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Details about Keven Bluteau

Homepage:http://kevenbluteau.com
Workplace:HEC Montréal (École des Hautes Études Commerciales) (HEC Montreal Business School), (more information at EDIRC)
Faculteit Economie en Bedrijfskunde (Faculty of Economics and Business Administration), Universiteit Gent (University of Ghent), (more information at EDIRC)

Access statistics for papers by Keven Bluteau.

Last updated 2020-05-28. Update your information in the RePEc Author Service.

Short-id: pbl242


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Journal Articles

2019

  1. Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values
    International Journal of Forecasting, 2019, 35, (4), 1370-1386 Downloads View citations (5)
  2. Regime changes in Bitcoin GARCH volatility dynamics
    Finance Research Letters, 2019, 29, (C), 266-271 Downloads View citations (11)

2018

  1. Forecasting risk with Markov-switching GARCH models:A large-scale performance study
    International Journal of Forecasting, 2018, 34, (4), 733-747 Downloads View citations (15)
  2. Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation
    Journal of Time Series Econometrics, 2018, 10, (2), 9 Downloads
 
Page updated 2020-09-19