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~isPartOf:"Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion"
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HURLIN, Christophe
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COLLETAZ, Gilbert
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2
ARESTOFF, F.
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BRETON, Régis
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Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
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Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
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3,979
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1,845
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169
CIRED Working Papers
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96
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Cahiers du Département d'Economie Politique / Faculté des Sciences Economiques et Sociales, Université de Genève
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Economics Papers from University Paris Dauphine
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Irregularly Spaced Intraday Value-at-Risk (ISIVaR) Models: Forecasting and Predictive Abilities
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2007
Persistent link: https://www.econbiz.de/10010934097
Saved in:
2
Backtesting VaR Accuracy: A Simple and Powerful Test
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2006
Persistent link: https://www.econbiz.de/10010934108
Saved in:
3
The Feldstein-Horioka Puzzle : a Panel Smooth Transition Regression Approach
FOUQUAU, Julien
;
HURLIN, Christophe
;
RABAUD, Isabelle
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2006
Persistent link: https://www.econbiz.de/10010934127
Saved in:
4
Backtesting Value-at-Risk: A GMM Duration-Based Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2008
Persistent link: https://www.econbiz.de/10010934136
Saved in:
5
Currency Crises Early Warning Systems: why they should be Dynamic
Candelon, Bertrand
;
DUMITRESCU, Elena-Ivona
;
HURLIN, …
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2010
Persistent link: https://www.econbiz.de/10010934145
Saved in:
6
Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach
COLLETAZ, Gilbert
;
HURLIN, Christophe
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2006
Persistent link: https://www.econbiz.de/10010934153
Saved in:
7
Une évaluation des procédures de Backtesting
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2007
Persistent link: https://www.econbiz.de/10010934156
Saved in:
8
Backtesting Value-at-Risk: A GMM Duration-Based Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2009
Persistent link: https://www.econbiz.de/10010934157
Saved in:
9
Une synthèse des tests de co-intégration sur données de panel
HURLIN, Christophe
;
MIGNON, V.
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2006
Persistent link: https://www.econbiz.de/10010934184
Saved in:
10
Testing Interval Forecasts: A New GMM-based Test
DUMITRESCU, Elena-Ivona
;
HURLIN, Christophe
;
MADKOUR, Jaouad
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2011
Persistent link: https://www.econbiz.de/10010934206
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