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 Économie, Management, Communication, Sciences Po (Faculty of Economics, Management, Communications, Political Science), Université de Namur (University of Namur), (more information at EDIRC)
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Access statistics for papers by Nicolas K. Scholtes.
Last updated 2022-12-20. Update your information in the RePEc Author Service.
Short-id: psc536
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Working Papers
2016
- Assessing the role of interbank network structure in business and financial cycle analysis
Working Paper Research, National Bank of Belgium View citations (5)
- Forecasting Value-at-Risk under Different Distributional Assumptions
LIDAM Reprints CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) View citations (19)
See also Journal Article Forecasting Value-at-Risk under Different Distributional Assumptions, Econometrics, MDPI (2016) View citations (24) (2016)
2014
- 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)
Journal Articles
2016
- Forecasting Value-at-Risk under Different Distributional Assumptions
Econometrics, 2016, 4, (1), 1-27 View citations (24)
See also Working Paper Forecasting Value-at-Risk under Different Distributional Assumptions, LIDAM Reprints CORE (2016) View citations (19) (2016)
Undated
- Default cascades and systemic risk on different interbank network topologies
Journal of Network Theory in Finance
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