About

exec&share is a novel cloud-based platform that enables scientists to openly share the code and data that underlie their research publications.

This service is based on the innovative concept of a companion website associated with a scientific publication.

The code is run on a computer cloud server and the results are immediately displayed to the user.

The concept

As simple as 1,2,3
1. A researcher has an idea.
2. The researcher writes a paper based on this idea.
3. Using exec&share, the researcher creates a companion website associated with this paper. The companion website allows people to implement the methodology presented in the paper.

A revolutionary scientific tool

Research diffusion

exec&share allows researchers to spread their research globally.

Latest scientific methods

exec&share allows people to implement the latest scientific methods in a user-friendly environment.

Validation tool

exec&share allows researchers to replicate scientific results in order to check their validity and robustness.

Learn more    >>

NEWS

The exec&share website now welcomes code and data from any research area:
Statistics
Chemistry
Computer and Information Sciences
Engineering
Geosciences
Mathematics
Medical Research
Physics
Biological Sciences
Social Sciences
If you would like to help us to promote this platform, please contact us at contact[at] execandshare.org
The execshare Team
TESTIMONIES

Serge Galam

CNRS

France

I have been wondering about the capacity of current "modern" research to maintain the hard science frame of robustness. Indeed, one of the pillar of a scientific proof is the possible reproducibility, allowing anyone anywhere to reproduce an experiment to check the validity of the associated results. However, it happens that a good deal of current scientific papers rely almost exclusively on simulations whose codes are practically never provided within the published paper, thus prohibiting a possible replication.

Serge Galam

CNRS

France

Thus, when I came across the RunShare platform I say to myself "these guys put their hand on the SOLUTION", together with the amazing feeling to witness the birth of what could become the world sharing facility of e-science. In addition, such a platform allowing to modify others' programs will boost dramatically the efficiency of all programs which today are the outcome of doing DIY from individual researchers, thereby enhancing the scope of their scientific applicability. It is up to us to make RunShare a leaving and stimulating open platform for keeping advancing science on solid grounds.
COMPANION WEBSITES
Testing for Granger Non-causality in Heterogeneous Panels
Dumitrescu, E., and C. Hurlin, Economic Modelling (Sun Jan 01 00:00:00 CET 2012)
Discover
last update Wed Jul 12 04:35:00 CEST 2017
ScrewFit : combining localization and description of protein secondary structure
Kneller, G., and P. Calligari, Acta Crystallographica Section D (Sun Jan 01 00:00:00 CET 2006)
Calligari, P.
Discover
last update Wed Jul 29 04:09:00 CEST 2015
Panel Smooth Transition Regression Models
Gonzalez, A., D. van Dijk, and T. Terasvirta, SSE/EFI working paper series in economics and finance, n° 604. (Sat Jan 01 00:00:00 CET 2005)
Colletaz, G.
Discover
last update Thu Jul 16 05:42:00 CEST 2015
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-Form Approximation Approach
Aït-Sahalia, Y., Econometrica (Tue Jan 01 00:00:00 CET 2002)
Discover
last update Wed Oct 29 05:35:00 CET 2014
Matching Dynamics in a Multi-Agents Setting
Garrouste, C., C. Piatecki, and Y. Stroppa, Hal CNRS (Wed Jan 01 00:00:00 CET 2014)
Ngougne, T. A., C. Garrouste, C. Piatecki, and Y. Stroppa.
Discover
last update Tue Sep 16 01:47:00 CEST 2014
Margin Backtesting
Hurlin, C., and C. Perignon, University of Orleans, HEC Paris (Sat Jan 01 00:00:00 CET 2011)
Discover
last update Wed Jul 23 01:26:00 CEST 2014
Threshold Effects of the Public Capital Productivity : An International Panel Smooth Transition Approach
Colletaz, G., and C. Hurlin, University of Orléans (Sun Jan 01 00:00:00 CET 2006)
Hurlin, C.
Discover
last update Tue Jul 22 04:30:00 CEST 2014
Asymptotic Distribution-Free Diagnostic Tests For Heteroskedastic Time Series
Escanciano, J., Econometric Theory (Fri Jan 01 00:00:00 CET 2010)
Colletaz, G.
Discover
last update Fri Dec 06 03:00:00 CET 2013
Why don’t Banks Lend to the Private Sector in Egypt?
Herrera, S., C. Hurlin, and C. Zaki, World Bank Working Paper Series (Sun Jan 01 00:00:00 CET 2012)
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last update Thu Oct 17 10:54:00 CEST 2013
Public debates driven by incomplete scientific data: The cases of evolution theory, global warming and H1N1 pandemic inf ...
Galam, S., Physica A: Statistical Mechanics and its Applications (Fri Jan 01 00:00:00 CET 2010)
Pécot, M.
Discover
last update Tue Oct 15 10:21:00 CEST 2013
Improving prokaryotic transposable elements identification using a combination of de novo and profile HMM methods
Filée, J., CNRS (Tue Jan 01 00:00:00 CET 2013)
Discover
last update Mon Sep 30 10:26:00 CEST 2013
Sparks and Deterministic Constructions of Binary Measurement Matrices from Finite Geometry
Liu, X., Ideas (Tue Jan 01 00:00:00 CET 2013)
Discover
last update Sat Sep 21 09:51:00 CEST 2013
Generic allometric models including height best estimate forest biomass and carbon stocks in Indonesia
Rutishauser, E., Forest Ecology and Management (Tue Jan 01 00:00:00 CET 2013)
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last update Wed Aug 21 02:46:00 CEST 2013
Competition and the Cost of Debt
Valta, P., Journal of Financial Economics (Sun Jan 01 00:00:00 CET 2012)
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last update Fri Aug 16 11:14:00 CEST 2013
Modeling State Credit Risks in Illinois and Indiana
Joffe, D. M., Mercatus Center (Tue Jan 01 00:00:00 CET 2013)
Discover
last update Thu Aug 01 10:28:00 CEST 2013
Code for kMajority Cost Paper
Ragan, R., University of Georgia (Tue Jan 01 00:00:00 CET 2013)
Discover
last update Tue Jul 30 09:08:00 CEST 2013
The Risk Map: A New Tool for Validating Risk Models
Colletaz, G., C. Hurlin, and C. Perignon, SSRN (Sun Jan 01 00:00:00 CET 2012)
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last update Thu Jul 25 05:01:00 CEST 2013
A three-hourly data set of the state of tropical convection based on cloud regimes
Tan, J., Geophysical Review Letters (Tue Jan 01 00:00:00 CET 2013)
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last update Wed Jul 24 05:53:00 CEST 2013
The Optimal Hard Threshold for Singular Values is 4/sqrt(3)
Donoho, D., and M. Gavish, Stanford University (Tue Jan 01 00:00:00 CET 2013)
Gavish, M., and D. Donoho.
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last update Thu May 30 02:46:00 CEST 2013
A Constrained Random Demodulator for Sub-Nyquist Sampling
Harms, A., W. U. Bajwa, and R. Calderbank, IEEE Transactions on Signal Processing (Tue Jan 01 00:00:00 CET 2013)
Harms, A.
Discover
last update Sat May 18 01:09:00 CEST 2013
Testing for Granger Causality in Heterogeneous Mixed Panels
Emirmahmutoglu, F., and N. Kose, Economic Modelling (Sat Jan 01 00:00:00 CET 2011)
Emirmahmutoglu, F.
Discover
last update Tue Mar 19 05:28:00 CET 2013
Network Effects and Infrastructure Productivity in Developing Countries
Candelon, B., G. Colletaz, and C. Hurlin, Maastricht University (Sat Jan 01 00:00:00 CET 2011)
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last update Thu Mar 14 10:17:00 CET 2013
Pitfalls in backtesting Historical Simulation VaR models
Escanciano, J., and P. Pei, Journal of Banking and Finance (Sun Jan 01 00:00:00 CET 2012)
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last update Fri Feb 22 02:31:00 CET 2013
A Unified Software Framework for Empirical Gramians
Himpe, C., and M. Ohlberger, Institute for Computational and Applied Mathematics at the University of Muenster (Tue Jan 01 00:00:00 CET 2013)
Himpe, C.
Discover
last update Wed Feb 20 02:02:00 CET 2013
Kinematics of the ribbon fin in hovering and swimming of the electric ghost knifefish
Ruiz-Torres, R., O. M. Curet, G. V. Lauder, and M. A. MacIver, Journal of Experimental Biology (Tue Jan 01 00:00:00 CET 2013)
Ruiz-Torres, R., and M. A. MacIver.
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last update Tue Feb 19 09:46:00 CET 2013
The Phase Transition of Matrix Recovery from Gaussian Measurements Matches the Minimax MSE of Matrix Denoising
Donoho, D., M. Gavish, and A. Montanari, Stanford University (Tue Jan 01 00:00:00 CET 2013)
Gavish, M.
Discover
last update Fri Feb 15 05:02:00 CET 2013
Maximum Likelihood Methods for Models of Markets in Disequilibrium
Maddala, S. G., and F. D. Nelson, Econometrica (Tue Jan 01 00:00:00 CET 1974)
Hurlin, C.
Discover
last update Fri Feb 15 00:53:00 CET 2013
Cross-Gramian Based Combined State and Parameter Reduction
Himpe, C., and M. Ohlberger, WWU Muenster (Tue Jan 01 00:00:00 CET 2013)
Himpe, C.
Discover
last update Tue Feb 05 04:54:00 CET 2013
A Unified Software Framework for Empirical Gramians
Himpe, C., and M. Ohlberger, Institute for Computational and Applied Mathematics at the University of Muenster (Tue Jan 01 00:00:00 CET 2013)
Himpe, C.
Discover
last update Tue Feb 05 04:45:00 CET 2013
Determining the Number of Factors in Approximate Factors Models
Bai, J., and S. Ng, Econometrica (Tue Jan 01 00:00:00 CET 2002)
Hurlin, C.
Discover
last update Tue Jan 29 04:48:00 CET 2013
Deterministic Matrices Matching the Compressed Sensing Phase Transitions of Gaussian Random Matrices
Monajemi, H., S. Jafarpour, M. Gavish, and D. Donoho, Stanford University (Sun Jan 01 00:00:00 CET 2012)
Monajemi, H., and D. Donoho.
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last update Fri Jan 04 09:03:00 CET 2013
Optimal Stability Polynomials for Numerical Integration of Initial Value Problems
Ketcheson, D., and A. J. Ahmadia, arXiv.org (Sun Jan 01 00:00:00 CET 2012)
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last update Sat Dec 01 04:15:00 CET 2012
The pernicious effects of contaminated data in risk management
Fresard, L., C. Perignon, and A. Wilhelmsson, Journal of Banking and Finance (Sat Jan 01 00:00:00 CET 2011)
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last update Fri Nov 23 08:31:00 CET 2012
The level and quality of Value-at-Risk disclosure by commercial banks
Perignon, C., and D. Smith, Journal of Banking and Finance (Fri Jan 01 00:00:00 CET 2010)
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last update Fri Nov 23 08:30:00 CET 2012
A New Approach to Comparing VaR Estimation Methods
Smith, D., and C. Perignon, Journal of Derivatives (Tue Jan 01 00:00:00 CET 2008)
Perignon, C., and D. Smith.
Discover
last update Fri Nov 23 08:30:00 CET 2012
Diversification and Value-at-Risk
Perignon, C., and D. Smith, Journal of Banking and Finance (Fri Jan 01 00:00:00 CET 2010)
Discover
last update Fri Nov 23 08:29:00 CET 2012
Prices and Asymptotics for Discrete Variance Swaps
Bernard, C., and Z. Cui, SSRN (Sun Jan 01 00:00:00 CET 2012)
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last update Thu Nov 22 02:59:00 CET 2012
Monotonicity in Asset Returns: New Tests with Applications to the Term Structure, the CAPM, and Portfolio Sorts
Patton, J. A., and A. Timmermann, Journal of Financial Economics (Fri Jan 01 00:00:00 CET 2010)
Patton, J. A., and A. Timmermann.
Discover
last update Sat Nov 17 04:04:00 CET 2012
Extracting Factors from Heteroskedastic Asset Returns
Jones, S. C., Journal of Financial Economics (Mon Jan 01 00:00:00 CET 2001)
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last update Sat Nov 17 04:04:00 CET 2012
Volatility Forecast Comparison Using Imperfect Volatility Proxies
Patton, J. A., Journal of Econometrics (Sat Jan 01 00:00:00 CET 2011)
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last update Sat Nov 17 04:02:00 CET 2012
Inference Regarding Multiple Structural Changes in Linear Models with Endogenous Regressors
Hall, R. A., S. Han, and O. Boldea, Journal of Econometrics (Sun Jan 01 00:00:00 CET 2012)
Boldea, O.
Discover
last update Fri Nov 09 06:04:00 CET 2012
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
Benoit, S., G. Colletaz, C. Hurlin, and C. Perignon, SSRN (Sat Jan 01 00:00:00 CET 2011)
Discover
last update Thu Oct 25 11:35:00 CEST 2012
Rudin-Osher-Fatemi Total Variation Denoising using Split Bregman
Getreuer, P., Image Processing On Line (Sun Jan 01 00:00:00 CET 2012)
Discover
last update Mon Oct 08 09:20:00 CEST 2012
Adaptive Estimation of Vector Autoregressive Models with Time-Varying Variance: Application to Testing Linear Causality ...
Patilea, V., IRMAR-INSA and CREST ENSAI (Fri Jan 01 00:00:00 CET 2010)
Raïssi, H.
Discover
last update Mon Oct 08 09:20:00 CEST 2012
Dendrodendritic Inhibition and Simulated Odor Responses in a Detailed Olfactory Bulb Network Model
Davison, A., J. Feng, and D. Brown, Journal of Neurophysiology (Wed Jan 01 00:00:00 CET 2003)
Davison, A.
Discover
last update Mon Oct 08 09:19:00 CEST 2012
Sparse Nonnegative Solution of Underdetermined Linear Equations by Linear Programming
Donoho, D., and J. Tanner, Proceedings of the National Academy of Sciences of the United States of America (Sat Jan 01 00:00:00 CET 2005)
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last update Mon Oct 08 09:18:00 CEST 2012
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? Estimates of Government Net Capital ...
Arestoff, F., and C. Hurlin, Economics Bulletin (Fri Jan 01 00:00:00 CET 2010)
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last update Mon Oct 08 09:18:00 CEST 2012
Testing for Unit Roots in the Presence of Uncertainty Over Both the Trend and Initial Condition
Harvey, I. D., S. J. Leybourne, and A. R. Taylor, Journal of Econometrics (Sun Jan 01 00:00:00 CET 2012)
Colletaz, G.
Discover
last update Mon Oct 08 09:17:00 CEST 2012
Does Corporate Governance Predict Firms' Market Values? Evidence from Korea
Kim, W., B. S. Black , and H. Jang, The Journal of Law, Economics, & Organization (Sun Jan 01 00:00:00 CET 2006)
Discover
last update Mon Oct 08 09:17:00 CEST 2012
Unit Root Tests for Panel Data
Choi, I., Journal of International Money and Finance (Mon Jan 01 00:00:00 CET 2001)
Hurlin, C.
Discover
last update Mon Oct 08 09:16:00 CEST 2012
Testing for Unit Roots in Heterogeneous Panels
Im, S. K., H. M. Pesaran, and Y. Shin, Journal of Econometrics (Wed Jan 01 00:00:00 CET 2003)
Hurlin, C.
Discover
last update Mon Oct 08 09:16:00 CEST 2012
Testing for a Unit Root in Panels with Dynamic Factors
Moon , R. H., and B. Perron, Journal of Econometrics (Thu Jan 01 00:00:00 CET 2004)
Hurlin, C.
Discover
last update Mon Oct 08 09:16:00 CEST 2012
Stable Recovery of Sparse Overcomplete Representations in the Presence of Noise
Donoho, D., M. Elad, and V. Temlyakov, Transactions on Information Theory (Sun Jan 01 00:00:00 CET 2006)
Discover
last update Mon Oct 08 09:16:00 CEST 2012
Copula-Based Models for Financial Time Series
Patton, J. A., Handbook of Financial Time Series, Springer Verlag (Thu Jan 01 00:00:00 CET 2009)
Discover
last update Mon Oct 08 09:15:00 CEST 2012
A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test
Maddala, S. G., and S. Wu, Oxford Bulletin of Economics and Statistics (Fri Jan 01 00:00:00 CET 1999)
Hurlin, C.
Discover
last update Mon Oct 08 09:15:00 CEST 2012
Neighborliness of Randomly-Projected Simplices in High Dimensions
Donoho, D., and J. Tanner, Proceedings of the National Academy of Sciences of the United States of America (Sat Jan 01 00:00:00 CET 2005)
Discover
last update Mon Oct 08 09:14:00 CEST 2012
High-Dimensional Centrally-Symmetric Polytopes With Neighborliness Proportional to Dimension
Donoho, D., Discrete & Computational Geometry (Sun Jan 01 00:00:00 CET 2006)
Discover
last update Mon Oct 08 09:14:00 CEST 2012
LSD: A Fast Line Segment Detector with a False Detection Control
Grompone von Gioi, R., J. Jakubowicz, J. Morel, and G. Randall, IEEE Transactions on Pattern Analysis and Machine Intelligence (Fri Jan 01 00:00:00 CET 2010)
Grompone von Gioi, R.
Discover
last update Mon Oct 08 09:13:00 CEST 2012
On the Stability of the Basis Pursuit in the Presence of Noise
Donoho, D., and M. Elad, Signal Processing (Sun Jan 01 00:00:00 CET 2006)
Discover
last update Mon Oct 08 09:13:00 CEST 2012
Appendices for the article "Is Public Capital Really Productive? A Methodological Reappraisal"
Hurlin, C., and A. Minea, Université d'Orléans (Sun Jan 01 00:00:00 CET 2012)
Discover
last update Wed Sep 26 09:50:00 CEST 2012
Is Public Capital Really Productive? A Methodological Reappraisal
Minea, A., and C. Hurlin, University of Orleans (Sun Jan 01 00:00:00 CET 2012)
Discover
last update Mon Sep 10 09:19:00 CEST 2012
Forcasting Expected Shortfall with a Generalized Asymetric Student-t Distribution
Galbraith, W. J., and D. Zhu, Centre interuniversitaire de recherche en analyse des organisations (Thu Jan 01 00:00:00 CET 2009)
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last update Fri Jul 27 11:36:00 CEST 2012
Are Public Investment Efficient in Creating Capital Stocks in Developing Countries? Estimates of Government Net Capital ...
Arestoff, F., and C. Hurlin, Economics Bulletin (Fri Jan 01 00:00:00 CET 2010)
Discover
last update Mon Jul 23 09:33:00 CEST 2012
A Simple Empirical Measure of Central Banks' Conservatism
Levieuge, G., and Y. Lucotte, SSRN (Sun Jan 01 00:00:00 CET 2012)
Levieuge, G.
Discover
last update Mon Jul 23 05:35:00 CEST 2012
How To Evaluate an Early Warning System? Towards a unified Statistical Framework for Assessing Financial Crises Forecast ...
Candelon, B., E. Dumitrescu, and C. Hurlin, IMF Economic Review (Sun Jan 01 00:00:00 CET 2012)
Discover
last update Mon Jul 23 05:34:00 CEST 2012
Backtesting Value-at-Risk: A Duration-Based Approach
Pelletier, D., and P. F. Christoffersen, Journal of Financial Econometrics (Thu Jan 01 00:00:00 CET 2004)
Hurlin, C., and C. Perignon.
Discover
last update Mon Jul 23 05:33:00 CEST 2012
International Comparisons of Living Standards by Equivalent Incomes
Gaulier, G., and M. Fleurbaey, The Scandinavian Journal of Economics (Thu Jan 01 00:00:00 CET 2009)
Fleurbaey, M., and G. Gaulier.
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last update Mon Jul 23 05:32:00 CEST 2012
How to Forecast Long-Run Volatility: Regime Switching and the Estimation of Multifractal Processes
Calvet, E. L., and A. J. Fisher, Journal of Financial Econometrics (Thu Jan 01 00:00:00 CET 2004)
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last update Mon Jul 23 05:31:00 CEST 2012
Bartlett's Formula for a General Class of Non Linear Processes
Francq, C., and J. Zakoian, Journal of Time Series Analysis (Thu Jan 01 00:00:00 CET 2009)
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last update Mon Jul 23 05:31:00 CEST 2012
Structural Sign Patterns and Reduced Form Restrictions
Buck, J. A., and G. M. Lady, Economic Modelling (Sun Jan 01 00:00:00 CET 2012)
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last update Wed Jul 18 05:13:00 CEST 2012
Structural Models, Information and Inherited Restrictions
Buck, J. A., and G. M. Lady, Economic Modelling (Sat Jan 01 00:00:00 CET 2011)
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last update Wed Jul 18 05:12:00 CEST 2012
The Best of Both Worlds: A Hybrid Approach to Calculating Value at Risk
Boudoukh, J., M. Richardson, and R. F. Whitelaw, Risk (Thu Jan 01 00:00:00 CET 1998)
Hurlin, C., and C. Perignon.
Discover
last update Tue Jul 17 07:54:00 CEST 2012
A New Approach to Comparing VaR Estimation Methods
Perignon, C., and D. Smith, Journal of Derivatives (Tue Jan 01 00:00:00 CET 2008)
Perignon, C., D. Smith, and C. Hurlin.
Discover
last update Mon Jul 16 10:41:00 CEST 2012
Mixed Logit with Bounded Distributions of Correlated Partworths
Sonnier, G., and K. Train, Applications of Simulation Methods in Environmental Resource Economics (Sat Jan 01 00:00:00 CET 2005)
Train, K.
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last update Tue Jul 10 04:13:00 CEST 2012
Why Simple Shrinkage is Still Relevant for Redundant Representations?
Elad, M., IEEE Transactions on Information Theory (Sun Jan 01 00:00:00 CET 2006)
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last update Fri Jul 06 05:32:00 CEST 2012
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests
Hurlin, C., and V. Pham, Finance (Sun Jan 01 00:00:00 CET 2012)
Hurlin, C., and E. Dumitrescu.
Discover
last update Thu Jul 05 03:07:00 CEST 2012
Tests of Conditional Predictive Ability
White, H., and R. Giacomini, Econometrica (Sun Jan 01 00:00:00 CET 2006)
Giacomini, R.
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last update Wed Jul 04 11:14:00 CEST 2012
Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties
Levin, A., C. Lin, and C. J. Chu , Journal of Econometrics (Tue Jan 01 00:00:00 CET 2002)
Hurlin, C.
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last update Thu Jun 28 11:07:00 CEST 2012
Backtesting Value-at-Risk: A GMM Duration-based Test
Candelon, B., G. Colletaz, C. Hurlin, and S. Tokpavi, Journal of Financial Econometrics (Sat Jan 01 00:00:00 CET 2011)
Colletaz, G., B. Candelon, C. Hurlin, and S. Tokpavi.
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last update Thu Jun 28 11:01:00 CEST 2012
Outliers and GARCH Models in Financial Data
Charles, A., and O. Darné, Economics Letters (Sat Jan 01 00:00:00 CET 2005)
Charles, A., O. Darné, D. Banulescu, and E. Dumitrescu.
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last update Fri Jun 22 08:48:00 CEST 2012
Forecasting Realized Volatility Using a Nonnegative Semiparametric Model
Eriksson, A., D. Preve, and J. Yu, Uppsala University (Thu Jan 01 00:00:00 CET 2009)
Preve, D., and J. Yu.
Discover
last update Wed Jun 06 03:54:00 CEST 2012
Mixed Logit with Repeated Choices: Households' Choices of Appliance Efficiency Level
Revelt, D., and K. Train, The Review of Economics and Statistics (Thu Jan 01 00:00:00 CET 1998)
Train, K.
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last update Tue Jun 05 09:02:00 CEST 2012
Testing Interval Forecasts: A GMM-Based Approach
Dumitrescu, E., C. Hurlin, and J. Madkour, Journal of Forecasting (Sat Jan 01 00:00:00 CET 2011)
Dumitrescu, E., and C. Hurlin.
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last update Tue Jun 05 04:57:00 CEST 2012
Currency Crises Early Warning Systems: why they should be Dynamic
Candelon, B., E. Dumitrescu, and C. Hurlin, Maastricht University (Fri Jan 01 00:00:00 CET 2010)
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last update Mon Jun 04 05:52:00 CEST 2012
A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
Zhu, D., and J. W. Galbraith, Journal of Econometrics (Fri Jan 01 00:00:00 CET 2010)
Colletaz, G.
Discover
last update Sat May 05 02:59:00 CEST 2012
Techniques for Verifying the Accuracy of Risk Management Models
Kupiec, H. P., Journal of Derivatives (Sun Jan 01 00:00:00 CET 1995)
Hurlin, C., and C. Perignon.
Discover
last update Tue Apr 17 02:14:00 CEST 2012
Value-at-Risk (Chapter 5: Computing VaR)
Jorion, P., MacGraw-Hill (Mon Jan 01 00:00:00 CET 2007)
Hurlin, C., and C. Perignon.
Discover
last update Mon Mar 19 09:33:00 CET 2012
Value-at-Risk (Chapter 7: Portfolio Risk - Analytical Methods)
Jorion, P., McGraw-Hill (Mon Jan 01 00:00:00 CET 2007)
Hurlin, C., and C. Perignon.
Discover
last update Fri Mar 16 04:09:00 CET 2012
Backtesting Value-at-Risk Accuracy: A Simple New Test
Hurlin, C., and S. Tokpavi, Journal of Risk (Sun Jan 01 00:00:00 CET 2006)
Discover
last update Tue Mar 13 05:03:00 CET 2012
Evaluating Interval Forecasts
Christoffersen, F. P., International Economic Review (Thu Jan 01 00:00:00 CET 1998)
Hurlin, C., and C. Perignon.
Discover
last update Fri Mar 09 03:40:00 CET 2012