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Filtres: Auteur est Thomas Chuffart  [Clear All Filters]
An investigation of oil prices impact on sovereign credit default swaps in Russia and VenezuelaJournal articleThomas Chuffart et Emma Hooper, Energy Economics, Volume 80, pp. 904-916, 2019
Testing for misspecification in the short-run component of GARCH-type modelsJournal articleThomas Chuffart, Emmanuel Flachaire et Anne Péguin-Feissolle, Studies in Nonlinear Dynamics & Econometrics, Volume 22, Issue 5, pp. 1-17, 2018
Selection Criteria in Regime Switching Conditional Volatility ModelsJournal articleThomas Chuffart, Econometrics, Volume 3, Issue 2, pp. 289-316, 2015