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~isPartOf:"CORE discussion papers : DP"
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ARCH model
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Laurent, Sébastien
McAleer, Michael
Bauwens, Luc
19
Rombouts, Jeroen V. K.
14
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12
Preminger, Arie
8
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7
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CORE discussion paper : DP
CORE discussion papers : DP
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59
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30
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30
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6
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ECONIS (ZBW)
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1
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
2
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
3
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
4
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
5
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
-
2003
Persistent link: https://www.econbiz.de/10001791292
Saved in:
6
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
-
2003
Persistent link: https://www.econbiz.de/10001791482
Saved in:
7
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
8
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
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