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person:"Croux, Christophe"
subject:"Volatility"
~language:"eng"
~subject:"Correlation"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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10
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4
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3
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Croux, Christophe
Kumar, Dilip
16
Maheswaran, S.
16
Fan, Jianqing
13
Lütkepohl, Helmut
13
Li, Jia
12
Todorov, Viktor
12
Tauchen, George Eugene
10
Teräsvirta, Timo
9
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Linton, Oliver
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7
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7
Inoue, Atsushi
7
Kim, Donggyu
7
Li, Yingying
7
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6
Kapetanios, George
6
Kilian, Lutz
6
Koopman, Siem Jan
6
Kurita, Takamitsu
6
Wang, Yazhen
6
Zakoïan, Jean-Michel
6
Bauwens, Luc
5
Bohn Nielsen, Heino
5
Bollerslev, Tim
5
Boswijk, Herman Peter
5
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5
Chan, Joshua
5
Demetrescu, Matei
5
Hautsch, Nikolaus
5
Jing, Bingyi
5
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5
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5
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Energy economics
1
Journal of econometric methods
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of retailing
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
Linearly transforming variables in the VAR model, how does it change the impulse response?
Reusens, Peter
;
Croux, Christophe
- In:
Journal of econometric methods
7
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011945885
Saved in:
2
Detecting time variation in the price puzzle : a less informative prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011743732
Saved in:
3
Identifying demand effects in a large network of product categories
Gelper, Sarah
;
Wilms, Ines
;
Croux, Christophe
- In:
Journal of retailing
92
(
2016
)
1
,
pp. 25-39
Persistent link: https://www.econbiz.de/10011484035
Saved in:
4
Commodity dynamics : a sparse multi-class approach
Barbaglia, Luca
;
Wilms, Ines
;
Croux, Christophe
- In:
Energy economics
60
(
2016
),
pp. 62-72
Persistent link: https://www.econbiz.de/10011699783
Saved in:
5
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:
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