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Details about Christoph Schleicher

Access statistics for papers by Christoph Schleicher.

Last updated 2012-09-23. Update your information in the RePEc Author Service.

Short-id: psc196


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Working Papers

2008

  1. Model Averaging in Risk Management with an Application to Futures Markets
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge Downloads View citations (1)
    Also in CESifo Working Paper Series, CESifo Group Munich (2008) Downloads View citations (8)

    See also Journal Article in Journal of Empirical Finance (2009)

2007

  1. Using copulas to construct bivariate foreign exchange distributions with an application to the sterling exchange rate index
    Bank of England working papers, Bank of England Downloads View citations (2)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (6)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (7)

2006

  1. Pricing Multivariate Currency Options with Copulas
    Working Papers, Warwick Business School, Finance Group Downloads View citations (12)
  2. Returns to equity, investment and Q: evidence from the United Kingdom
    Bank of England working papers, Bank of England Downloads View citations (1)

2005

  1. Common Trends and Common Cycles in Canadian Sectoral Output
    Computing in Economics and Finance 2005, Society for Computational Economics Downloads
    Also in Staff Working Papers, Bank of Canada (2003) Downloads View citations (4)
  2. Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (Revised)
    Working Papers, Warwick Business School, Finance Group Downloads View citations (2)

2004

  1. Codependence in Cointegrated Autoregressive Models
    Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2007)

2003

  1. Kolmogorov-Wiener Filters for Finite Time Series
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (6)
  2. Structural Time-Series Models with Common Trends and Common Cycles
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (8)

2002

  1. An Introduction to Wavelets for Economists
    Staff Working Papers, Bank of Canada Downloads View citations (38)

Journal Articles

2009

  1. Model averaging in risk management with an application to futures markets
    Journal of Empirical Finance, 2009, 16, (2), 280-305 Downloads View citations (11)
    See also Working Paper (2008)

2007

  1. Codependence in cointegrated autoregressive models
    Journal of Applied Econometrics, 2007, 22, (1), 137-159 Downloads View citations (13)
    See also Working Paper (2004)

2005

  1. RETURNS TO EQUITY, INVESTMENT AND Q: EVIDENCE FROM THE UK
    Manchester School, 2005, 73, (s1), 32-57 Downloads View citations (7)
 
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