Narrow search
Showing 1 - 4 of 4
Cover Image
The performance of market timing measures in a simulated environment
Chrétien, Stéphane; Coggins, Frank; Amours, Félix d' - In: Review of finance : journal of the European Finance … 20 (2016) 3, pp. 1153-1187
Persistent link: https://www.econbiz.de/10011590723
Cover Image
La performance et le conservatisme de modèles VAR mensuelle
Chrétien, Stéphane; Coggins, Frank; Gallant, Paul - In: Assurances et gestion des risques : revue trimestrielle 76 (2008) 2, pp. 169-202
Persistent link: https://www.econbiz.de/10003773252
Cover Image
Performance of monthly multivariate filtered historical simulation value-at-risk
Chrétien, Stéphane; Coggins, Frank; Trudel, Yves - In: Journal of risk management in financial institutions 3 (2009/10) 3, pp. 259-277
Persistent link: https://www.econbiz.de/10003991500
Cover Image
Performance and conservatism of monthly FHS VaR : an international investigation
Chrétien, Stéphane; Coggins, Frank - In: International review of financial analysis 19 (2010) 5, pp. 323-333
Persistent link: https://www.econbiz.de/10009272652