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See detailA robust statistical approach to select adequate error distributions for financial returns
Hambuckers, julien ULg; Heuchenne, Cédric ULg

in Journal of Applied Statistics (in press)

In this article, we propose a robust statistical approach to select an appropriate error distribution, in a classical multiplicative heteroscedastic model. In a first step, unlike to the traditional ... [more ▼]

In this article, we propose a robust statistical approach to select an appropriate error distribution, in a classical multiplicative heteroscedastic model. In a first step, unlike to the traditional approach, we don't use any GARCH-type estimation of the conditional variance. Instead, we propose to use a recently developed nonparametric procedure (Mercurio and Spokoiny, 2004): the Local Adaptive Volatility Estimation (LAVE). The motivation for using this method is to avoid a possible model misspecification for the conditional variance. In a second step, we suggest a set of estimation and model selection procedures (Berk-Jones tests, kernel density-based selection, censored likelihood score, coverage probability) based on the so-obtained residuals. These methods enable to assess the global fit of a set of distributions as well as to focus on their behavior in the tails, giving us the capacity to map the strengths and weaknesses of the candidate distributions. A bootstrap procedure is provided to compute the rejection regions in this semiparametric context. Finally, we illustrate our methodology throughout a small simulation study and an application on three time series of daily returns (UBS stock returns, BOVESPA returns and EUR/USD exchange rates) [less ▲]

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See detailNeeds-Supplies Fit and Behavioral Outcomes: The Mediating Role of Organizational Identification
Travaglianti, Fabrice ULg; Babic, Audrey ULg; Pepermans, Roland et al

in Journal of Management & Organization (in press)

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See detailChoeur de femmes au coeur de la Savoie. Les annonciades d'Annecy entre clôture stricte et sociabilité urbaine (17e-18e s.)
Henneau, Marie-Elisabeth ULg; Piront, Julie

Book published by Société des Amis du Vieil Annecy (in press)

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See detailHigh spatial resolution of late-Holocene human activities in the moist forests of central Africa using soil charcoal and charred botanical remains
Morin, Julie ULg; Biwolé, Achille; Gorel, Anaïs ULg et al

in Holocene (in press)

Palaeoecological and archaeological studies have demonstrated that human populations have long inhabited the moist forests of central Africa. However, spatial and temporal patterns of human activities ... [more ▼]

Palaeoecological and archaeological studies have demonstrated that human populations have long inhabited the moist forests of central Africa. However, spatial and temporal patterns of human activities have hardly been investigated with satisfactory accuracy. In this study, we propose to characterize past human activities at local scale by using a systematic quantitative and qualitative methodology based on soil charcoal and charred botanical remains. A total of 88 equidistant test-pits were excavated along six transects in two contrasting forest types in southern Cameroon. Charred botanical remains were collected by water-sieving and sorted by type (wood charcoals, oil palm endocarps, and unidentified seeds). A total of 50 Accelerator Mass Spectrometry 14C dates were also obtained. Results showed that charred macroremains were found at multiple places in the forest, suggesting scattered human activities, which were distributed into two main periods (Phase A: 2300-1300 BP – Phase B: 580 BP to the present). Charred botanical remains indicated two types of land use: (i) domestic, with oil palm endocarps most often associated with potsherds (villages) and (ii) agricultural, with charcoal as probable remnant of slash-and-burn cultivation (fields). Oil palm endocarp abundance decreased with distance from the identified human settlements. Our methodology allowed documenting, at high resolution, the spatial and temporal patterns of human activities in central African moist forests and could be applied to other tropical contexts. [less ▲]

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See detailEnfanter dans la France d'Ancien Régime
Henneau, Marie-Elisabeth ULg; Grande, Nathalie; Dion, Laetitia et al

Book published by Presses universitaires d'Artois (in press)

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See detailLa ceramica della Schola del Traiano a Ostia Antica
Deru, Xavier ULg; Desbat, Armand; Dienst, Simon ULg et al

in Forum Romanum Belgicum (in press)

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See detailÉclairer les enjeux de la reconstruction industrielle du bassin liégeois : l'apport des archives des Etablissements insalubres et dangereux (1919-1925)
Peters, Arnaud ULg; Defechereux, Olivier ULg; Destatte, Julien ULg

in Parmentier, Isabelle (Ed.) Actes des Deuxièmes Rencontres d'Histoire de l'Environnement en Belgique (Belgique, Luxembourg, Congo, Rwanda, Burundi) (in press)

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See detailChapitre 46 De ceux qui manquent en quelque autre chose
Henneau, Marie-Elisabeth ULg

in Hurel, Odon (Ed.) La Règle de saint Benoît et son histoire (VIIe-XXIe siècles) (in press)

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See detailChapitre 60 Des prêtres qui désireraient se fixer dans le monastère
Henneau, Marie-Elisabeth ULg

in Hurel, Odon (Ed.) La Règle de saint Benoît et son histoire (VIIe-XXIe siècles) (in press)

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See detailChapitre 69 Que nul dans le monastère n’ait la témérité d’en défendre un autre
Henneau, Marie-Elisabeth ULg

in Hurel, Odon (Ed.) La Règle de saint Benoît et son histoire (VIIe-XXIe siècles) (in press)

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See detailDe l’usage des « bons livres » et des autres dans les couvents féminins d’Ancien Régime aux Pays-Bas et en Principauté de Liège
Henneau, Marie-Elisabeth ULg

in Henryot, Fabienne; Martin, Philippe (Eds.) La lecture dans les couvents de femmes d’Ancien Régime (in press)

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See detailThe Rise of the Brentano School
Dewalque, Arnaud ULg

in Kriegel, Uriah (Ed.) Handbook of Brentano and the Brentano School (in press)

In this chapter, I give a bird’s eye view of the Brentano School from a rather historical perspective. My leading hypothesis is that one crucial factor explaining the rise of the school is Brentano’s ... [more ▼]

In this chapter, I give a bird’s eye view of the Brentano School from a rather historical perspective. My leading hypothesis is that one crucial factor explaining the rise of the school is Brentano’s unique strategy, within the academic context of the time, to promote the revival of philosophy as a rigorous science. After a brief introduction, I reconstruct the three main phases in the school’s development, namely Brentano’s teaching in Würzburg (1866-73), his teaching in Vienna (1874-95), and Anton Marty’s teaching in Prague (1880-1913). [less ▲]

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See detailLe Mur et le masque. À propos de Banksy.
Saint-Amand, Denis ULg

in MethIS : Méthodes et Interdisciplinarité en Sciences Humaines (in press)

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See detailTracing Migrant-Mothers’ ‘Return’ Narratives in the Mexico-U.S and Peru-Belgium Migratory Circuits.
Vivas Romero, Maria ULg; Sanchez-Martinez, Anabela

Report (in press)

How do contemporary migrant mothers strategize return to their home countries? And how does the social protections available for their bi-national children in sending and destination countries factor in ... [more ▼]

How do contemporary migrant mothers strategize return to their home countries? And how does the social protections available for their bi-national children in sending and destination countries factor in the decision to return? Through this contribution, we aimed to tackle these questions. We draw from the analysis of two longitudinal migratory careers and argue that our participant’s return decisions were influenced both by their children’s effective access to social protection and their subjective perceptions of ‘good-motherhood’. This Trans-Atlantic comparison shows how different situated-institutional-contexts, cultures of care and motherhood resulted into different patterns of mobility for these women and their families. [less ▲]

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See detailÀ propos de l’écologie du discours heuristique
Job, Pierre ULg; Gilot, Marguerite ULg

in Actes du 4ième congrès international sur la théorie anthropologique du didactique (TAD) : Évolutions contemporaines du rapport aux mathématiques et aux autres savoirs à l'école et dans la société (in press)

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See detailImaginer-lire le Capital
Pieron, Julien ULg

in Cahiers d'Etudes Germaniques (in press)

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See detailQu'est-ce qu'un indicateur ? Paradigme indiciaire et processus de gouvernementalité
Petteni, Oriane ULg

in Nicolas, Loic (Ed.) L'indice (in press)

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See detailRéflexivité et classes sémantiques dans le lexique verbal français
Mazziotta, Nicolas ULg; Stein, Achim

in XXXIII. Tagung des Deutschen Romanistenverbands (DRV) (in press)

Detailed reference viewed: 23 (0 ULg)