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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
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Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand; Colletaz, Gilbert; Hurlin, Christophe; … - 2009
Persistent link: https://www.econbiz.de/10003938576
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A nonparametric test for granger causality in distribution with application to financial contagion
Candelon, Bertrand; Tokpavi, Sessi - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 2, pp. 240-253
Persistent link: https://www.econbiz.de/10011691324
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Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe; Truchis, Gilles de; Dumitrescu, … - 2017
Persistent link: https://www.econbiz.de/10011738966
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"Flexible least squares betas: the French market case"
Chauveau, Thierry; Maillet, Bertrand - 1998
Persistent link: https://www.econbiz.de/10000989212
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Caractérisation des crises financières à l'aide de modèles hybrides (HMC-MLP)
Maillet, Bertrand; Olteanu, Madalina; Rynkiewicz, Joseph - In: Revue d'économie politique 114 (2004) 4, pp. 489-506
Persistent link: https://www.econbiz.de/10002233745
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Une analyse temps-fréquences des cycles financiers
Boucher, Christophe; Maillet, Bertrand - In: Revue économique : revue bimestrielle 62 (2011) 3, pp. 441-450
Persistent link: https://www.econbiz.de/10009012781