Marine Carrasco
Personal Details
First Name: | Marine |
Middle Name: | |
Last Name: | Carrasco |
Suffix: | |
RePEc Short-ID: | pca65 |
[This author has chosen not to make the email address public] | |
https://marinecarrasco.openum.ca/en/ | |
University of Montreal Departement de sciences economiques CP 6128, succ Centre Ville Montreal, QC H3C3J7 Canada | |
(514) 343-2394 | |
Terminal Degree: | 1995 Institut d'Économie Industrielle (IDEI); Toulouse School of Economics (TSE) (from RePEc Genealogy) |
Affiliation
(1%) Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
Montréal, Canadahttps://cireqmontreal.com/
RePEc:edi:cdmtlca (more details at EDIRC)
(98%) Département de Sciences Économiques
Université de Montréal
Montréal, Canadahttp://www.sceco.umontreal.ca/
RePEc:edi:demtlca (more details at EDIRC)
(1%) Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Montréal, Canadahttp://www.cirano.qc.ca/
RePEc:edi:ciranca (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Andrii Babii & Marine Carrasco & Idriss Tsafack, 2024. "Functional Partial Least-Squares: Optimal Rates and Adaptation," Papers 2402.11134, arXiv.org.
- Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2023.
"Score-type tests for normal mixtures,"
CIRANO Working Papers
2023s-02, CIRANO.
- Dante Amengual & Xinyue Bei & Marine Carrasco & Enrique Sentana, 2022. "Score-type tests for normal mixtures," Working Papers wp2022_2213, CEMFI.
- Marine Carrasco & N'Golo Koné, 2023. "Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility," CIRANO Working Papers 2023s-03, CIRANO.
- Rachidi Kotchoni & Marine Carrasco, 2019. "The Continuum-GMM Estimation: Theory and Application," Post-Print hal-02435760, HAL.
- David Benatia & Marine Carrasco & Jean-Pierre Florens, 2017.
"Functional linear regression with functional response,"
Post-Print
hal-03523162, HAL.
- Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017. "Functional linear regression with functional response," Journal of Econometrics, Elsevier, vol. 201(2), pages 269-291.
- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017.
"Testing Distributional Assumptions Using a Continuum of Moments,"
Working Papers
wp2017_1709, CEMFI.
- Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020. "Testing distributional assumptions using a continuum of moments," Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
- Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
- Rossi, Barbara & Carrasco, Marine, 2016.
"In-sample Inference and Forecasting in Misspecified Factor Models,"
CEPR Discussion Papers
11388, C.E.P.R. Discussion Papers.
- Marine Carrasco & Barbara Rossi, 2016. "In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
- Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
- Guy Tchuente & Marine Carrasco, 2013.
"Regularized LIML for many instruments,"
CIRANO Working Papers
2013s-20, CIRANO.
- Carrasco, Marine & Tchuente, Guy, 2015. "Regularized LIML for many instruments," Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
- Marine Carrasco & Guy Tchuente, 2015. "Regularized LIML for many instruments," Studies in Economics 1515, School of Economics, University of Kent.
- Marine Carrasco & Rachidi Kotchoni, 2013.
"Efficient estimation using the Characteristic Function,"
CIRANO Working Papers
2013s-22, CIRANO.
- Carrasco, Marine & Kotchoni, Rachidi, 2017. "Efficient Estimation Using The Characteristic Function," Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers hal-00867850, HAL.
- Marine Carrasco & Rachidi Kotchoni, 2017. "Efficient Estimation Using the Characteristic Function," Post-Print hal-01386060, HAL.
- Guy Tchuente & Marine Carrasco, 2013.
"Efficient estimation with many weak instruments using regularization techniques,"
CIRANO Working Papers
2013s-21, CIRANO.
- Marine Carrasco & Guy Tchuente, 2016. "Efficient Estimation with Many Weak Instruments Using Regularization Techniques," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1609-1637, December.
- Marine Carrasco & Guy Tchuente, 2015. "Efficient estimation with many weak instruments using regularization techniques," Studies in Economics 1517, School of Economics, University of Kent.
- Marine Carrasco & Rachidi Kotchoni, 2011.
"Adaptive Realized Kernels,"
CIRANO Working Papers
2011s-29, CIRANO.
- Marine Carrasco & Rachidi Kotchoni, 2015. "Adaptive Realized Kernels," Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
- Marine Carrasco & Rachidi Kotchoni, 2014. "Adaptive Realized Kernels," Post-Print hal-01386059, HAL.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Adaptive Realized Kernels," Working Papers hal-00867967, HAL.
- Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009.
"Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model,"
CIRANO Working Papers
2009s-18, CIRANO.
- Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model," Annals of Economics and Statistics, GENES, issue 99-100, pages 395-427.
- Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER).
- Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," Post-Print hal-00685810, HAL.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009.
"Nonlinearity and Temporal Dependence,"
CIRANO Working Papers
2009s-17, CIRANO.
- Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010. "Nonlinearity and temporal dependence," Journal of Econometrics, Elsevier, vol. 155(2), pages 155-169, April.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
- Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652, Cowles Foundation for Research in Economics, Yale University.
- Frédéric Bec & Mélika Ben Salem & Marine Carrasco, 2004.
"Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship,"
Post-Print
hal-04176298, HAL.
- Frederic Bec & Melika Ben Salem & Marine Carrasco, 2004. "Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship," Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 382-395, October.
- Jean-Pierre Florens & Marine Carrasco, 2004.
"On the Asymptotic Efficiency of GMM,"
Econometric Society 2004 North American Winter Meetings
436, Econometric Society.
- Carrasco, Marine & Florens, Jean-Pierre, 2014. "On The Asymptotic Efficiency Of Gmm," Econometric Theory, Cambridge University Press, vol. 30(2), pages 372-406, April.
- Carrasco, Marine & Florens, Jean-Pierre, 2003. "On the Asymptotic Efficiency of GMM," IDEI Working Papers 173, Institut d'Économie Industrielle (IDEI), Toulouse.
- Marine Carrasco & Liang Hu, 2004.
"Optimal test for Markov switching,"
Econometric Society 2004 North American Summer Meetings
396, Econometric Society.
- Marine Carrasco & Liang Hu, 2004. "Optimal test for Markov switching," 2004 Meeting Papers 374, Society for Economic Dynamics.
- Marine Carrasco, 2004. "Chi-square Tests for Parameter Stability," RCER Working Papers 508, University of Rochester - Center for Economic Research (RCER).
- Eric Ghysels & Jean-Pierre Florens & Mikhail Chernov & Marine Carrasco, 2003.
"Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions,"
CIRANO Working Papers
2003s-02, CIRANO.
- Carrasco, Marine & Chernov, Mikhaël & Florens, Jean-Pierre & Ghysels, Eric, 2000. "Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions," IDEI Working Papers 116, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2002.
- Carrasco, Marine & Florens, Jean-Pierre, 2002.
"Spectral Method for Deconvolving a Density,"
IDEI Working Papers
138, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.
- Carrasco, Marine & Florens, Jean-Pierre, 2011. "A Spectral Method For Deconvolving A Density," Econometric Theory, Cambridge University Press, vol. 27(3), pages 546-581, June.
- Marine H. Carrasco & Jean-Pierre Florens, 2000. "Estimation of a Mixture via the Empirical Characteristic Function," Econometric Society World Congress 2000 Contributed Papers 0514, Econometric Society.
- Marine Carrasco & Jean-Pierre Florens, 2000.
"Efficient GMM Estimation Using the Empirical Characteristic Function,"
Working Papers
2000-33, Center for Research in Economics and Statistics.
- Carrasco, Marine & Florens, Jean-Pierre, 2002. "Efficient GMM Estimation Using the Empirical Characteristic Function," IDEI Working Papers 140, Institut d'Économie Industrielle (IDEI), Toulouse.
- Marine Carrasco, 2000. "Chi-square Tests when a Nuisance Parameter is Present only under the Alternative," Working Papers 2000-34, Center for Research in Economics and Statistics.
- Marine Carrasco & Xiaohong Chen, 1999. "b - Mixing and Moment Properties of Various GARCH, Stochastic Volatility and ACD Models," Working Papers 99-41, Center for Research in Economics and Statistics.
- Marine Carrasco, "undated". "Kernel Estimation of the Density of a Change-Point in the Mean," Computing in Economics and Finance 1997 156, Society for Computational Economics.
Articles
- Carrasco, Marine & Nayihouba, Ada, 2024. "Regularized Estimation Of Dynamic Panel Models," Econometric Theory, Cambridge University Press, vol. 40(2), pages 360-418, April.
- Marine Carrasco & Mohamed Doukali, 2022. "Testing overidentifying restrictions with many instruments and heteroscedasticity using regularised jackknife IV," The Econometrics Journal, Royal Economic Society, vol. 25(1), pages 71-97.
- Amengual, Dante & Carrasco, Marine & Sentana, Enrique, 2020.
"Testing distributional assumptions using a continuum of moments,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 655-689.
- Dante Amengual & Marine Carrasco & Enrique Sentana, 2017. "Testing Distributional Assumptions Using a Continuum of Moments," Working Papers wp2017_1709, CEMFI.
- Carrasco, Marine & Kotchoni, Rachidi, 2017.
"Efficient Estimation Using The Characteristic Function,"
Econometric Theory, Cambridge University Press, vol. 33(2), pages 479-526, April.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient Estimation Using the Characteristic Function," Working Papers hal-00867850, HAL.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Efficient estimation using the Characteristic Function," CIRANO Working Papers 2013s-22, CIRANO.
- Marine Carrasco & Rachidi Kotchoni, 2017. "Efficient Estimation Using the Characteristic Function," Post-Print hal-01386060, HAL.
- Benatia, David & Carrasco, Marine & Florens, Jean-Pierre, 2017.
"Functional linear regression with functional response,"
Journal of Econometrics, Elsevier, vol. 201(2), pages 269-291.
- David Benatia & Marine Carrasco & Jean-Pierre Florens, 2017. "Functional linear regression with functional response," Post-Print hal-03523162, HAL.
- Marine CARRASCO & Mohamed DOUKALI, 2017. "Efficient Estimation Using Regularized Jackknife IV Estimator," Annals of Economics and Statistics, GENES, issue 128, pages 109-149.
- Marine Carrasco & Guy Tchuente, 2016.
"Efficient Estimation with Many Weak Instruments Using Regularization Techniques,"
Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1609-1637, December.
- Guy Tchuente & Marine Carrasco, 2013. "Efficient estimation with many weak instruments using regularization techniques," CIRANO Working Papers 2013s-21, CIRANO.
- Marine Carrasco & Guy Tchuente, 2015. "Efficient estimation with many weak instruments using regularization techniques," Studies in Economics 1517, School of Economics, University of Kent.
- Marine Carrasco & Barbara Rossi, 2016.
"In-Sample Inference and Forecasting in Misspecified Factor Models,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 313-338, July.
- Rossi, Barbara & Carrasco, Marine, 2016. "In-sample Inference and Forecasting in Misspecified Factor Models," CEPR Discussion Papers 11388, C.E.P.R. Discussion Papers.
- Marine Carrasco & Barbara Rossi, 2016. "In-sample inference and forecasting in misspecified factor models," Economics Working Papers 1530, Department of Economics and Business, Universitat Pompeu Fabra.
- Marine Carrasco & Barbara Rossi, 2016. "Rejoinder: In-Sample Inference and Forecasting in Misspecified Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 34(3), pages 353-356, July.
- Carrasco, Marine & Tchuente, Guy, 2015.
"Regularized LIML for many instruments,"
Journal of Econometrics, Elsevier, vol. 186(2), pages 427-442.
- Guy Tchuente & Marine Carrasco, 2013. "Regularized LIML for many instruments," CIRANO Working Papers 2013s-20, CIRANO.
- Marine Carrasco & Guy Tchuente, 2015. "Regularized LIML for many instruments," Studies in Economics 1515, School of Economics, University of Kent.
- Marine Carrasco & Rachidi Kotchoni, 2015.
"Adaptive Realized Kernels,"
Journal of Financial Econometrics, Oxford University Press, vol. 13(4), pages 757-797.
- Marine Carrasco & Rachidi Kotchoni, 2011. "Adaptive Realized Kernels," CIRANO Working Papers 2011s-29, CIRANO.
- Marine Carrasco & Rachidi Kotchoni, 2014. "Adaptive Realized Kernels," Post-Print hal-01386059, HAL.
- Marine Carrasco & Rachidi Kotchoni, 2013. "Adaptive Realized Kernels," Working Papers hal-00867967, HAL.
- Carrasco, Marine & Florens, Jean-Pierre, 2014.
"On The Asymptotic Efficiency Of Gmm,"
Econometric Theory, Cambridge University Press, vol. 30(2), pages 372-406, April.
- Jean-Pierre Florens & Marine Carrasco, 2004. "On the Asymptotic Efficiency of GMM," Econometric Society 2004 North American Winter Meetings 436, Econometric Society.
- Carrasco, Marine & Florens, Jean-Pierre, 2003. "On the Asymptotic Efficiency of GMM," IDEI Working Papers 173, Institut d'Économie Industrielle (IDEI), Toulouse.
- Marine Carrasco & Liang Hu & Werner Ploberger, 2014. "Optimal Test for Markov Switching Parameters," Econometrica, Econometric Society, vol. 82(2), pages 765-784, March.
- Carrasco, Marine, 2012. "A regularization approach to the many instruments problem," Journal of Econometrics, Elsevier, vol. 170(2), pages 383-398.
- Carrasco, Marine & Florens, Jean-Pierre, 2011.
"A Spectral Method For Deconvolving A Density,"
Econometric Theory, Cambridge University Press, vol. 27(3), pages 546-581, June.
- Carrasco, Marine & Florens, Jean-Pierre, 2002. "Spectral Method for Deconvolving a Density," IDEI Working Papers 138, Institut d'Économie Industrielle (IDEI), Toulouse, revised 2009.
- Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2010.
"Nonlinearity and temporal dependence,"
Journal of Econometrics, Elsevier, vol. 155(2), pages 155-169, April.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652R, Cowles Foundation for Research in Economics, Yale University.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2009. "Nonlinearity and Temporal Dependence," CIRANO Working Papers 2009s-17, CIRANO.
- Chen, Xiaohong & Hansen, Lars Peter & Carrasco, Marine, 2008. "Nonlinearity and Temporal Dependence," Working Papers 48, Yale University, Department of Economics.
- Xiaohong Chen & Lars P. Hansen & Marine Carrasco, 2008. "Nonlinearity and Temporal Dependence," Cowles Foundation Discussion Papers 1652, Cowles Foundation for Research in Economics, Yale University.
- Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010.
"Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime star Model,"
Annals of Economics and Statistics, GENES, issue 99-100, pages 395-427.
- Frederique Bec & Melika Ben Salem & Marine Carrasco, 2004. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," RCER Working Papers 509, University of Rochester - Center for Economic Research (RCER).
- Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2009. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," CIRANO Working Papers 2009s-18, CIRANO.
- Frédérique Bec & Mélika Ben Salem & Marine Carrasco, 2010. "Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model," Post-Print hal-00685810, HAL.
- Carrasco, Marine & Chernov, Mikhail & Florens, Jean-Pierre & Ghysels, Eric, 2007. "Efficient estimation of general dynamic models with a continuum of moment conditions," Journal of Econometrics, Elsevier, vol. 140(2), pages 529-573, October.
- Frederic Bec & Melika Ben Salem & Marine Carrasco, 2004.
"Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 22, pages 382-395, October.
- Frédéric Bec & Mélika Ben Salem & Marine Carrasco, 2004. "Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship," Post-Print hal-04176298, HAL.
- Carrasco, Marine, 2004. "03.1.2 Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression—Solution," Econometric Theory, Cambridge University Press, vol. 20(1), pages 228-229, February.
- Carrasco, Marine & Chen, Xiaohong, 2002. "Mixing And Moment Properties Of Various Garch And Stochastic Volatility Models," Econometric Theory, Cambridge University Press, vol. 18(1), pages 17-39, February.
- Carrasco, Marine, 2002. "Misspecified Structural Change, Threshold, and Markov-switching models," Journal of Econometrics, Elsevier, vol. 109(2), pages 239-273, August.
- Marine Carrasco & Stéphane Gregoir, 2002. "Policy Evaluation in Macroeconometric Doubly Stochastic Models," Annals of Economics and Statistics, GENES, issue 67-68, pages 73-109.
- Carrasco, Marine & Florens, Jean-Pierre, 2002. "Simulation-Based Method of Moments and Efficiency," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 482-492, October.
- Carrasco, Marine & Florens, Jean-Pierre, 2000. "Generalization Of Gmm To A Continuum Of Moment Conditions," Econometric Theory, Cambridge University Press, vol. 16(6), pages 797-834, December.
Chapters
- Marine Carrasco & Idriss Tsafack, 2023. "Risk Neutral Density Estimation with a Functional Linear Model," Advances in Econometrics, in: Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications, volume 45, pages 133-157, Emerald Group Publishing Limited.
- Carrasco, Marine & Florens, Jean-Pierre & Renault, Eric, 2007. "Linear Inverse Problems in Structural Econometrics Estimation Based on Spectral Decomposition and Regularization," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 6, chapter 77, Elsevier.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Rankings
This author is among the top 5% authors according to these criteria:- Number of Distinct Works, Weighted by Recursive Impact Factor
- Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
- Number of Journal Pages, Weighted by Simple Impact Factor
- Number of Journal Pages, Weighted by Recursive Impact Factor
- Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
- Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
- Record of graduates
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 23 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (18) 2004-08-16 2004-09-30 2004-09-30 2004-12-02 2008-05-24 2009-02-07 2009-05-16 2009-05-16 2010-07-24 2011-02-26 2013-10-11 2014-04-18 2014-04-18 2016-07-23 2016-10-30 2018-11-19 2023-01-23 2024-04-01. Author is listed
- NEP-ETS: Econometric Time Series (7) 2003-04-27 2004-09-30 2004-09-30 2004-12-02 2008-05-24 2010-07-24 2011-02-26. Author is listed
- NEP-ORE: Operations Research (6) 2008-05-24 2009-02-07 2010-07-24 2013-10-11 2014-04-18 2016-08-07. Author is listed
- NEP-FOR: Forecasting (2) 2016-07-23 2016-08-07
- NEP-IFN: International Finance (2) 2004-09-30 2009-05-16
- NEP-MST: Market Microstructure (2) 2011-02-26 2013-10-11
- NEP-CBA: Central Banking (1) 2009-05-16
- NEP-CSE: Economics of Strategic Management (1) 2016-08-07
- NEP-FIN: Finance (1) 2004-09-30
- NEP-RMG: Risk Management (1) 2003-04-27
- NEP-UPT: Utility Models and Prospect Theory (1) 2023-02-13
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Marine Carrasco should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.