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Theorie
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Beine, Michel
434
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273
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184
Docquier, Frédéric
96
Urbain, Jean-Pierre
56
Pfann, Gerard A.
42
Lecourt, Christelle
40
Coulombe, Serge
39
Rapoport, Hillel
39
LAURENT, Sébastien
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
Neely, Christopher J.
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
Mohnen, Pierre
12
PALM, Franz C.
12
Gengenbach, Christian
11
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11
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11
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11
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
40
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38
CESifo
14
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
13
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7
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7
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6
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4
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3
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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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2
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2
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1
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CORE Discussion Papers RP
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22
Journal of econometrics
21
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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Journal of applied econometrics
13
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11
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Discussion paper series / IZA
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Research memorandum / Faculty of Economics, Limburg University
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9
CORE Discussion Papers
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Discussion paper
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Journal of international financial markets, institutions & money
8
Revue économique
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Journal of Econometrics
7
Journal of Empirical Finance
7
Research Memoranda / Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
7
Annales d'économie et de statistique
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Discussion paper / Tinbergen Institute
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Research memorandum / Faculty of Economics, Limburg University / Faculteit der Economische Wetenschappen, Rijksuniversiteit Limburg
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Annales d'Economie et de Statistique
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Brussels Economic Review
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Brussels economic review
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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5
Discussion paper / Institut de Recherches Économiques et Sociales de l'Université Catholique de Louvain
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Econometric reviews
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Journal of Applied Econometrics
5
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ECONIS (ZBW)
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RePEc
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81
Outlyingness weighted covariation
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 657-684
Persistent link: https://www.econbiz.de/10009407333
Saved in:
82
Jumps, cojumbs and macro announcements
Lahaye, Jérôme
;
Laurent, Sébastien
;
Neely, Christopher J.
- In:
Journal of applied econometrics
26
(
2011
)
6
,
pp. 893-921
Persistent link: https://www.econbiz.de/10009408895
Saved in:
83
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
84
Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
Boudt, Kris
;
Laurent, Sébastien
;
Lunde, Asger
; …
-
2014
Persistent link: https://www.econbiz.de/10010250616
Saved in:
85
Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris
;
Daníelsson, Jón
;
Laurent, Sébastien
-
2010
Persistent link: https://www.econbiz.de/10009126801
Saved in:
86
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
87
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2015
Persistent link: https://www.econbiz.de/10010464687
Saved in:
88
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
89
Bridging the gap between OX and Gauss using OxGauss
Laurent, Sébastien
;
Urbain, Jean-Pierre
- In:
Journal of applied econometrics
20
(
2005
)
1
,
pp. 131-139
Persistent link: https://www.econbiz.de/10003027446
Saved in:
90
Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
-
2001
Persistent link: https://www.econbiz.de/10001596369
Saved in:
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