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Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris; Croux, Christophe; Laurent, Sébastien - In: Journal of empirical finance 18 (2011) 2, pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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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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The Gaussian rank correlation estimator : robustness properties
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - 2010
Persistent link: https://www.econbiz.de/10008989132
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Robust forecasting of non-stationary time series
Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010
Persistent link: https://www.econbiz.de/10008989139
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Robust estimation of mean and dispersion functions in extended generalized additive models
Croux, Christophe; Gijbels, Irène; Prosdocimi, Ilaria - 2010
Persistent link: https://www.econbiz.de/10008989140
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Robust estimation for ordinal regression
Croux, Christophe; Haesbroeck, G.; Ruwet, C. - 2011
Persistent link: https://www.econbiz.de/10009010175
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Do stock prices contain predictive power for the future economic activity? : a granger causality analysis in the frequency domain
Croux, Christophe; Reusens, Peter - 2011
Persistent link: https://www.econbiz.de/10009376812
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Robust sparse principal component analysis
Croux, Christophe; Filzmoser, Peter; Fritz, Heinrich - 2011
Persistent link: https://www.econbiz.de/10009377005
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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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Sparse least trimmed squares regression
Alfons, Andreas; Croux, Christophe; Gelper, Sarah - 2011
Persistent link: https://www.econbiz.de/10009377551