Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. - Carole Siani; Christian de Peretti (Comput. Stat. Data Anal., 2007)

A Bootstrap Artificial Neural Network Based Heterogeneous Panel Unit Root Test in Case of Cross Sectional Independence. - Christian de Peretti; Carole Siani; Mario Cerrato (ICONIP (1), 2009)

An artificial neural network based heterogeneous panel unit root test in case of cross sectional independence. - Christian de Peretti; Carole Siani; Mario Cerrato (IJCNN, 2009)

Graphical methods for investigating the finite-sample properties of confidence regions. - Christian de Peretti; Carole Siani (Comput. Stat. Data Anal., 2010)

Mean and median-based nonparametric estimation of returns in mean-downside risk portfolio frontier. - Hanene Ben Salah; Mohamed Chaouch; Ali Gannoun; Christian de Peretti; Abdelwahed Trabelsi (Ann. Oper. Res., 2018)