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Christoph Schleicher

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

Personal Details

First Name:Christoph
Middle Name:
Last Name:Schleicher
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RePEc Short-ID:psc196
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Works

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Working Papers

  1. M. Hashem Pesaran & Christoph Schleicher & Paolo Zaffaroni, 2008. "Model Averaging in Risk Management with an Application to Futures Markets," CESifo Working Paper Series 2231, CESifo Group Munich.
  2. Christoph Schleicher & Mark Salmon, 2006. "Pricing Multivariate Currency Options with Copulas," Working Papers wp06-21, Warwick Business School, Finance Group.
  3. Simon Price & Christoph Schleicher, 2006. "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England.
  4. Christoph Schleicher & Matthew Hurd & Mark Salmon, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index," Computing in Economics and Finance 2005 215, Society for Computational Economics.
  5. Christoph Schleicher & Mark Salmon & Matthew Hurd, 2005. "Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index (Revised)," Working Papers wp05-14, Warwick Business School, Finance Group.
  6. Christoph Schleicher & Francisco Barillas, 2005. "Common Trends and Common Cycles in Canadian Sectoral Output," Computing in Economics and Finance 2005 214, Society for Computational Economics.
  7. Christoph Schleicher, 2004. "Codependence in Cointegrated Autoregressive Models," Computing in Economics and Finance 2004 286, Society for Computational Economics.
  8. Christoph Schleicher, 2003. "Kolmogorov-Wiener Filters for Finite Time Series," Computing in Economics and Finance 2003 109, Society for Computational Economics.
  9. Christoph Schleicher, 2003. "Structural Time-Series Models with Common Trends and Common Cycles," Computing in Economics and Finance 2003 108, Society for Computational Economics.
  10. Christoph Schleicher, 2002. "An Introduction to Wavelets for Economists," Staff Working Papers 02-3, Bank of Canada.

Articles

  1. Pesaran, M. Hashem & Schleicher, Christoph & Zaffaroni, Paolo, 2009. "Model averaging in risk management with an application to futures markets," Journal of Empirical Finance, Elsevier, vol. 16(2), pages 280-305, March.
  2. Christoph Schleicher, 2007. "Codependence in cointegrated autoregressive models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 137-159.
  3. Simon Price & Christoph Schleicher, 2005. "Returns To Equity, Investment And Q: Evidence From The Uk," Manchester School, University of Manchester, vol. 73(s1), pages 32-57, 09.

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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.
  1. NEP-ETS: Econometric Time Series (3) 2002-02-10 2004-01-12 2005-11-19. Author is listed
  2. NEP-MAC: Macroeconomics (3) 2004-01-12 2005-11-19 2006-12-01. Author is listed
  3. NEP-BEC: Business Economics (2) 2005-11-19 2006-12-01. Author is listed
  4. NEP-FIN: Finance (2) 2004-01-12 2005-08-13. Author is listed
  5. NEP-FMK: Financial Markets (2) 2005-08-13 2008-06-13. Author is listed
  6. NEP-CFN: Corporate Finance (1) 2006-12-01
  7. NEP-ECM: Econometrics (1) 2008-06-13
  8. NEP-FOR: Forecasting (1) 2005-11-19
  9. NEP-IFN: International Finance (1) 2005-08-13
  10. NEP-MON: Monetary Economics (1) 2005-08-13
  11. NEP-RMG: Risk Management (1) 2008-06-13

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