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Intrinsic liquidity in conditional volatility models
Darolles, Serge; LeFol, Gaëlle; Francq, Christian; … - In: Annals of economics and statistics 123/124 (2016), pp. 225-245
Persistent link: https://www.econbiz.de/10011592745
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Gauging liquidity risk in emerging market bond index funds
Darolles, Serge; Dudek, Jérémy; LeFol, Gaëlle - In: Annals of economics and statistics 123/124 (2016), pp. 247-269
Persistent link: https://www.econbiz.de/10011592748
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Model risk management: limits and future of Bayesian approaches
Florens, Jean-Pierre; Gouriéroux, Christian; Monfort, Alain - In: Annals of economics and statistics 136 (2019), pp. 1-26
Persistent link: https://www.econbiz.de/10012306077
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Nonparametric estimation for regulation models
Enache, Andreea; Florens, Jean-Pierre - In: Annals of economics and statistics 131 (2018), pp. 45-58
Persistent link: https://www.econbiz.de/10012249485
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Introduction to the special issue on inverse problems in econometrics
Florens, Jean-Pierre; Simoni, Anna - In: Annals of economics and statistics 128 (2017), pp. 1-3
Persistent link: https://www.econbiz.de/10011776875
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Bias-corrected confidence intervals in a class of linear inverse problems
Florens, Jean-Pierre; Horowitz, Joel; Van Keilegom, Ingrid - In: Annals of economics and statistics 128 (2017), pp. 203-228
Persistent link: https://www.econbiz.de/10011776892
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Revisiting identification concepts in Bayesian analysis
Florens, Jean-Pierre; Simoni, Anna - In: Annals of economics and statistics 144 (2021), pp. 1-38
Persistent link: https://www.econbiz.de/10013464882