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Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand; Colletaz, Gilbert; Hurlin, Christophe; … - 2009
Persistent link: https://www.econbiz.de/10003938576
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Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand; Colletaz, Gilbert; Hurlin, Christophe; … - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand; Tokpavi, Sessi - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
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Credit market disequilibrium in Poland : can we find what we expect? ; Non-stationarity and the short-side rule
Hurlin, Christophe; Kierzenkowski, Rafał - In: Economic systems 31 (2007) 2, pp. 157-183
Persistent link: https://www.econbiz.de/10003474385
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Extreme financial cycles
Candelon, Bertrand; Gaulier, Guillaume; Hurlin, Christophe - In: Revue d'économie politique 122 (2012) 6, pp. 823-831
Persistent link: https://www.econbiz.de/10009731051
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Credit market disequilibrium in Poland : can we find what we expect? ; Non-stationarity and the "min" condition
Hurlin, Christophe (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001905488
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Do we need high frequency data to forecast variances?
Banulescu-Radu, Denisa; Hurlin, Christophe; Candelon, … - In: Annals of economics and statistics 123/124 (2016), pp. 135-174
Persistent link: https://www.econbiz.de/10011592741