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L' impact des signaux de politique monétaire sur la volatilité intrajournalière du taux de change Deutsche Mark-dollar
Boubel, Aurélie; Laurent, Sébastien; Lecourt, Christelle - In: Revue économique : revue bimestrielle 52 (2001) 2, pp. 353-370
Persistent link: https://www.econbiz.de/10001699345
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Structural change and long memory in volatility : new evidence from daily exchange rates
Beine, Michael; Laurent, Sébastien - In: Developments in forecast combination and portfolio choice, (pp. 145-157). 2001
Persistent link: https://www.econbiz.de/10001719131
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Long-run volatility dependencies in intraday data and mixture of normal distributions
Bourbel, Aurélie; Laurent, Sébastien - In: Developments in forecast combination and portfolio choice, (pp. 159-177). 2001
Persistent link: https://www.econbiz.de/10001719133
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GRCH 2.2 : an Ox package for estimating and forecasting various ARCH models
Laurent, Sébastien; Peters, Jean-Philippe - In: Journal of economic surveys 16 (2002) 3, pp. 447-485
Persistent link: https://www.econbiz.de/10001686271
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Modelling daily value-at-risk using realized volatility and Arch type models
Giot, Pierre; Laurent, Sébastien - 2001
Persistent link: https://www.econbiz.de/10001638521
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Capital humain, emploi et revenus du travail : Belgique, 1992
Docquier, Frédéric; Laurent, Sébastien; Perelman, Sergio - 1997
Persistent link: https://www.econbiz.de/10000979326
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Value-at-risk for long and short trading positions
Giot, Pierre; Laurent, Sébastien - In: Journal of applied econometrics 18 (2003) 6, pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - In: Energy economics 25 (2003) 5, pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
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Market risk in commodity markets : a VaR approach
Giot, Pierre; Laurent, Sébastien - 2003
Persistent link: https://www.econbiz.de/10001791292
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Multivariate GARCH models : a survey
Bauwens, Luc; Laurent, Sébastien; Rombouts, Jeroen V. K. - 2003
Persistent link: https://www.econbiz.de/10001791482