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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
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Multivariate out-of-sample tests for Granger causality
Gelper, Sarah (contributor); Croux, Christophe (contributor) - 2006
Persistent link: https://www.econbiz.de/10003572328
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Robust exponential smoothing of multivariate time series
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2009
Persistent link: https://www.econbiz.de/10003982213
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Copula based flexible modeling of associations between clustered event times
Geerdens, C.; Claeskens, G.; Janssen, Paul - 2015
Persistent link: https://www.econbiz.de/10011646335
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An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011658494
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Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - 2017
Persistent link: https://www.econbiz.de/10011799030