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Browsing by Author « Laurent, Sébastien »

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On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
Laurent, Sébastien; Jeroen V.K., Rombouts; Francesco, Violante
Issue Date : 2009-11

On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models
Laurent, Sébastien; Rombouts, Jeroen; Violente, Francesco
Issue Date : 2009-11

On the Forecasting Accuracy of Multivariate GARCH Models
Laurent, Sébastien; Rombouts, Jeroen V.K.; Violante, Francesco
Issue Date : 2010-05

Showing results 1 to 3 of 3

 

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