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Analyse théorique
Chauveau, Thierry
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1997
Persistent link: https://www.econbiz.de/10000962620
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D' un indice de détection d’anomalies à l'usage des investisseurs
Bernard, Philippe
;
Mekkaoui-de Freitas, Najat el-
; …
- In:
Revue économique : revue bimestrielle
67
(
2016
)
5
,
pp. 1037-1056
Persistent link: https://www.econbiz.de/10011553202
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3
The impact of the 9/11 events on the American and French stock markets
Maillet, Bertrand
;
Michel, Thierry L.
- In:
Review of international economics
13
(
2005
)
3
,
pp. 597-611
Persistent link: https://www.econbiz.de/10003004870
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4
How deep was the September 2001 stock market crisis? : Putting recent events on the American and French markets into perspective with an index of market shocks
Maillet, Bertrand
;
Michel, Thierry
-
2002
Persistent link: https://www.econbiz.de/10001687679
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5
Portfolio performance measure and a new generalized utility-based N-moment measure
Billio, Monica
;
Jannin, Gregory
;
Maillet, Bertrand
; …
-
2013
Persistent link: https://www.econbiz.de/10011629370
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6
Forecasting high-frequency risk measures
Banulescu, Denisa
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
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7
Measuring network systemic risk contributions : a leave-one-out approach
Hué, Sullivan
;
Lucotte, Yannick
;
Tokpavi, Sessi
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 86-114
Persistent link: https://www.econbiz.de/10012130949
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