The following pages link to Sébastien Laurent (Q310966):
Displaying 18 items.
- Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
- (Q503576) (redirect page) (← links)
- Positive semidefinite integrated covariance estimation, factorizations and asynchronicity (Q503579) (← links)
- On loss functions and ranking forecasting performances of multivariate volatility models (Q528161) (← links)
- Testing for jumps in conditionally Gaussian ARMA-GARCH models, a robust approach (Q1659128) (← links)
- On the univariate representation of BEKK models with common factors (Q1695673) (← links)
- Generating univariate fractional integration within a large VAR(1) (Q1745615) (← links)
- Asymptotics of Cholesky GARCH models and time-varying conditional betas (Q1753058) (← links)
- Analytical derivates of the APARCH model (Q1768382) (← links)
- Volatility estimation and jump detection for drift-diffusion processes (Q2190225) (← links)
- Quasi score-driven models (Q2697985) (← links)
- About Professionalisation in the Intelligence Community: The French Cryptologists (ca 1870–ca 1945) (Q2803613) (← links)
- UNIT ROOT TEST WITH HIGH-FREQUENCY DATA (Q5065460) (← links)
- WEAK DIFFUSION LIMITS OF DYNAMIC CONDITIONAL CORRELATION MODELS (Q5349012) (← links)
- Handbook of Volatility Models and Their Applications (Q5388714) (← links)
- We modeled long memory with just one lag! (Q6175544) (← links)
- Autoregressive conditional betas (Q6193071) (← links)
- Risk Measure Inference (Q6616627) (← links)
