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Journal of empirical finance
ULB Institutional Repository
38
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Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10001806977
Saved in:
2
Central bank interventions and jumps in double long memory models of daily exchange rates
Beine, Michel
;
Laurent, Sébastien
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 641-660
Persistent link: https://www.econbiz.de/10007232488
Saved in:
3
Trading activity, realized volatility and jumps
Giot, Pierre
;
Laurent, Sébastien
;
Petitjean, Mikael
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 168-175
Persistent link: https://www.econbiz.de/10003943976
Saved in:
4
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
5
Modelling daily value-at-risk using realized volatility and ARCH type models
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 379-398
Persistent link: https://www.econbiz.de/10002050367
Saved in:
6
Predicting issuer credit ratings using a semiparametric method
Giot, Pierre
;
Laurent, Sébastien
;
Petitjean, Mikael
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 120-138
Persistent link: https://www.econbiz.de/10008349675
Saved in:
7
Modelling daily Value-at-Risk using realized volatility and ARCH type models
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of empirical finance
11
(
2004
)
3
,
pp. 379-398
Persistent link: https://www.econbiz.de/10007230369
Saved in:
8
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-368
Persistent link: https://www.econbiz.de/10008849033
Saved in:
9
Special issue: Heavy tails and paretian distributions in empirical finance : a volume honoring Benoît Mandelbrot
Dufour, Jean-Marie
(
contributor
); …
-
2010
Persistent link: https://www.econbiz.de/10009271849
Saved in:
10
International finance : special issue
Palm, Franz C.
(
contributor
);
Werner, Ingrid M.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003370847
Saved in:
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