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Croux, Christophe
11
Boudt, Kris
3
Forni, Mario
2
Glady, Nicolas
2
Reichlin, Lucrezia
2
Cornelissen, Jonathan
1
Exterkate, Peter
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Peterson, Brian
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Reusens, Peter
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Rombouts, Jeroen V. K.
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ECONIS (ZBW)
11
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1
Multivariate volatility forecasts for stock market indices
Wilms, Ines
;
Rombouts, Jeroen V. K.
;
Croux, Christophe
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 484-499
Persistent link: https://www.econbiz.de/10012792845
Saved in:
2
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
3
Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe
;
Öllerer, Viktoria
-
2015
Persistent link: https://www.econbiz.de/10011290636
Saved in:
4
Robust and sparse factor modelling
Croux, Christophe
;
Exterkate, Peter
-
2011
Persistent link: https://www.econbiz.de/10009377508
Saved in:
5
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
6
Predicting customer wallet without survey data
Glady, Nicolas
;
Croux, Christophe
-
2007
Persistent link: https://www.econbiz.de/10003976840
Saved in:
7
Robust M-estimation of multivariate conditionally heteroscedastic time series models with elliptical innovations
Boudt, Kris
(
contributor
);
Croux, Christophe
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003624500
Saved in:
8
Predicting customer wallet without survey data
Glady, Nicolas
;
Croux, Christophe
- In:
Journal of service research : JSR
11
(
2008/09
)
3
,
pp. 219-231
Persistent link: https://www.econbiz.de/10003804788
Saved in:
9
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
Saved in:
10
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
;
Forni, Mario
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
83
(
2001
)
2
,
pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
Saved in:
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