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A new class of multivariate sk...
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Estimation
Theorie
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131
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101
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economic models
91
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82
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80
Bayesian inference
78
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75
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58
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econometrics
48
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39
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information
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COMPETITION
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economic equilibrium
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27
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26
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26
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25
Share price
25
efficiency
25
prices
25
INFORMATION
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competition
24
convex optimization
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overlapping generations
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GENERAL EQUILIBRIUM
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Bauwens, Luc
19
Laurent, Sébastien
15
Dufays, Arnaud
5
Palm, Franz C.
5
Augustyniak, Maciej
3
Hecq, Alain W. J.
3
Neely, Christopher J.
3
Rime, Dagfinn
3
Rombouts, Jeroen V. K.
3
Sucarrat, Genaro
3
Violante, Francesco
3
Beine, Michel
2
Boudt, Kris
2
Croux, Christophe
2
De Backer, Bruno
2
Francq, Christian
2
Giot, Pierre
2
Grigoryeva, Lyudmila
2
Lahaye, Jérôme
2
Ortega, Juan-Pablo
2
Xu, Yongdeng
2
Aloy, Marcel
1
Blasques, F.
1
Bos, Charles S.
1
Bourbel, Aurélie
1
Darolles, Serge
1
Dijk, Herman K. van
1
Dzuverovic, Emilija
1
Erdemlioglu, Deniz
1
Fiebig, Denzil G.
1
Ginsburgh, Victor
1
Hafner, Christian M.
1
Laly, Floris
1
Lecourt, Christelle
1
Steel, Mark F. J.
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CORE discussion paper : DP
4
CORE discussion papers : DP
4
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of empirical finance
2
LIDAM discussion paper CORE
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Annales d'économie et de statistique
1
CIRANO - Scientific Publications 2009s-45
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Developments in forecast combination and portfolio choice
1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of finance & economics : IJFE
1
Journal of banking & finance
1
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1
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Recent econometric techniques for macroeconomic and financial data
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ECONIS (ZBW)
34
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1
Long-run volatility dependencies in intraday data and mixture of normal distributions
Bourbel, Aurélie
;
Laurent, Sébastien
- In:
Developments in forecast combination and portfolio choice
,
(pp. 159-177)
.
2001
Persistent link: https://www.econbiz.de/10001719133
Saved in:
2
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
4
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
5
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
6
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
7
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
- In:
International journal of finance & economics : IJFE
12
(
2007
)
2
,
pp. 201-223
Persistent link: https://www.econbiz.de/10003542897
Saved in:
8
Central bank intervention and exchange rate volatility, its continuous and jump components
Beine, Michel
;
Lahaye, Jérôme
;
Laurent, Sébastien
; …
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003740039
Saved in:
9
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
10
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 91-113
Persistent link: https://www.econbiz.de/10011582755
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