Guillaume Chevillon - Publications, H-index & Citations

Guillaume Chevillon

ESSEC Business School

10H指数

94论文数

569被引数

收录论文 11

发表时间

We modeled long memory with just one lag!✩

JOURNAL OF ECONOMETRICS

IF4

2023-09-01

OAAI

Bauwens, Luc; Chevillon, Guillaume; Laurent, Sebastien

Probabilistic forecasting of bubbles and flash crashes

ECONOMETRICS JOURNAL

IF7

2020-02-14

OAAI

Banerjee, Anurag; Chevillon, Guillaume; Kratz, Marie

Generating univariate fractional integration within a large VAR(1)

JOURNAL OF ECONOMETRICS

IF4

2018-05-01

OAAI

Chevillon, Guillaume; Hecq, Alain; Laurent, Sebastien

Learning can generate long memory

JOURNAL OF ECONOMETRICS

IF4

2017-05-01

OAAI

Chevillon, Guillaume; Mavroeidis, Sophocles

Multistep forecasting in the presence of location shifts

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2016-01-01

PREAI

Chevillon, Guillaume

Multi-step forecast error corrections: A comment on Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set by Barbara Rossi and Tatevik Sekhposyan

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2014-07-01

PREAI

Chevillon, Guillaume

Inference in models with adaptive learning

JOURNAL OF MONETARY ECONOMICS

IF4.1

2010-04-01

PREAI

Chevillon, Guillaume; Massmann, Michael; Mavroeidis, Sophocles

Physical market determinants of the price of crude oil and the market premium

ENERGY ECONOMICS

IF14.2

2009-07-01

PREAI

Chevillon, Guillaume; Rifflart, Christine

Multi-step forecasting in emerging economies: An investigation of the South African GDP

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2009-07-01

PREAI

Chevillon, Guillaume

Direct multi-step estimation and forecasting

JOURNAL OF ECONOMIC SURVEYS

IF5

2007-07-11

108

PREAI

Chevillon, Guillaume

Non-parametric direct multi-step estimation for forecasting economic processes

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2005-04-01

OAAI

Chevillon, G; Hendry, DF

研究方向