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~person:"HURLIN, Christophe"
~person:"Jean-Pierre, Philippe"
~subject:"Value-at-Risk"
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Value-at-Risk
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HURLIN, Christophe
Jean-Pierre, Philippe
Hurlin, Christophe
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Tokpavi, Sessi
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COLLETAZ, Gilbert
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Candelon, Bertrand
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Colletaz, Gilbert
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DUMITRESCU, Elena-Ivona
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Dumitrescu, Elena-Ivona
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MADKOUR, Jaouad
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Pham, Vinson
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Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion
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Testing Interval Forecasts: A New GMM-based Test
DUMITRESCU, Elena-Ivona
;
HURLIN, Christophe
;
MADKOUR, Jaouad
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2011
Persistent link: https://www.econbiz.de/10010934206
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2
Backtesting Value-at-Risk: A GMM Duration-Based Test
COLLETAZ, Gilbert
;
HURLIN, Christophe
;
TOKPAVI, Sessi
-
Laboratoire d'Économie d'Orléans (LEO), Faculté de …
-
2009
Persistent link: https://www.econbiz.de/10010934157
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