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Details about Nicolas K. Scholtes

Workplace:Center for Operations Research and Econometrics (CORE), Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain (Catholic University of Louvain-la-Neuve), (more information at EDIRC)
Center for Research in Finance and Management (CeReFiM), Faculté des Sciences Économiques, Sociales et de Gestion (FSESG) (Faculty of Economics, Social Sciences and Business Administration), Université de Namur (University of Namur), (more information at EDIRC)

Access statistics for papers by Nicolas K. Scholtes.

Last updated 2017-03-06. Update your information in the RePEc Author Service.

Short-id: psc536

Jump to Journal Articles

Working Papers

2016

  1. Assessing the role of interbank network structure in business and financial cycle analysis
    Working Paper Research, National Bank of Belgium Downloads View citations (5)

2014

  1. Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework
    LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Downloads

Journal Articles

2016

  1. Forecasting Value-at-Risk under Different Distributional Assumptions
    Econometrics, 2016, 4, (1), 1-27 Downloads View citations (24)
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