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de Peretti, Christian

Co-Author Distance
Author ID: de-peretti.christian Recent zbMATH articles by "de Peretti, Christian"
Published as: de Peretti, Christian; De Peretti, Christian
Documents Indexed: 6 Publications since 2003
Co-Authors: 5 Co-Authors with 4 Joint Publications
41 Co-Co-Authors

Co-Authors

2 single-authored
3 Siani, Carole
1 Ben Salah, Hanene
1 Chaouch, Mohamed
1 Gannoun, Ali
1 Trabelsi, Abdelwahed

Serials

2 Computational Statistics and Data Analysis
1 Annals of Operations Research
1 Computational Economics
1 Studies in Nonlinear Dynamics and Econometrics

Fields

5 Statistics (62-XX)
3 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1 Numerical analysis (65-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

5 Publications have been cited 12 times in 11 Documents Cited by ▼ Year ▼
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier. Zbl 1416.91341
Ben Salah, Hanene; Chaouch, Mohamed; Gannoun, Ali; de Peretti, Christian; Trabelsi, Abdelwahed
5
2018
Bilateral bootstrap tests for long memory: an application to the Silver market. Zbl 1067.91524
de Peretti, Christian
2
2003
Graphical methods for investigating the finite-sample properties of confidence regions. Zbl 1464.62058
de Peretti, Christian; Siani, Carole
2
2010
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. Zbl 1161.62405
Siani, Carole; De Peretti, Christian
2
2007
Neural tests for conditional heteroskedasticity in ARCH-M models. Zbl 1082.62523
de Peretti, Christian; Siani, Carole
1
2004
Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier. Zbl 1416.91341
Ben Salah, Hanene; Chaouch, Mohamed; Gannoun, Ali; de Peretti, Christian; Trabelsi, Abdelwahed
5
2018
Graphical methods for investigating the finite-sample properties of confidence regions. Zbl 1464.62058
de Peretti, Christian; Siani, Carole
2
2010
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. Zbl 1161.62405
Siani, Carole; De Peretti, Christian
2
2007
Neural tests for conditional heteroskedasticity in ARCH-M models. Zbl 1082.62523
de Peretti, Christian; Siani, Carole
1
2004
Bilateral bootstrap tests for long memory: an application to the Silver market. Zbl 1067.91524
de Peretti, Christian
2
2003
all cited Publications top 5 cited Publications
all top 5

Cited by 24 Authors

1 Banerjee, Anindya
1 Croux, Christophe
1 Dai, Zhifeng
1 de Peretti, Christian
1 Ferrari, Silvia Lopes de Paula
1 Ferraro, Giovanna
1 Filzmoser, Peter
1 Gan, Xin
1 Gelper, Sarah
1 Izzeldin, Marwan
1 Lučivjanská, Katarína
1 Medeiros, Francisco M. C.
1 Naccarato, Alessia
1 Pierini, Andrea
1 Pinheiro, Eliane C.
1 Rigamonti, Andrea
1 Schruben, Lee W.
1 Siani, Carole
1 Singham, Dashi I.
1 Todorov, Valentin
1 Urga, Giovanni
1 Wang, Jun
1 Wen, Fenghua
1 Zhu, Huan
all top 5

Cited in 7 Serials

4 Computational Statistics and Data Analysis
2 Annals of Operations Research
1 Journal of Econometrics
1 Journal of Statistical Planning and Inference
1 Neural Networks
1 INFORMS Journal on Computing
1 Journal of Industrial and Management Optimization

Cited in 5 Fields

8 Statistics (62-XX)
5 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
3 Operations research, mathematical programming (90-XX)
1 General and overarching topics; collections (00-XX)
1 Numerical analysis (65-XX)

Citations by Year