Sébastien Laurent Sébastien Laurent
Biographic Data
| ID | 10459840 |
|---|---|
| NAME | Sébastien Laurent Sébastien Laurent |
| GIVEN NAMES | Sébastien Laurent Sébastien |
| FAMILY NAME | Laurent |
| SIGNATURE | LAURENT S L S |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2016 |
| LATEST PUBLICATION YEAR | 2016 |
| H-INDEX | 0 |
Do We Need High Frequency Data to Forecast Variances
Denisa Banulescu-Radu, Christophe Hurlin, Bertrand Candelon, Sébastien Laurent, Do We Need High Frequency Data to Forecast Variances?, Annals of Economics and Statistics, No. 123/124, SPECIAL ISSUE ON RECENT DEVELOPMENTS IN FINANCIAL ECONOMETRICS (December 2016), pp. 135-174
No prominent works on this page.
Do We Need High Frequency Data to Forecast Variances
Denisa Banulescu-Radu, Christophe Hurlin, Bertrand Candelon, Sébastien Laurent, Do We Need High Frequency Data to Forecast Variances?, Annals of Economics and Statistics, No. 123/124, SPECIAL ISSUE ON RECENT DEVELOPMENTS IN FINANCIAL ECONOMETRICS (December 2016), pp. 135-174
Computer Science (1 work) · Econometrics (1 work) · Energy Load and Power Forecasting (1 work) · Forecasting Techniques and Applications (1 work) · Mathematics (1 work) · Statistics (1 work) · Time Series Analysis and Forecasting (1 work)