji and Jean-Michel Zakoian

Working Papers

Local Asymptotic Normality of General Conditionally Heteroskedastic and Score-Driven Time-Series Models


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CREST Working Papers Series No. 2022-06

by Christian Francq and Jean-Michel Zakoïan

Working Papers

Iterated Function Systems driven by non independent sequences: structure and inference


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CREST Working Papers Series No. 2022-03

by Baye Matar Kandji

Working Papers

Forecasting Financial Markets with Semantic Network Analysis in the COVID—19 Crisis


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CREST Working Papers Series No. 2021-06

by Andrea Fronzetti Colladon, Stefano Grassi, Francesco Ravazollo and Francesco Violante

Working Papers

Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas


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CREST Working Papers Series No. 2021-05

by Stefano Grassi and Francesco Violante

Working Papers

Uncertainty on the Reproduction Ratio in the SIR Model


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CREST Working Papers Series No. 2020-31

by Sean Elliott and Christian Gouriéroux

Working Papers

Conditional asymmetry in ARCH(8) models


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CREST Working Papers Series No. 2020-21

by Julien Royer

Working Papers

Time Varying Markov Process with Partially Observed Aggregate Data; An Application to Coronavirus


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CREST Working Papers Series No. 2020-11

by Christian Gouriéroux and Joann Jasiak

Working Papers

Affine Modeling of Credit Risk, Pricing of Credit Events and Contagion


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CREST Working Papers Series No. 2020-01

by Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne, and Guillaume Roussellet

Working Papers

On the construction of confidence intervals for ratios of expectations


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CREST Working Papers Series No. 2019-07

by Alexis Derumigny, Lucas Girard and Yannick Guyonvarch

Working Papers

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