Nicolas K. Scholtes
Names
| first: | Nicolas |
| middle: | K. |
| last: | Scholtes |
Identifer
| RePEc Short-ID: | psc536 |
Contact
Affiliations
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Université Catholique de Louvain
/ Louvain Institute of Data Analysis and Modelling in Economics and Statistics (LIDAM)
/ Center for Operations Research and Econometrics (CORE) (weight: 50%)
- EDIRC entry
- location:
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Université de Namur
/ Faculté des Sciences Économiques, Sociales et de Gestion (FSESG)
/ Center for Research in Finance and Management (CeReFiM) (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- Construction of value-at-risk forecasts under different distributional assumptions within a BEKK framework (RePEc:cor:louvco:2014059)
by Braione, Manuela & Scholtes, Nicolas K. - Forecasting Value-at-Risk under Different Distributional Assumptions (RePEc:cor:louvrp:2733)
by BRAIONE, Manuela & SCHOLTES, Nicolas K. - Forecasting Value-at-Risk under Different Distributional Assumptions (RePEc:gam:jecnmx:v:4:y:2016:i:1:p:3-:d:61992)
by Manuela Braione & Nicolas K. Scholtes - Assessing the role of interbank network structure in business and financial cycle analysis (RePEc:nbb:reswpp:201610-307)
by Jean-Yves Gnabo & Nicolas K. Scholtes - Default cascades and systemic risk on different interbank network topologies (RePEc:rsk:journ8:6795491)
by Nicolas K. Scholtes