Veronika Czellar

Veronika Czellar

SKEMA Business School (Université Côte d'Azur) - Lille / France
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4819094
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person_outline Veronika Czellar's MOST POPULAR ARTICLES
1-) Accurate methods for approximate Bayesian computation filtering LE Calvet, V Czellar Journal of Financial Econometrics 13 (4), 798-838, 2015 562015
2-) Indirect robust estimation of the short-term interest rate process V Czellar, GA Karolyi, E Ronchetti Journal of Empirical Finance 14 (4), 546-563, 2007 402007
3-) Robust filteringLE Calvet, V Czellar, E RonchettiJournal of the American Statistical Association 110 (512), 1591-1606, 2015292015
4-) Through the looking glass: Indirect inference via simple equilibriaLE Calvet, V CzellarJournal of Econometrics 185 (2), 343-358, 2015312015
5-) Accurate and robust tests for indirect inferenceV Czellar, E RonchettiBiometrika 97 (3), 621-630, 2010272010