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Real or nominal variables, does it matter for the impulse response?
Reusens, Peter; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011290632
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Robust and sparse estimation of the inverse covariance matrix using rank correlation measures
Croux, Christophe; Öllerer, Viktoria - 2015
Persistent link: https://www.econbiz.de/10011290636
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A measure of comovement for economic variables : theory and empirics
Croux, Christophe; Forni, Mario; Reichlin, Lucrezia - In: The review of economics and statistics 83 (2001) 2, pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
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Predicting customer wallet without survey data
Glady, Nicolas; Croux, Christophe - 2007
Persistent link: https://www.econbiz.de/10003976840
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Robust and sparse factor modelling
Croux, Christophe; Exterkate, Peter - 2011
Persistent link: https://www.econbiz.de/10009377508
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Predicting customer wallet without survey data
Glady, Nicolas; Croux, Christophe - In: Journal of service research : JSR 11 (2008/09) 3, pp. 219-231
Persistent link: https://www.econbiz.de/10003804788
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Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris; Peterson, Brian; Croux, Christophe - In: Journal of risk 11 (2008/09) 2, pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
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Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008989131
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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 volatility forecasts for stock market indices
Wilms, Ines; Rombouts, Jeroen V. K.; Croux, Christophe - In: International journal of forecasting 37 (2021) 2, pp. 484-499
Persistent link: https://www.econbiz.de/10012792845