Vêlayoudom Marimoutou

Université de la Mediterraneé

GREQAM

Centre de la Vieille Charite

13002 Marseille

France

SCHOLARLY PAPERS

3

DOWNLOADS

334

TOTAL CITATIONS
Rank 36,020

SSRN RANKINGS

Top 36,020

in Total Papers Citations

35

Scholarly Papers (3)

1.

Hierarchical Hidden Markov Structure for Dynamic Correlations: The Hierarchical RSDC Model

AFFI/EUROFIDAI, Paris December 2008 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 34 Posted: 14 Oct 2008 Last Revised: 16 Oct 2008
Charlot Philippe and Vêlayoudom Marimoutou
Universities of Marseille and Université de la Mediterraneé
Downloads 169 (353,314)

Abstract:

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Multivariate GARCH, Dynamic correlations, Regime switching, Markov chain, Hidden Markov models, Hierarchical Hidden Markov models

2.

Federal Minimum Wage Hikes Do Reduce Teenage Employment: The Time Series Effects of Minimum Wages in the US Revisited

IZA Discussion Paper No. 9864
Number of pages: 11 Posted: 25 Apr 2016
Stephen Bazen and Vêlayoudom Marimoutou
Aix-Marseille University - Aix-Marseille School of Economics and Université de la Mediterraneé
Downloads 105 (514,016)

Abstract:

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minimum wage, teenage employment, state space methods, unobserved components model

3.

Is There a Structural Break in Equilibrium Velocity in the Euro Area?

Banque de France Working Paper No. 165
Number of pages: 45 Posted: 21 Oct 2010
Christian Bordes, Laurent Clerc and Vêlayoudom Marimoutou
affiliation not provided to SSRN, Banque de France and Université de la Mediterraneé
Downloads 60 (708,599)
Citation 35

Abstract:

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M3 velocity, Breakpoint tests, ECB