Auteur Marie-Eliette Dury
Documents disponibles écrits par cet auteur (8)
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Chapitre d'ouvrage
The Chinese equity market is one of the emerging equity markets which offers an opportunity for international diversification. Since the 1990s, the Chinese equity market has changed substantially in two ways: both the size of listed companies an[...]
Working Paper
Abdoulaye Sy ; Catherine Araujo Bonjean ; Marie-Eliette Dury ; Nourddine Azzaoui ; Arnaud Guillin | Clermont-Ferrand : Centre d'études et de recherches sur le développement international (Cerdi) | Études et Documents Cerdi, ISSN 2114-7957 | 2021-07A critical stage in drought hazard assessment is the definition of a drought event, and the measure of its intensity. Actually, the classical approach imposes to all climatic region the same set of thresholds for drought severity c[...]
Article : Revues - Articles
Le développement de l’assurance indicielle s’inscrit dans le contexte des anomalies météorologiques mondiales de plus en plus fréquentes : augmentation de la fréquence des précipitations extrêmes, intensification des sécheresses extrêmes ou auss[...]
Working Paper
We consider the class of moving average symmetric α-stable processes, for 1 < α < 2. These processes are H-self-similar (0 < H < 1) with stationary increments, indexed by Rd, and driven by a symmetric α-stable random measure Mα[...]
Article : Revues - Articles
The aim of this paper is to provide simple models with a time-varying Hurst index. Such models should be simple as much as possible and well fit the estimated Hurst index. After a recall on the fractional and multifractional Brownian motion and [...]
Ouvrages
Article : texte imprimé
A critical stage in drought risk assessment is the measurement of drought hazard, the probability of occurrence of a potentially damaging event. The standard approach to assess drought hazard is based on the standardized precipita[...]
Article : Revues - Articles
The Chinese equity market is one of the emerging equitymarkets which offers an opportunity for international diversification, as a emerging markets, the Chinese stock markets are not mature. Since the1990s, the reforms in regulatio[...]
