Guy Mélard
About
Guy Mélard has authored 57 papers that have received a total of 721 indexed citations.
This includes 17 papers in Finance, 16 papers in Statistics and Probability and 14 papers in Management Science and Operations Research. The topics of these papers are Financial Risk and Volatility Modeling (17 papers), Complex Systems and Time Series Analysis (11 papers) and Forecasting Techniques and Applications (11 papers). Guy Mélard is often cited by papers focused on Financial Risk and Volatility Modeling (17 papers), Complex Systems and Time Series Analysis (11 papers) and Forecasting Techniques and Applications (11 papers) and collaborates with scholars based in Belgium, The Netherlands and Canada. Guy Mélard's co-authors include André Klein, Roch Roy, Marc Hallin, Toufik Zahaf and Christophe Ley and has published in prestigious journals such as Journal of the American Statistical Association, IEEE Transactions on Signal Processing and The Annals of Statistics
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