Journal :: Journal of Financial Econometrics

xxxxx : Member of EconomiX
xxxxx : Chercheur associé
Kotchoni Rachidi, Carrasco Marine, (2014), « Adaptive Realized Kernels », Journal of Financial Econometrics, vol.13, n°4, pp.757-797.
Hurlin Christophe, Tokpavi Sessi, Candelon Bertrand, Colletaz Gilbert, (2011), « Backtesting Value-at-Risk: A GMM Duration-Based Test », Journal of Financial Econometrics, vol.9, n°2, pp.314-343.
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