Introduction generale: l'importance des non-linearites sur les marches financiers
V. Mignon, S. Lardic
pág. 439
Modeling the volatility of the US S&P 500 index using an LSTGARCH model
G. Dufrenot, V. Marimoutou, A. Peguin-Feissolle
pág. 453
Threshold adjustement of cointegrated processes: what do we know about three-regime models?
M. B. Salem, F. Bec
pág. 467
Characterization of financial crisis with hybrid HMC-MLP models
M. Olteanu, J. Rynkiewicz, B. Maillet
pág. 489
Asset management in turbulent markets analysing investment styles dynamics
S. Galanti, C. Aaron, Y. Tadjeddine
pág. 507
K. Chancari, M. Briere
pág. 527
S. Mussard, V. Terraza
pág. 557