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Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
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Cyclicality and term structure of value-at-risk in Europe
Bec, Frédérique
;
Gollier, Christian
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2009
Persistent link: https://www.econbiz.de/10003984611
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Cyclicality and term structure of value‐at‐risk within a threshold autoregression setup
Bec, Frédérique
;
Gollier, Christian
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2014
Persistent link: https://www.econbiz.de/10010415730
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Assets returns volatility and investment horizon : the French case
Bec, Frédérique
(
contributor
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2007
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Persistent link: https://www.econbiz.de/10003532025
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