Narrow search
Showing 1 - 10 of 10
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien; Rombouts, Jeroen V. K.; Violante, … - In: Journal of applied econometrics 27 (2012) 6, pp. 934-956
Persistent link: https://www.econbiz.de/10010022054
Cover Image
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/10006966137
Cover Image
Jumps, cojumps and macro announcements
Lahaye, Jérôme; Laurent, Sébastien; Neely, Christopher J. - In: Journal of applied econometrics 26 (2011) 6, pp. 893-922
Persistent link: https://www.econbiz.de/10009290257
Cover Image
Multivariate GARCH models: a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V.K. - In: Journal of applied econometrics 21 (2006) 1, pp. 79-110
Persistent link: https://www.econbiz.de/10006955386
Cover Image
Bridging the gap between Ox and Gauss using OxGauss
Laurent, Sébastien; Urbain, Jean-Pierre - In: Journal of applied econometrics 20 (2005) 1, pp. 131
Persistent link: https://www.econbiz.de/10006956052