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~person:"Colletaz, Gilbert"
~type_genre:"Aufsatz in Zeitschrift"
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Colletaz, Gilbert
Hurlin, Christophe
43
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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:
2
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:
3
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:
4
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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