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Testing for multiple regimes in the tail behavior of emerging currency returns

Candelon, Bertrand; Straetmans, Stefan - 2003

Persistent link: https://www.econbiz.de/10001882761

Long-term asset tail risks in developed and emerging markets

Straetmans, Stefan; Candelon, Bertrand - In: Journal of banking & finance 37 (2013) 6, pp. 1832-1844

Persistent link: https://www.econbiz.de/10009741911

How synchronized are European business cycles? : A finite sample concordance test approach

Candelon, Bertrand; Piplack, Jan; Straetmans, Stefan - 2005

Persistent link: https://www.econbiz.de/10003082816

Testing for multiple regimes in the tail behavior of emerging currency returns

Candelon, Bertrand; Straetmans, Stefan - In: Journal of international money and finance 25 (2006) 7, pp. 1187-1205

Persistent link: https://www.econbiz.de/10003394359

Extremal spillovers in financial markets

Straetmans, Stefan - 2000

Persistent link: https://www.econbiz.de/10001484282

Le rejet de l'hypothèse d'efficience variable dans le temps sur le marché des changes

Koning, Camiel de; Straetmans, Stefan - In: Economie & prévision : EP (1999) 4/5, pp. 77-90

Persistent link: https://www.econbiz.de/10001490922

Big news in small samples

Schotman, Peter C.; Straetmans, Stefan; Vries, Casper G. de - 1997

Persistent link: https://www.econbiz.de/10000968761

Variation in the slope coefficient of the Fama regression for testing uncovered interest rate parity : evidence from fixed and time-varying coefficient approaches

Koning, Camiel de; Straetmans, Stefan - 1997

Persistent link: https://www.econbiz.de/10000953290

Tail behaviour of credit loss distributions for general latent factor models

Lucas, André; Klaassen, Pieter; Spreij, Peter; … - In: Applied mathematical finance 10 (2003) 4, pp. 337-357

Persistent link: https://www.econbiz.de/10001864390

Skewness Measures for the Weibull Distribution

Versluis, Cokki - 2015

The skewness of a statistical distribution is often used to determine whether that distribution is symmetric or not. Such a determination is misleading. To show this we have analyzed a broad range of (classes of) skewness measures – complying with the requirements of a general skewness measure...

Persistent link: https://www.econbiz.de/10013024824