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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
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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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Modelling Financial Crises Mutation
Candelon, Bertrand; DUMITRESCU, Elena-Ivona; HURLIN, … - Laboratoire d'Économie d'Orléans (LEO), Faculté de … - 2011
Persistent link: https://www.econbiz.de/10010934276
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Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests
DUMITRESCU, Elena-Ivona - Laboratoire d'Économie d'Orléans (LEO), Faculté de … - 2011
Persistent link: https://www.econbiz.de/10010934277