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Consumer sentiment and consumer spending: decomposing the Granger causal relationship in the time domain
Gelper, Sarah; Lemmens, Aurélie; Croux, Christophe - In: Applied economics 39 (2007) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10007617357
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Robust control charts for time series data
Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2010
Persistent link: https://www.econbiz.de/10008936002
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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
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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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The sustainability of mean-variance and mean-tracking error efficient portfolios
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - 2012
Persistent link: https://www.econbiz.de/10009673600
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Sparse and robust factor modelling
Croux, Christophe; Exterkate, Peter - 2011
Persistent link: https://www.econbiz.de/10009720758
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The impact of a sustainability constraint on the mean-tracking error efficient frontier
Boudt, Kris; Cornelissen, Jonathan; Croux, Christophe - In: Economics letters 119 (2013) 3, pp. 255-260
Persistent link: https://www.econbiz.de/10009755748