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Dumitrescu, Elena-Ivona
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Truchis, Gilles de
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Keddad, Benjamin
23
Hurlin, Christophe
20
Candelon, Bertrand
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Aloy, Marcel
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Truchis, Gilles De
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VAR models in macroeconomics - new developments and applications : essays in honor of Christopher A. Sims
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VAR models in macroeconomics : new developments and applications : essays in honor of Christopher A. Sims
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RePEc
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ECONIS (ZBW)
34
OLC EcoSci
2
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1
Testing for extreme volatility transmission with realized volatility measures
Boucher, Christophe
;
Truchis, Gilles de
;
Dumitrescu, …
-
2017
Persistent link: https://www.econbiz.de/10011738966
Saved in:
2
Narrow-band weighted nonlinear least squares estimation of unbalanced cointegration systems
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
Persistent link: https://www.econbiz.de/10012241999
Saved in:
3
Local Whittle analysis of stationary unbalanced fractional cointegration systems
Dubois, Florent
;
Dumitrescu, Elena-Ivona
;
Truchis, Gilles de
-
2019
-
Preliminary draft
Persistent link: https://www.econbiz.de/10012242004
Saved in:
4
How to evaluate an early-warning system : toward a unified statistical framework for assessing financial crises forecasting methods
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
IMF economic review
60
(
2012
)
1
,
pp. 75-113
Persistent link: https://www.econbiz.de/10009517799
Saved in:
5
Which are the SIFIs? : a component expected shortfall (CES) approach to systemic risk
Banulescu, Georgiana-Denisa
;
Dumitrescu, Elena-Ivona
-
2013
Persistent link: https://www.econbiz.de/10010211492
Saved in:
6
Multivariate dynamic probit models : an application to financial crises mutation
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 395-427)
.
2013
Persistent link: https://www.econbiz.de/10010252316
Saved in:
7
Testing interval forecasts : a GMM-based approach
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
;
Madkour, Jaouad
- In:
Journal of forecasting
32
(
2013
)
2
,
pp. 97-110
Persistent link: https://www.econbiz.de/10009758695
Saved in:
8
Backtesting value-at-risk : from dynamic quantile to dynamic binary tests
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
;
Pham, Vinson
- In:
Finance : revue de l'Association Française de Finance
33
(
2012
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10009656842
Saved in:
9
How to evaluate an Early Warning System? : towards a united statistical framework for assessing financial crises forecasting methods
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
-
2010
Persistent link: https://www.econbiz.de/10008656656
Saved in:
10
Currency crises Early Warning Systems : why they should be dynamic
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
-
2010
Persistent link: https://www.econbiz.de/10008657224
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