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Information about:
Jean-Philippe Peters

Personal Details | Affiliation | Works

This is information that was supplied by Jean-Philippe Peters in registering through RePEc. If you are Jean-Philippe Peters , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Jean-Philippe
Middle Name:
Last Name: Peters
Suffix:

RePEc Short-ID: ppe20

Email:
Homepage: http://www.eaa.egss.ulg.ac.be/rogp/peters
Postal Address:
Phone:

Affiliation

(in no particular order)

Groupe d'Étude des Mathématiques du Management et de l'Économie (G.E.M.M.E) (Study Group for Management and Economics Mathematics)
HEC École de Gestion (School of Management)
Université de Liège
Location: Liège, Belgium
Homepage: http://www.sig.egss.ulg.ac.be/gemme/
Email:
Phone:
Fax:
Postal: Campus du Sart-Tilman (Plan), 7, boulevard du Rectorat (Bat B31), 4000 LIEGE
Handle: RePEc:edi:geulgbe (registered authors at this institution)

Works

Working papers

Ariane Chapelle & Yves Crama & Georges Hubner & Jean-Philippe Peeters, 2004. "Basel II and Operational Risk: Implications for risk measurement and management in the financial sector," Research series 200405-7, National Bank of Belgium. [Downloadable!]
S»bastien Laurent and Jean-Philippe Peters, 2001. "G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models," Computing in Economics and Finance 2001 123, Society for Computational Economics. [Downloadable!]
Published as:
- Laurent, Sebastien & Peters, Jean-Philippe, 2002. " G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models," Journal of Economic Surveys, Blackwell Publishing, vol. 16(3), pages 447-85, July. [Downloadable!] (restricted)

Articles

Chapelle, Ariane & Crama, Yves & Hübner, Georges & Peters, Jean-Philippe, 2008. "Practical methods for measuring and managing operational risk in the financial sector: A clinical study," Journal of Banking & Finance, Elsevier, vol. 32(6), pages 1049-1061, June. [Downloadable!] (restricted)
Laurent, Sebastien & Peters, Jean-Philippe, 2002. " G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models," Journal of Economic Surveys, Blackwell Publishing, vol. 16(3), pages 447-85, July. [Downloadable!] (restricted)
Other versions:
- S»bastien Laurent and Jean-Philippe Peters, 2001. "G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models," Computing in Economics and Finance 2001 123, Society for Computational Economics. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-ACC: Accounting & Auditing (1) 2004-09-30 Author is listed
NEP-CMP: Computational Economics (1) 2004-09-30 Author is listed
NEP-FIN: Finance (1) 2004-09-30 Author is listed

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This page was last updated on 2009-11-6.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.