Search Results - "Laurent, Sebastien"

Refine Results
  1. 1
  2. 2

    Late Paleozoic strike-slip shear zones in eastern central Asia (NW China): New structural and geochronological data by Sébastien Laurent-Charvet, Jacques Charvet, Patrick Monié, Liangshu Shu

    Published in Tectonics (Washington, D.C.) (01-04-2003)
    “…New structural studies and 40Ar/39Ar dating in northwest China provide information about late Paleozoic strike‐slip motions subsequent to accretional events,…”
    Get full text
    Journal Article
  3. 3

    Bringing together Anthropology, Ethnology and Folklore: From Factions to Union by Fournier, Laurent Sébastien

    Published in Narodna umjetnost (01-07-2016)
    “…In this paper I first focus on the foundation of the AFEA (Association Francaise d'Ethnologie et d'Anthropologie) and I try to find out how this new…”
    Get full text
    Journal Article
  4. 4

    Volatility estimation and jump detection for drift–diffusion processes by Laurent, Sébastien, Shi, Shuping

    Published in Journal of econometrics (01-08-2020)
    “…The logarithmic prices of financial assets are conventionally assumed to follow a drift–diffusion process. While the drift term is typically ignored in the…”
    Get full text
    Journal Article
  5. 5

    Quasi score-driven models by Blasques, F., Francq, Christian, Laurent, Sébastien

    Published in Journal of econometrics (01-05-2023)
    “…This paper introduces the class of quasi score-driven (QSD) models. This new class inherits and extends the basic ideas behind the development of score-driven…”
    Get full text
    Journal Article
  6. 6

    We modeled long memory with just one lag by Bauwens, Luc, Chevillon, Guillaume, Laurent, Sébastien

    Published in Journal of econometrics (01-09-2023)
    “…Two recent contributions have found conditions for large dimensional networks or systems to generate long memory in their individual components. We build on…”
    Get full text
    Journal Article
  7. 7

    Autoregressive conditional betas by Blasques, F., Francq, Christian, Laurent, Sébastien

    Published in Journal of econometrics (01-01-2024)
    “…This paper introduces an autoregressive conditional beta (ACB) model that allows regressions with dynamic betas (or slope coefficients) and residuals with…”
    Get full text
    Journal Article
  8. 8

    Critical Velocity and Dissipation of an Ultracold Bose-Fermi Counterflow by Delehaye, Marion, Laurent, Sébastien, Ferrier-Barbut, Igor, Jin, Shuwei, Chevy, Frédéric, Salomon, Christophe

    Published in Physical review letters (31-12-2015)
    “…We study the dynamics of counterflowing bosonic and fermionic lithium atoms. First, by tuning the interaction strength we measure the critical velocity v(c) of…”
    Get full text
    Journal Article
  9. 9

    The Anthropology of Literature in France: Birth and Becoming of a New Field of Studies by Fournier, Laurent Sebastian, Privat, Jean-Marie

    “…In this article we present the ongoing theoretical discussions concerning the relations between anthropology and literature in France. We recall the historical…”
    Get full text
    Journal Article
  10. 10

    Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach by Laurent, Sébastien, Lecourt, Christelle, Palm, Franz C.

    Published in Computational statistics & data analysis (01-08-2016)
    “…Financial asset prices occasionally exhibit large changes. To deal with their occurrence, observed return series are assumed to consist of a conditionally…”
    Get full text
    Journal Article
  11. 11

    Palaeozoic late collisional strike-slip deformations in Tianshan and Altay, Eastern Xinjiang, NW China by Laurent-Charvet, Sébastien, Charvet, Jacques, Shu, Liangshu, Ma, Ruishi, Lu, Huafu

    Published in Terra nova (Oxford, England) (01-08-2002)
    “…ABSTRACT In Central Asia, thrusts and shear zones resulting from Palaeozoic accretional events were reworked by E–W‐trending ductile strike‐slip faults during…”
    Get full text
    Journal Article
  12. 12

    Asymptotics of Cholesky GARCH models and time-varying conditional betas by Darolles, Serge, Francq, Christian, Laurent, Sébastien

    Published in Journal of econometrics (01-06-2018)
    “…This paper proposes a new model with time-varying slope coefficients. Our model, called CHAR, is a Cholesky-GARCH model, based on the Cholesky decomposition of…”
    Get full text
    Journal Article
  13. 13

    Jumps, cojumps and macro announcements by Lahaye, Jérôme, Laurent, Sébastien, Neely, Christopher J.

    “…We use recently proposed tests to extract jumps and cojumps from three types of assets: stock index futures, bond futures, and exchange rates. We then…”
    Get full text
    Journal Article
  14. 14

    Palaeozoic tectonic evolution of the Tianshan belt, NW China by Charvet, Jacques, Shu, LiangShu, Laurent-Charvet, Sébastien, Wang, Bo, Faure, Michel, Cluzel, Dominique, Chen, Yan, De Jong, Koen

    Published in Science China. Earth sciences (01-02-2011)
    “…The Chinese Tianshan belt is a major part of the southern Central Asian Orogenic Belt, extending westward to Kyrgyzstan and Kazakhstan. Its Paleozoic tectonic…”
    Get full text
    Journal Article
  15. 15

    Connecting Few-Body Inelastic Decay to Quantum Correlations in a Many-Body System: A Weakly Coupled Impurity in a Resonant Fermi Gas by Laurent, Sébastien, Pierce, Matthieu, Delehaye, Marion, Yefsah, Tarik, Chevy, Frédéric, Salomon, Christophe

    Published in Physical review letters (10-03-2017)
    “…We study three-body recombination in an ultracold Bose-Fermi mixture. We first show theoretically that, for weak interspecies coupling, the loss rate is…”
    Get full text
    Journal Article
  16. 16

    Tell-tale signals: faces reveal playful and aggressive mood in wolves by Maglieri, Veronica, Mastrandrea, Fosca, Galotti, Alice, Böye, Martin, Laurent, Sébastien, Marcolla, Andrea, Palagi, Elisabetta

    Published in Animal behaviour (01-08-2024)
    “…Animals have evolved a wide variety of signals that punctuate social interactions, thus optimizing communication systems. In the study of communicative…”
    Get full text
    Journal Article
  17. 17

    On the forecasting accuracy of multivariate GARCH models by Laurent, Sébastien, Rombouts, Jeroen V. K., Violante, Francesco

    “…This paper addresses the question of the selection of multivariate generalized autoregressive conditional heteroskedastic (GARCH) models in terms of variance…”
    Get full text
    Journal Article
  18. 18

    On loss functions and ranking forecasting performances of multivariate volatility models by Laurent, Sébastien, Rombouts, Jeroen V.K., Violante, Francesco

    Published in Journal of econometrics (01-03-2013)
    “…The ranking of multivariate volatility models is inherently problematic because when the unobservable volatility is substituted by a proxy, the ordering…”
    Get full text
    Journal Article
  19. 19

    Generating univariate fractional integration within a large VAR(1) by Chevillon, Guillaume, Hecq, Alain, Laurent, Sébastien

    Published in Journal of econometrics (01-05-2018)
    “…This paper shows that a large dimensional vector autoregressive model (VAR) of finite order can generate fractional integration in the marginalized univariate…”
    Get full text
    Journal Article
  20. 20

    Multivariate GARCH models: a survey by Bauwens, Luc, Laurent, Sébastien, Rombouts, Jeroen V. K.

    “…This paper surveys the most important developments in multivariate ARCH-type modelling. It reviews the model specifications and inference methods, and…”
    Get full text
    Journal Article