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

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 View citations (6)
   Also in CESifo Working Paper Series, CESifo (2008) View citations (12)
   See also Journal Article Model averaging in risk management with an application to futures markets, Journal of Empirical Finance, Elsevier (2009) View citations (25) (2009)

2007

2. 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 View citations (7)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (7)
   Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (8)

2006

3. Returns to equity, investment and Q: evidence from the United Kingdom
   Bank of England working papers, Bank of England View citations (1)

2005

4. Common Trends and Common Cycles in Canadian Sectoral Output
   Computing in Economics and Finance 2005, Society for Computational Economics View citations (2)
   Also in Staff Working Papers, Bank of Canada (2003) View citations (5)

2004

5. Codependence in Cointegrated Autoregressive Models
   Computing in Economics and Finance 2004, Society for Computational Economics View citations (1)
   See also Journal Article Codependence in cointegrated autoregressive models, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2007) View citations (17) (2007)

2003

6. Kolmogorov-Wiener Filters for Finite Time Series
   Computing in Economics and Finance 2003, Society for Computational Economics View citations (8)
7. Structural Time-Series Models with Common Trends and Common Cycles
   Computing in Economics and Finance 2003, Society for Computational Economics View citations (12)

2002

8. An Introduction to Wavelets for Economists
   Staff Working Papers, Bank of Canada View citations (70)

Journal Articles

2009

1. Model averaging in risk management with an application to futures markets
   Journal of Empirical Finance, 2009, 16, (2), 280-305 View citations (25)
   See also Working Paper Model Averaging in Risk Management with an Application to Futures Markets, Cambridge Working Papers in Economics (2008) View citations (6) (2008)

2007

2. Codependence in cointegrated autoregressive models
   Journal of Applied Econometrics, 2007, 22, (1), 137-159 View citations (17)
   See also Working Paper Codependence in Cointegrated Autoregressive Models, Computing in Economics and Finance 2004 (2004) View citations (1) (2004)

2005

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