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Theorie
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434
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273
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183
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96
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56
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42
Lecourt, Christelle
40
Coulombe, Serge
39
Rapoport, Hillel
39
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36
Hecq, Alain W. J.
35
Hecq, Alain
34
Candelon, Bertrand
29
Mohnen, Pierre A.
29
Raymond, Wladimir
27
Schim van der Loeff, Sybrand
26
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21
Giot, Pierre
20
Smeekes, Stephan
20
BEINE, Michel
18
Bos, Charles S.
17
Boudt, Kris
17
Vermeulen, Robert
16
Bauwens, Luc
15
Cubadda, Gianluca
15
Gnabo, Jean-Yves
15
Ragot, Lionel
15
Bénassy-Quéré, Agnès
14
Violante, Francesco
14
Özden, Çağlar
14
Docquier, Frederic
13
Sekkat, Khalid
13
Lahaye, Jérôme
12
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12
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12
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11
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11
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11
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11
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40
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38
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14
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13
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7
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2
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2
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2
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2
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2
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2
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2
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2
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1
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22
Journal of econometrics
20
Research memorandum / METEOR
19
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
16
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
16
IZA Discussion Papers
15
Journal of empirical finance
15
CREA Discussion Paper Series
13
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13
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11
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9
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Journal of Empirical Finance
7
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Annales d'économie et de statistique
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Brussels economic review
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71
Does transparency in central bank intervention policy bring noise to the FX market? : the case of the Bank of Japan
Gnabo, Jean-Yves
;
Laurent, Sébastien
;
Lecourt, Christelle
- In:
Journal of international financial markets, …
19
(
2009
)
1
,
pp. 94-111
Persistent link: https://www.econbiz.de/10003797276
Saved in:
72
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
73
Entre l'Etat et le marché : l'information et l'intelligence économique en France ; les textes qui suivent sont issus du premier colloque organisé le 6 juin 2007 dans le cadre du pr...
Laurent, Sébastien
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003931764
Saved in:
74
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
75
On the forecasting accuracy of multivariate GARCH models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2010
Persistent link: https://www.econbiz.de/10008648891
Saved in:
76
The information content of implied volatility in light of the jump/continuous decomposition of realized volatility
Giot, Pierre
;
Laurent, Sébastien
- In:
The journal of futures markets
27
(
2007
)
4
,
pp. 337-359
Persistent link: https://www.econbiz.de/10003493068
Saved in:
77
Trading activity, realized volatility and jumps
Giot, Pierre
;
Laurent, Sébastien
;
Petitjean, Mikael
- In:
Journal of empirical finance
17
(
2010
)
1
,
pp. 168-175
Persistent link: https://www.econbiz.de/10003943976
Saved in:
78
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
Saved in:
79
Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz
;
Laurent, Sébastien
;
Neely, …
-
2012
Persistent link: https://www.econbiz.de/10009522869
Saved in:
80
Long memory through marginalization of large systems and hidden cross-section dependence
Chevillon, Guillaume
;
Hecq, Alain W. J.
;
Laurent, Sébastien
-
2015
Persistent link: https://www.econbiz.de/10011339862
Saved in:
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