Select Publications

Book chapters

DUFRENOT G., MARIMOUTOU V. and PEGUIN-FEISSOLLE A., 2009. Finite sample properties of tests for STGARCH models and application to the US stock returns, In: Kyrtsou C. (ed), Progress in Financial Markets Research, Nova Science Publishers, New York, p. 83-102, ISBN: 978-1-61122-864-9. [Publisher link]

Peer-reviewed journal articles

BISWAS R., MARJIT S. and MARIMOUTOU V., 2010. Fiscal federalism, state lobbying and discretionary finance : evidence from India, Economics & Politics, 22 (1) : 68–91. [Publisher link]
MARIMOUTOU V., RAGGAD B. and TRABELSI A., 2009. Extreme value theory and value at risk: application to oil market, Energy Economics, 31 (4) : 519-530, DOI: 10.1016/j.eneco.2009.02.005. [Publisher link]
MARIMOUTOU V., PEGUIN D. and PEGUIN-FEISSOLLE A., 2009. The “distance-varying” gravity model in international economics: is the distance an obstacle to trade?, Economics Bulletin, 29 (2) : 1157-1173. [Publisher link]
NOUIRA L., BOUTAHAR M. and MARIMOUTOU V., 2009. The effect of tapering on the semiparametric estimators for nonstationary long memory processes, Statistical Papers, 50 (2) : 225-248, DOI: 10.1007/s00362-007-0071-6. [Publisher link]

Working Papers

MARIMOUTOU V. and CHARLOT P., 2011. Hierarchical hidden Markov structure for dynamic correlations: The hierarchical RSDC model, USR3330 Working Paper Series; 1, Institut Français de Pondichéry & Centre de Sciences Humaines, Pondicherry & New Delhi, 34 p.. [Publisher link]