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~person:"Benoit, Sylvain"
~person:"Colletaz, Gilbert"
~type_genre:"Aufsatz in Zeitschrift"
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Benoit, Sylvain
Colletaz, Gilbert
Hurlin, Christophe
43
Candelon, Bertrand
7
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7
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1
Pitfalls in systemic-risk scoring
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of financial intermediation
38
(
2019
),
pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
Saved in:
2
The Risk Map : a new tool for validating risk models
Colletaz, Gilbert
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3843-3854
Persistent link: https://www.econbiz.de/10010127439
Saved in:
3
Where the risks lie : a survey on systemic risk
Benoit, Sylvain
;
Colliard, Jean-Edouard
;
Hurlin, Christophe
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
1
,
pp. 109-152
Persistent link: https://www.econbiz.de/10011778571
Saved in:
4
Forecasting high-frequency risk measures
Banulescu, Denisa
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 224-249
Persistent link: https://www.econbiz.de/10011580273
Saved in:
5
Implied risk exposures
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Review of finance : journal of the European Finance …
19
(
2015
)
6
,
pp. 2183-2222
Persistent link: https://www.econbiz.de/10011456461
Saved in:
6
Network effects and infrastructure productivity in developing countries
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
6
,
pp. 887-913
Persistent link: https://www.econbiz.de/10010240896
Saved in:
7
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
Saved in:
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