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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
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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
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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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Forecasting crude-oil market volatility : further evidence with jumps
Charles, Amélie; Darné, Olivier - In: Energy economics 67 (2017), pp. 508-519
Persistent link: https://www.econbiz.de/10011898005
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Oil price shocks, real economic activity and uncertainty : a structural factor VAR GARCH-in-Mean model
Charles, Amélie; Chua, Chew Lian; Darné, Olivier; … - 2017
Persistent link: https://www.econbiz.de/10011743983
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On the pernicious effects of oil price uncertainty on U.S. real cconomic activities
Charles, Amélie; Chua, Chew Lian; Darné, Olivier; … - 2016
Persistent link: https://www.econbiz.de/10011613241
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Volatility estimation for Bitcoin : replication and robustness
Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 23-32
Persistent link: https://www.econbiz.de/10012318682
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The accuracy of asymmetric GARCH model estimation
Charles, Amélie; Darné, Olivier - In: International economics : a journal published by CEPII … 157 (2019), pp. 179-202
Persistent link: https://www.econbiz.de/10012318700
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On the pernicious effects of oil price uncertainty on US real economic activities
Charles, Amélie; Chua, Chew Lian; Darné, Olivier; … - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 2689-2715
Persistent link: https://www.econbiz.de/10012498637