Michel Terraza

Economics, Econometrics and Finance · Social Sciences

14h-index1.0kcitations125works0.02yr avg
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Research Topics

Complex Systems and Time Series Analysis(30), Market Dynamics and Volatility(23), Financial Risk and Volatility Modeling(19), Stock Market Forecasting Methods(18), Financial Markets and Investment Strategies(16)

Publications125 total

Interacción verbal y aprendizaje en aulas de cuarto nivel de la carrera de Enfermería del Instituto Superior Tecnológico Universitario Libertad, Quito
2025Open Access
Adjusted beta based on an empirical comparison of <scp>OLS</scp> ‐<scp>CAPM</scp> and the <scp>CAPM</scp> with <scp>EGARCH</scp> errors
International Journal of Finance & Economics·2020· 6 cited
Time–frequency varying estimations: comparison of discrete and continuous wavelets in the market line framework
Journal of Banking and Financial Technology·2019· 3 cited
Time-Frequency varying beta estimation - a continuous wavelets approach
HAL (Le Centre pour la Communication Scientifique Directe)·2018· 3 citedOpen Access
Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché -
Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)·2018Open Access
Time-Frequency Analysis of CAPM: Application to the CAC 40
Managing Global Transitions·2018· 3 citedOpen Access
Time-Frequency Analysis of CAPM: Application to the CAC 40
RePEc: Research Papers in Economics·2018
Regression Forward avec fenêtres Tempo-Frequentielles roulantes par ondelettes discretes et continues -Une application à la Droite de Marché - [Forward Regression with Discrete and Continuous Wavelets Time-Frequency Window -An application to the Market Line-]
MPRA Paper·2018
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues-
RePEc: Research Papers in Economics·2017
Analyse Temps-fréquence du MEDAF –Application au CAC 40 –
2017
Hedge Fund Return Dynamics: Long Memory and Regime Switching
International Journal of Financial Research·2017Open Access
Analyse Multidimensionnelle Temps-Fréquence du MEDAF
2017
Analyse des interdépendances non linéaires des principaux marchés boursiers de la zone euro
Revue d économie politique·2017Open Access
Estimation du Beta Tempo-fréquentiel de la Droite de Marché-Une approche par les ondelettes continues- [Time-Frequency varying Beta Estimation -A continuous wavelets approach-]
MPRA Paper·2017
Analyse Multidimensionnelle Temps-Fréquence du MEDAF [Multidimensional Time-Frequency Analysis Of The Capm]
MPRA Paper·2017
Analyse Temps-fréquence du MEDAF –Application au CAC 40 – [Time-Frequency Analysis of CAPM- Application to the CAC 40-]
MPRA Paper·2017
7. L’estimation, les tests de validation et la prévision des processus ARMA
Cairn.info·2016
Time-Frequency Analysis of the Relationship Between EUA and CER Carbon Markets
RePEc: Research Papers in Economics·2016
6. L’identification des processus ARMA
Cairn.info·2016
2. Prévision d’une série chronologique
2016
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Frequent Co-authors

Walter C. Labys(10), Jeff B.Cromwell(8), Stéphane Mussard(8), Catherine Kyrtsou(8), Jules Sadefo Kamdem(8), Françoise Seyte(7), Alfred Mbairadjim Moussa(5), Roman Mestre(4), Michael J. Hannan(3), Régis Bourbonnais(3), Olivier Darné(2), Mohamed Chikhi(2), Sadek Melhem(2), Darryl J. Downing(1), W.C Labys(1), A Achouch(1), Walter C.Labys(1), Eugène Kouassi(1), V. Brun(1), G. Dhoms(1)