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~isPartOf:"Journal of applied econometrics"
~isPartOf:"Research on economic inequality : a research annual"
~language:"eng"
~person:"Creedy, John"
~person:"Laurent, Sébastien"
~source:"econis"
~type_genre:"Article in journal"
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Creedy, John
Laurent, Sébastien
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Journal of applied econometrics
Research on economic inequality : a research annual
New Zealand economic papers
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Australian journal of labour economics : a journal of labour economics and labour relations ; official journal of the Australian Society of Labour Economists
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ECONIS (ZBW)
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1
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 934-955
Persistent link: https://www.econbiz.de/10010219744
Saved in:
2
Jumps, cojumbs and macro announcements
Lahaye, Jérôme
;
Laurent, Sébastien
;
Neely, Christopher J.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 893-921
Persistent link: https://www.econbiz.de/10009408895
Saved in:
3
Multivariate GARCH models : a survey
Bauwens, Luc
;
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
- In:
Journal of applied econometrics
21
(
2006
)
1
,
pp. 79-109
Persistent link: https://www.econbiz.de/10003310013
Saved in:
4
Bridging the gap between OX and Gauss using OxGauss
Laurent, Sébastien
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 131-139
Persistent link: https://www.econbiz.de/10003027446
Saved in:
5
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
Saved in:
6
Poverty and inequality comparisons of alternative tax structures
Creedy, John
-
1997
Persistent link: https://www.econbiz.de/10001336832
Saved in:
7
A non-linear model of the real US UK exchange rate
Creedy, John
- In:
Journal of applied econometrics
11
(
1996
)
6
,
pp. 669-686
Persistent link: https://www.econbiz.de/10001211069
Saved in:
8
Increasing the time period in the measurement of inequality
Creedy, John
-
1992
Persistent link: https://www.econbiz.de/10001140132
Saved in:
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