Threshold effects of the public capital productivity: an international panel smooth transition approach G Colletaz, C Hurlin | 291 | 2006 |
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 | 259 | 2013 |
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 | 171 | 2011 |
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 | 92 | 2013 |
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 | 68 | 2013 |
Monetary policy and long-run systemic risk-taking G Colletaz, G Levieuge, A Popescu Journal of Economic Dynamics and Control 86, 165-184, 2018 | 50 | 2018 |
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 | 43 | 2013 |
Modèles non linéaires et prévisions G Colletaz, C Hurlin | 20 | 2007 |
A theoretical and empirical comparison of systemic risk measures: Mes versus covar S Benoit, G Colletaz, C Hurlin, C Perignon SSRN Electronic Journal, 2011 | 16 | 2011 |
A simple multiple variance-ratio test based on ranks G Colletaz | 15 | 2006 |
Cointégration et structure par terme des taux d'intérêt G Colletaz, JP Gourlaouen Revue économique, 687-711, 1990 | 13 | 1990 |
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 | 11 | 2007 |
Forecasting High‐Frequency Risk Measures D Banulescu, G Colletaz, C Hurlin, S Tokpavi Journal of Forecasting 35 (3), 224-249, 2016 | 7 | 2016 |
Backtesting value-at-risk: A GMM duration-based test C Hurlin, G Colletaz, S Tokpavi, B Candelon | 7 | 2008 |
Modèles de survie G Colletaz Notes de Cours MASTER 2 ESA voies professionnelle et recherche, université d …, 2012 | 6 | 2012 |
Prévisions explicites de taux d'intérêt en France: une étude empirique sur la période 1981-1985 G Colletaz Finance, pp. 111-134, 1986 | 6 | 1986 |
High-Frequency Risk Measures DG Banulescu, G Colletaz, C Hurlin, S Tokpavi | 5 | 2013 |
Les Critères de sélection G Colletaz Cours, Université d’Orléans, Master ESA, 2007 | 5 | 2007 |
Modèles à Variables Expliquées Qualitatives G Colletaz Miméo Université Orléans, 2001 | 5 | 2001 |
Offres de travail et salaires féminins G Colletaz, M Riboud FeniXX, 1988 | 5 | 1988 |