Christophe Croux

Identifiers

• name variant Christophe Croux 0.60 · backfill

Papers (12)

1. Sliced Average Variance Estimation for Multivariate Time Series stat.ME · 2018 · author #2
2. Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach q-fin.ST · 2017 · author #2
3. Lasso-based forecast combinations for forecasting realized variances stat.AP · 2016 · author #3
4. Multi-class Vector AutoRegressive Models for Multi-store Sales Data stat.AP · 2016 · author #3
5. Commodity Dynamics: A Sparse Multi-class Approach q-fin.EC · 2016 · author #3
6. An algorithm for the multivariate group lasso with covariance estimation stat.CO · 2015 · author #2
7. The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach stat.AP · 2015 · author #3
8. Identifying Demand Effects in a Large Network of Product Categories stat.AP · 2015 · author #3
9. Sparse cointegration stat.ME · 2015 · author #2
10. Robust Sparse Canonical Correlation Analysis stat.ME · 2015 · author #2
11. Sparse canonical correlation analysis from a predictive point of view stat.ME · 2015 · author #2
12. Robust high-dimensional precision matrix estimation stat.ME · 2015 · author #2

Mentions

• 1604.01224 #3 · arxiv_oai · confidence 0.70 Christophe Croux
• 1508.02846 #3 · backfill · confidence 0.70 Christophe Croux
• 1506.01589 #3 · backfill · confidence 0.70 Christophe Croux
• 1501.01250 #2 · backfill · confidence 0.70 Christophe Croux
• 1501.01233 #2 · backfill · confidence 0.70 Christophe Croux
• 1501.01231 #2 · backfill · confidence 0.70 Christophe Croux
• 1501.01219 #2 · backfill · confidence 0.70 Christophe Croux

Frequent Coauthors

• Ines Wilms 10 shared papers
• Luca Barbaglia 3 shared papers
• Sarah Gelper 2 shared papers
• Hannu Oja 1 shared papers
• Jeroen Rombouts 1 shared papers
• Klaus Nordhausen 1 shared papers
• Markus Matilainen 1 shared papers
• Viktoria \"Ollerer 1 shared papers