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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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Small sample properties of alternative tests for martingale difference hypothesis
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Economics letters 110 (2011) 2, pp. 151-154
Persistent link: https://www.econbiz.de/10009241666
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Exchange-rate return predictability and the adaptive markets hypothesis : evidence from major foreign exchange rates
Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: Journal of international money and finance 31 (2012) 6, pp. 1607-1626
Persistent link: https://www.econbiz.de/10009680015
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Large shocks in the volatility of the Dow Jones Industrial Average index : 1928 - 2013
Charles, Amélie; Darné, Olivier - In: Journal of banking & finance 43 (2014), pp. 188-199
Persistent link: https://www.econbiz.de/10010410009
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Large shocks in U.S. macroeconomic time series : 1860 - 1988
Darné, Olivier; Charles, Amélie - In: Cliometrica : journal of historical economics and … 5 (2011) 1, pp. 79-100
Persistent link: https://www.econbiz.de/10008810460
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Convergence of real per capita GDP within COMESA countries : a panel unit root evidence
Charles, Amélie; Darné, Olivier; Hoarau, Jean-François - In: The annals of regional science : an international … 49 (2012) 1, pp. 53-71
Persistent link: https://www.econbiz.de/10009562867
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The efficiency of the crude oil markets : evidence from variance ratio tests
Charles, Amélie; Darné, Olivier - In: Energy policy 37 (2009) 11, pp. 4267-4272
Persistent link: https://www.econbiz.de/10003916242
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Testing the martingale difference hypothesis in CO2 emission allowances
Charles, Amélie; Darné, Olivier; Fouilloux, Jessica - In: Economic modelling 28 (2011) 1/2, pp. 27-35
Persistent link: https://www.econbiz.de/10009270061
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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