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~person:"HURLIN, Christophe"
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Backtesting
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HURLIN, Christophe
Afonso, António
991
Rault, Christophe
637
Jalles, João Tovar
165
Sova, Robert
118
Caporale, Guglielmo Maria
108
Sova, Anamaria
91
Drine, Imed
68
Furceri, Davide
62
Alves, José
58
Sousa, Ricardo M.
54
Gomes, Pedro
50
St. Aubyn, Miguel
41
Boubtane, Ekrame
40
Arouri, Mohamed El Hedi
39
Schuknecht, Ludger
38
Nouira, Ridha
34
Arouri, Mohamed
31
Tanzi, Vito
31
Venâncio, Ana
31
Coulibaly, Dramane
30
Kontonikas, Alexandros
29
Chaibi, Anissa
28
Coelho, José Carlos
28
Cheikh, Nidhaleddine Ben
26
Hadj Amor, Thouraya
26
Agnello, Luca
25
Minea, Alexandru
25
Sova, Ana Maria
23
L'Horty, Yannick
21
Claeys, Peter
19
Omri, Anis
17
M'Henni, Hatem
16
Amor, Thouraya Hadj
15
RAULT, Christophe
15
Ben Cheikh, Nidhaleddine
14
Fernandes, Sónia
14
Rother, Philipp
14
Silva, Jorge
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Teulon, Frédéric
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Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
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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
Saved in:
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