Narrow search
Showing 1 - 10 of 119
Cover Image
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand; Colletaz, Gilbert; Hurlin, Christophe; … - In: Journal of financial econometrics : official journal of … 9 (2011) 2, pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
Cover Image
Sampling error and double shrinkage estimation of minimum variance portfolios
Candelon, Bertrand; Hurlin, Christophe; Tokpavi, Sessi - 2011
Persistent link: https://www.econbiz.de/10008840679
Cover Image
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand; Colletaz, Gilbert; Hurlin, Christophe; … - 2009
Persistent link: https://www.econbiz.de/10003938576
Cover Image
Currency crisis early warning systems : why they should be dynamic
Candelon, Bertrand; Dumitrescu, Elena-Ivona; Hurlin, … - In: International journal of forecasting 30 (2014) 4, pp. 1016-1029
Persistent link: https://www.econbiz.de/10010517771
Cover Image
Inflation et activité macroéconomique : quelques points de repère
Candelon, Bertrand - 1997
Persistent link: https://www.econbiz.de/10000977514
Cover Image
Endogenous contract length and the changing pattern of cyclical variability
Candelon, Bertrand - 1997
Persistent link: https://www.econbiz.de/10000985743
Cover Image
Stabilisation policy and business cycle phases in Europe : a Markov Switching Var analysis
Beine, Michel; Candelon, Bertrand; Sekkat, Khalid - 1999
Persistent link: https://www.econbiz.de/10001470750
Cover Image
Stability of the Okun's law in a codependent system
Candelon, Bertrand; Hecq, Alain W. J. - 1997
Persistent link: https://www.econbiz.de/10000977520
Cover Image
Is government stabilizing? : Assessing the contribution from expenditures, taxes and transfers
Candelon, Bertrand; Hénin, Pierre-Yves - 1996
Persistent link: https://www.econbiz.de/10000950065
Cover Image
Stability of Okun's law in a codependent system
Candelon, Bertrand; Hecq, Alain W. J. - 1998
Persistent link: https://www.econbiz.de/10000991684