Thomas Chuffart
Names
| first: | Thomas |
| last: | Chuffart |
Identifer
| RePEc Short-ID: | pch1224 |
Contact
| homepage: | http://www.thomaschuffart.fr |
Affiliations
-
Université de Franche-Comté
/ UFR des Sciences Juridiques, Économiques, Politiques et de Gestion
/ Centre de Recherche sur les Stratégies Économiques (CRESE) (weight: 50%)
- EDIRC entry
- location:
-
Université Paris-Nanterre (Paris X)
/ EconomiX (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- Selection Criteria in Regime Switching Conditional Volatility Models (RePEc:aim:wpaimx:1339)
by Thomas Chuffart - Testing for misspecification in the short-run component of GARCH-type models (RePEc:bpj:sndecm:v:22:y:2018:i:5:p:17:n:3)
by Chuffart Thomas & Flachaire Emmanuel & Péguin-Feissolle Anne - The role of carry trades on the effectiveness of Japan's quantitative easing (RePEc:cii:cepiie:2020-q1-161-3)
by Thomas Chuffart & Cyril Dell'Eva - An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela (RePEc:eee:eneeco:v:80:y:2019:i:c:p:904-916)
by Chuffart, Thomas & Hooper, Emma - Interest in cryptocurrencies predicts conditional correlation dynamics (RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321002956)
by Chuffart, Thomas - The role of carry trades on the effectiveness of Japan's quantitative easing (RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40)
by Chuffart, Thomas & Dell'Eva, Cyril - Selection Criteria in Regime Switching Conditional Volatility Models (RePEc:gam:jecnmx:v:3:y:2015:i:2:p:289-316:d:49388)
by Thomas Chuffart - Selection Criteria in Regime Switching Conditional Volatility Models (RePEc:hal:journl:hal-01457388)
by Thomas Chuffart - Testing for misspecification in the short-run component of GARCH-type models (RePEc:hal:journl:hal-02083772)
by Thomas Chuffart & Emmanuel Flachaire & Anne Peguin-Feissolle - An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela (RePEc:hal:journl:hal-02194152)
by Thomas Chuffart & Emma Hooper - Testing for misspecification in the short-run component of GARCH-type models (RePEc:hal:journl:hal-03157205)
by Thomas Chuffart & Emmanuel Flachaire & Anne Péguin-Feissolle - An investigation of oil prices impact on sovereign credit default swaps in Russia and Venezuela (RePEc:hal:journl:hal-03157206)
by Thomas Chuffart & Emma Hooper - The role of carry trades on the effectiveness of Japan's quantitative easing (RePEc:hal:journl:hal-03157207)
by Thomas Chuffart & Cyril Dell'Eva - Unknown item RePEc:hal:journl:hal-03157208 (paper)
- Selection Criteria in Regime Switching Conditional Volatility Models (RePEc:hal:wpaper:halshs-00844413)
by Thomas Chuffart