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Accès libre
Veredas, David
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Bauwens, Luc
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Pascual, Roberto
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Rodriguez-Poo, Juan
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Silvestrini, Andrea
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Coroneo, Laura
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Dolado, Juan J.
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Durenard, Eugène
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Espasa, Antoni
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Garcia, René
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Giot, Pierre
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Grammig, Joachim
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Lombardi, Marco
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Moulin, Laurent
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Renault, Eric
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Russo, Giuseppe
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Salto, Matteo
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2007
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13
results.
WorkingPaper
Temporal aggregation of univariate linear time series models
Silvestrini, Andrea
[UCL]
Veredas, David
(2005)
WorkingPaper
Indirect estimation of elliptical stable distributions
Lombardi, Marco
Veredas, David
(2007)
WorkingPaper
Macro surprises and short-term behaviour in bond futures
Durenard, Eugène
Veredas, David
(2002)
WorkingPaper
What pieces of limit order book information are informative ?
Pascual, Roberto
Veredas, David
(2004)
WorkingPaper
Using intra annual information to forecast the annual state deficits. The case of France
Moulin, Laurent
Salto, Matteo
Silvestrini, Andrea
[UCL]
Veredas, David
(2004)
WorkingPaper
The stochastic conditional duration model: a latent factor model for the analysis of financial durations
Bauwens, Luc
[UCL]
Veredas, David
(1999)
WorkingPaper
Institutional rigidities and employment rigidity in the Italian large industrial firms
Russo, Giuseppe
Veredas, David
(2000)
WorkingPaper
A comparison of financial duration models via density forecasts
Bauwens, Luc
[UCL]
Giot, Pierre
Grammig, Joachim
Veredas, David
(2000)
WorkingPaper
Testing weak exogeneity in the exponential family: an application to financial point processes
Dolado, Juan J.
Rodriguez-Poo, Juan
Veredas, David
(2004)
WorkingPaper
On the (intradaily) seasonality and dynamics of a financial point process: a semiparametric approach
Veredas, David
Rodriguez-Poo, Juan
Espasa, Antoni
(2002)
WorkingPaper
Estimation of stable distributions by indirect inference
Garcia, René
Renault, Eric
Veredas, David
(2006)
WorkingPaper
Intradaily seasonality of returns distribution. A quantile regression approach and intradaily VaR estimation
Coroneo, Laura
Veredas, David
(2006)
WorkingPaper
Does the open limit order book matter in explaining long run volatility?
Pascual, Roberto
Veredas, David
(2006)