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ECONIS (ZBW)
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1
Outliers and GARCH models in financial data
Charles, Amélie
;
Darné, Olivier
- In:
Economics letters
86
(
2005
)
3
,
pp. 347-352
Persistent link: https://www.econbiz.de/10002680067
Saved in:
2
Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Economics letters
110
(
2011
)
2
,
pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
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3
Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
Journal of international money and finance
31
(
2012
)
6
,
pp. 1607-1626
Persistent link: https://www.econbiz.de/10009680015
Saved in:
4
Large shocks in the volatility of the Dow Jones Industrial Average index : 1928 - 2013
Charles, Amélie
;
Darné, Olivier
- In:
Journal of banking & finance
43
(
2014
),
pp. 188-199
Persistent link: https://www.econbiz.de/10010410009
Saved in:
5
Large shocks in U.S. macroeconomic time series : 1860 - 1988
Darné, Olivier
;
Charles, Amélie
- In:
Cliometrica : journal of historical economics and …
5
(
2011
)
1
,
pp. 79-100
Persistent link: https://www.econbiz.de/10008810460
Saved in:
6
Convergence of real per capita GDP within COMESA countries : a panel unit root evidence
Charles, Amélie
;
Darné, Olivier
;
Hoarau, Jean-François
- In:
The annals of regional science : an international …
49
(
2012
)
1
,
pp. 53-71
Persistent link: https://www.econbiz.de/10009562867
Saved in:
7
The efficiency of the crude oil markets : evidence from variance ratio tests
Charles, Amélie
;
Darné, Olivier
- In:
Energy policy
37
(
2009
)
11
,
pp. 4267-4272
Persistent link: https://www.econbiz.de/10003916242
Saved in:
8
Testing the martingale difference hypothesis in CO2 emission allowances
Charles, Amélie
;
Darné, Olivier
;
Fouilloux, Jessica
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 27-35
Persistent link: https://www.econbiz.de/10009270061
Saved in:
9
Large shocks and the September 11th terrorist attacks on international stock markets
Charles, Amélie
;
Darné, Olivier
- In:
Economic modelling
23
(
2006
)
4
,
pp. 683-698
Persistent link: https://www.econbiz.de/10003353920
Saved in:
10
Relevance of detecting outliers in GARCH models for modelling and forecasting financial data
Charles, Amélie
;
Darné, Olivier
- In:
Finance : revue de l'Association Française de Finance
26
(
2005
)
1
,
pp. 33-71
Persistent link: https://www.econbiz.de/10003229683
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