المؤلفون: Colletaz, Gilbert, Gourlaouen, Jean-Pierre

المصدر: Revue économique, 1990 Jul 01. 41(4), 687-711.

URL الوصول: https://www.jstor.org/stable/3501876

المؤلفون: Colletaz, Gilbert

المصدر: Revue économique, 1987 Jul 01. 38(4), 837-852.

URL الوصول: https://www.jstor.org/stable/3501655

المؤلفون: Colletaz, Gilbert, Marois, William

المصدر: Revue économique, 1981 Jan 01. 32(1), 86-109.

URL الوصول: https://www.jstor.org/stable/3501279

المؤلفون: Candelon, Bertrand, Colletaz, Gilbert, Hurlin, Christophe, Tokpavi, Sessi

مصطلحات موضوعية: Article

وصف الملف: text/html

Relation: http://jfec.oxfordjournals.org/cgi/content/short/9/2/314; http://dx.doi.org/10.1093/jjfinec/nbq025

الاتاحة: http://jfec.oxfordjournals.org/cgi/content/short/9/2/314
https://doi.org/10.1093/jjfinec/nbq025

المؤلفون: Banulescu, Denisa Georgiana, Colletaz, Gilbert, Hurlin, Christophe, Tokpavi, Sessi

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Maastricht University Maastricht, EconomiX (EconomiX), Université Paris Nanterre (UPN)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00859456 ; 2013.

مصطلحات موضوعية: Backtesting, High Frequency Risk Measure, High Frequency Trading, Value at Risk, Time at Risk, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00859456; https://shs.hal.science/halshs-00859456; https://shs.hal.science/halshs-00859456v3/document; https://shs.hal.science/halshs-00859456v3/file/HFR_v5.pdf

الاتاحة: https://shs.hal.science/halshs-00859456
https://shs.hal.science/halshs-00859456v3/document
https://shs.hal.science/halshs-00859456v3/file/HFR_v5.pdf

المؤلفون: Benoît, Sylvain, Colletaz, Gilbert, Hurlin, Christophe, Pérignon, Christophe

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00746272 ; 2013.

مصطلحات موضوعية: Banking Regulation, Systemically Important Financial Firms, Marginal Expected, Shortfall, SRISK, CoVaR, Systemic vs. Systematic Risk, JEL: G - Financial Economics/G.G0 - General/G.G0.G01 - Financial Crises, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00746272; https://shs.hal.science/halshs-00746272; https://shs.hal.science/halshs-00746272v2/document; https://shs.hal.science/halshs-00746272v2/file/Systemic_Risk_June_2013.pdf

الاتاحة: https://shs.hal.science/halshs-00746272
https://shs.hal.science/halshs-00746272v2/document
https://shs.hal.science/halshs-00746272v2/file/Systemic_Risk_June_2013.pdf

المؤلفون: Colletaz, Gilbert, Hurlin, Christophe, Pérignon, Christophe

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00746273 ; 2012.

مصطلحات موضوعية: Financial Risk Management, Tail Risk, Basel III, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G21 - Banks • Depository Institutions • Micro Finance Institutions • Mortgages, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G28 - Government Policy and Regulation, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00746273; https://shs.hal.science/halshs-00746273; https://shs.hal.science/halshs-00746273/document; https://shs.hal.science/halshs-00746273/file/TheRiskMap_October2012.pdf

الاتاحة: https://shs.hal.science/halshs-00746273
https://shs.hal.science/halshs-00746273/document
https://shs.hal.science/halshs-00746273/file/TheRiskMap_October2012.pdf

المؤلفون: Colletaz, Gilbert, Hurlin, Christophe

المساهمون: Laboratoire d'Économie d'Orleans UMR7322 (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00724208 ; 2008.

مصطلحات موضوعية: Public Capital, Panel Smooth Threshold Regression Models, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00724208; https://shs.hal.science/halshs-00724208; https://shs.hal.science/halshs-00724208/document; https://shs.hal.science/halshs-00724208/file/PSTR_v4.pdf

الاتاحة: https://shs.hal.science/halshs-00724208
https://shs.hal.science/halshs-00724208/document
https://shs.hal.science/halshs-00724208/file/PSTR_v4.pdf

المؤلفون: Hurlin, Christophe, Colletaz, Gilbert, Tokpavi, Sessi, Candelon, Bertrand

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00329495 ; 2008.

مصطلحات موضوعية: Value-at-Risk, backtesting, GMM, duration-based test, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00329495; https://shs.hal.science/halshs-00329495; https://shs.hal.science/halshs-00329495/document; https://shs.hal.science/halshs-00329495/file/GMM_JFE.pdf

الاتاحة: https://shs.hal.science/halshs-00329495
https://shs.hal.science/halshs-00329495/document
https://shs.hal.science/halshs-00329495/file/GMM_JFE.pdf

المؤلفون: Colletaz, Gilbert, Hurlin, Christophe

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00156692 ; 2007.

مصطلحات موضوعية: Prévisions, Modèles non linéaires, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00156692; https://shs.hal.science/halshs-00156692; https://shs.hal.science/halshs-00156692/document; https://shs.hal.science/halshs-00156692/file/Rapport.pdf

الاتاحة: https://shs.hal.science/halshs-00156692
https://shs.hal.science/halshs-00156692/document
https://shs.hal.science/halshs-00156692/file/Rapport.pdf

المؤلفون: Hurlin, Christophe, Colletaz, Gilbert, Tokpavi, Sessi

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00162440 ; 2007.

مصطلحات موضوعية: Value at Risk, High-frequency data, ACD models, Irregularly spaced market risk models, Backtesting, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00162440; https://shs.hal.science/halshs-00162440; https://shs.hal.science/halshs-00162440/document; https://shs.hal.science/halshs-00162440/file/ISIVAR.pdf

الاتاحة: https://shs.hal.science/halshs-00162440
https://shs.hal.science/halshs-00162440/document
https://shs.hal.science/halshs-00162440/file/ISIVAR.pdf

المؤلفون: Colletaz, Gilbert

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00007801 ; 2006.

مصطلحات موضوعية: Random walk hypothesis, non parametric test, variance-ratio test, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00007801; https://shs.hal.science/halshs-00007801; https://shs.hal.science/halshs-00007801/document; https://shs.hal.science/halshs-00007801/file/colletaz_multvarratio.pdf

الاتاحة: https://shs.hal.science/halshs-00007801
https://shs.hal.science/halshs-00007801/document
https://shs.hal.science/halshs-00007801/file/colletaz_multvarratio.pdf

المؤلفون: Colletaz, Gilbert, Hurlin, Christophe

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://shs.hal.science/halshs-00008056 ; 2006.

مصطلحات موضوعية: Public Capital, Panel Smooth, Threshold Regression Models, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: halshs-00008056; https://shs.hal.science/halshs-00008056; https://shs.hal.science/halshs-00008056/document; https://shs.hal.science/halshs-00008056/file/dr2006_01colletaz_hurlin.pdf

الاتاحة: https://shs.hal.science/halshs-00008056
https://shs.hal.science/halshs-00008056/document
https://shs.hal.science/halshs-00008056/file/dr2006_01colletaz_hurlin.pdf

المؤلفون: Colletaz, Gilbert, Levieuge, Grégory, Popescu, Alexandra

المساهمون: Université d'Orléans (UO), Laboratoire d'Économie d'Orleans FRE2014 (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS), Centre de recherche sur l'intégration économique et financière (CRIEF Poitiers ), Université de Poitiers = University of Poitiers (UP), Axe 2 (2017-2021) : "Vulnérabilités et risques" (MSHS Poitiers), Maison des sciences de l'homme et de la société de Poitiers (MSHS de Poitiers), Université de Poitiers = University of Poitiers (UP)-Centre National de la Recherche Scientifique (CNRS)-Université de Poitiers = University of Poitiers (UP)-Centre National de la Recherche Scientifique (CNRS), Université de Poitiers - Faculté de Sciences économiques

المصدر: ISSN: 0165-1889 ; Journal of Economic Dynamics and Control ; https://hal.science/hal-02162296 ; Journal of Economic Dynamics and Control, 2018, 86, pp.165-184. ⟨10.1016/j.jedc.2017.11.001⟩.

مصطلحات موضوعية: Monetary policy, Systemic risk-taking, Long run causality, SRisk, JEL: E - Macroeconomics and Monetary Economics, JEL: E - Macroeconomics and Monetary Economics/E.E5 - Monetary Policy, Central Banking, and the Supply of Money and Credit/E.E5.E52 - Monetary Policy, and the Supply of Money and Credit/E.E5.E58 - Central Banks and Their Policies, JEL: G - Financial Economics, JEL: G - Financial Economics/G.G2 - Financial Institutions and Services/G.G2.G21 - Banks • Depository Institutions • Micro Finance Institutions • Mortgages, [SHS]Humanities and Social Sciences, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

Relation: hal-02162296; https://hal.science/hal-02162296

الاتاحة: https://hal.science/hal-02162296
https://doi.org/10.1016/j.jedc.2017.11.001

المؤلفون: Benoît, Sylvain, Colletaz, Gilbert, Hurlin, Christophe, Pérignon, Christophe

المساهمون: Laboratoire d'Economie de Dauphine (LEDa), Université Paris Dauphine-PSL, Université Paris Sciences et Lettres (PSL)-Université Paris Sciences et Lettres (PSL), Laboratoire d'Économie d'Orleans UMR7322 (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS), Groupement de Recherche et d'Etudes en Gestion à HEC (GREGH), Ecole des Hautes Etudes Commerciales (HEC Paris)-Centre National de la Recherche Scientifique (CNRS)

المصدر: https://hal.science/hal-02292323 ; 2019.

مصطلحات موضوعية: Banking Regulation, Systemically Important Financial Firms, Marginal Expected Shortfall, SRISK, CoVaR, Systemic vs. Systematic Risk, JEL: G - Financial Economics/G.G3 - Corporate Finance and Governance/G.G3.G32 - Financing Policy • Financial Risk and Risk Management • Capital and Ownership Structure • Value of Firms • Goodwill, JEL: G - Financial Economics/G.G0 - General/G.G0.G01 - Financial Crises, [QFIN]Quantitative Finance [q-fin]

Relation: hal-02292323; https://hal.science/hal-02292323

الاتاحة: https://hal.science/hal-02292323

المؤلفون: Banulescu, Denisa, Colletaz, Gilbert, Hurlin, Christophe, Tokpavi, Sessi

المساهمون: Laboratoire d'Économie d'Orleans [UMR7322] (LEO), Université d'Orléans (UO)-Université de Tours (UT)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Journal of Forecasting
Journal of Forecasting, Wiley, 2016, 35 (3), pp.224-249. ⟨10.1002/for.2374⟩

مصطلحات موضوعية: [SHS.ECO]Humanities and Social Sciences/Economics and Finance, ComputingMilieux_MISCELLANEOUS

URL الوصول: https://explore.openaire.eu/search/publication?articleId=od_______177::24b44bc17f388ec650cfe1ff0ea1412b
https://hal-univ-orleans.archives-ouvertes.fr/hal-03554206

المؤلفون: Colletaz, Gilbert, Hurlin, Christophe, Tokpavi, Sessi

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: 5èmes Journées d'économétrie "Développements Récents de l'Econométrie Appliquée à la Finance"
https://shs.hal.science/halshs-00363146
5èmes Journées d'économétrie "Développements Récents de l'Econométrie Appliquée à la Finance", Nov 2008, Paris X - Nanterre, France

مصطلحات موضوعية: Backtesting, Value-at-Risk, GMM, Duration-based Test, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

جغرافية الموضوع: Paris X - Nanterre, France

Relation: halshs-00363146; https://shs.hal.science/halshs-00363146

الاتاحة: https://shs.hal.science/halshs-00363146

المؤلفون: Colletaz, Gilbert, Hurlin, Christophe

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: ESEM (Econometric Society European Meeting) ; https://shs.hal.science/halshs-00257483 ; ESEM (Econometric Society European Meeting), Aug 2006, Vienne, Austria

مصطلحات موضوعية: Threshold, Effects, Public, Capital, Productivity, International, Panel, Smooth, Transition, Approach, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

جغرافية الموضوع: Vienne, Austria

Relation: halshs-00257483; https://shs.hal.science/halshs-00257483

الاتاحة: https://shs.hal.science/halshs-00257483

المؤلفون: Colletaz, Gilbert

المساهمون: Laboratoire d'économie d'Orleans 2008-2011 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Journée d'Econométrie "Développements récents de l'économétrie appliquée à la Finance" ; https://shs.hal.science/halshs-00286512 ; Journée d'Econométrie "Développements récents de l'économétrie appliquée à la Finance", Dec 2005, Paris X - Nanterre, France

مصطلحات موضوعية: simple, multiple, variance-ratio, Test, Based, ranks, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

جغرافية الموضوع: Paris X - Nanterre, France

Relation: halshs-00286512; https://shs.hal.science/halshs-00286512

الاتاحة: https://shs.hal.science/halshs-00286512

المؤلفون: Colletaz, Gilbert

المساهمون: Laboratoire d'Économie d'Orleans UMR6586 (LEO), Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)

المصدر: Proposition et propriétés d'un test joint de rapports de variances fondés sur les rangs ; Actes des XXXVèmes Journées de Statistique ; https://shs.hal.science/halshs-00285928 ; Actes des XXXVèmes Journées de Statistique, Jun 2003, Lyon, France. pp.xx/xx

مصطلحات موضوعية: Proposition, propriétés, test, joint, rapports, variances, fondés, rangs, [SHS.ECO]Humanities and Social Sciences/Economics and Finance

جغرافية الموضوع: Lyon, France

Relation: halshs-00285928; https://shs.hal.science/halshs-00285928

الاتاحة: https://shs.hal.science/halshs-00285928