Sébastien Laurent
- On loss functions and ranking forecasting performances of multivariate volatility models
2012/08/13 by Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante · 3 citations
Economics, Econometrics and Finance · Environmental Science · #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis #Monetary Policy and Economic Impact
- Robust forecasting of dynamic conditional correlation GARCH models
2012/12/23 by Kris Boudt, Jón Daníelsson, Sébastien Laurent · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Italy: Economic History and Contemporary Issues
- 8. La France et l’Europe centrale dans l’entre-deux-guerres. Une « Petite Entente » du renseignement ?
2009/01/01 by Sébastien Laurent · 1 citation
Arts and Humanities · Social Sciences · #French Historical and Cultural Studies #Historical Studies and Socio-cultural Analysis #Historical Geopolitical and Social Dynamics