Следене
gilbert colletaz
gilbert colletaz
Professeur d'économie, Université d'Orléans
Потвърден имейл адрес: univ-orleans.fr
Заглавие
Позовавания
Позовавания
Година
Threshold effects of the public capital productivity: an international panel smooth transition approach
G Colletaz, C Hurlin
2912006
A theoretical and empirical comparison of systemic risk measures
S Benoit, G Colletaz, C Hurlin, C Pérignon
HEC Paris Research Paper No. FIN-2014-1030, 2013
2582013
Backtesting value-at-risk: a GMM duration-based test
B Candelon, G Colletaz, C Hurlin, S Tokpavi
Journal of Financial Econometrics 9 (2), 314-343, 2011
1702011
The Risk Map: A new tool for validating risk models
G Colletaz, C Hurlin, C Pérignon
Journal of Banking & Finance 37 (10), 3843-3854, 2013
902013
A theoretical and empirical comparison of systemic risk measures. HEC Paris Research Paper No
S Benoit, G Colletaz, C Hurlin, C Pérignon
Available at SSRN 1973950, 2013
682013
Monetary policy and long-run systemic risk-taking
G Colletaz, G Levieuge, A Popescu
Journal of Economic Dynamics and Control 86, 165-184, 2018
502018
Network Effects and Infrastructure Productivity in Developing Countries*
B Candelon, G Colletaz, C Hurlin
Oxford Bulletin of Economics and Statistics 75 (6), 887-913, 2013
432013
Modèles non linéaires et prévisions
G Colletaz, C Hurlin
202007
A theoretical and empirical comparison of systemic risk measures: Mes versus covar
S Benoit, G Colletaz, C Hurlin, C Perignon
SSRN Electronic Journal, 2011
162011
A simple multiple variance-ratio test based on ranks
G Colletaz
152006
Cointégration et structure par terme des taux d'intérêt
G Colletaz, JP Gourlaouen
Revue économique, 687-711, 1990
131990
Irregularly spaced intraday value at risk (ISIVaR) models forecasting and predictive abilities
G Colletaz, C Hurlin, S Tokpavi
LEO, University of Orleans, discussion paper, 2007
112007
Forecasting High‐Frequency Risk Measures
D Banulescu, G Colletaz, C Hurlin, S Tokpavi
Journal of Forecasting 35 (3), 224-249, 2016
72016
Backtesting value-at-risk: A GMM duration-based test
C Hurlin, G Colletaz, S Tokpavi, B Candelon
72008
Modèles de survie
G Colletaz
Notes de Cours MASTER 2 ESA voies professionnelle et recherche, université d …, 2012
62012
Prévisions explicites de taux d'intérêt en France: une étude empirique sur la période 1981-1985
G Colletaz
Finance, pp. 111-134, 1986
61986
High-Frequency Risk Measures
DG Banulescu, G Colletaz, C Hurlin, S Tokpavi
52013
Les Critères de sélection
G Colletaz
Cours, Université d’Orléans, Master ESA, 2007
52007
Modèles à Variables Expliquées Qualitatives
G Colletaz
Miméo Université Orléans, 2001
52001
Offres de travail et salaires féminins
G Colletaz, M Riboud
FeniXX, 1988
51988
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