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Information about:
Christoph Schleicher

Personal Details | Affiliation | Works
This is information that was supplied by Christoph Schleicher in registering through RePEc. If you are Christoph Schleicher , 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.

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Personal Details

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

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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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 CESifo Working Paper No. , CESifo Group Munich. [Downloadable!]
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    Published as:

  2. Christoph Schleicher & Mark Salmon, 2006. "Pricing Multivariate Currency Options with Copulas," Working Papers wp06-21, Warwick Business School, Financial Econometrics Research Centre. [Downloadable!]

  3. 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, Financial Econometrics Research Centre. [Downloadable!]

  4. 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. [Downloadable!]
    Other versions:

  5. 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.
    Other versions:

  6. Christoph Schleicher, 2004. "Codependence in Cointegrated Autoregressive Models," Computing in Economics and Finance 2004 286, Society for Computational Economics.
    Published as:

  7. Christoph Schleicher, 2003. "Structural Time-Series Models with Common Trends and Common Cycles," Computing in Economics and Finance 2003 108, 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, 2002. "An Introduction to Wavelets for Economists," Working Papers 02-3, Bank of Canada. [Downloadable!]

  10. Simon Price & Christoph Schleicher, . "Returns to equity, investment and Q: evidence from the United Kingdom," Bank of England working papers 310, Bank of England. [Downloadable!]

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. [Downloadable!] (restricted)
    Other versions:

  2. Christoph Schleicher, 2007. "Codependence in cointegrated autoregressive models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 137-159. [Downloadable!]
    Other versions:

  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. [Downloadable!] (restricted)

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2005-11-19 2006-12-01 Author is listed
  2. NEP-CFN: Corporate Finance (1) 2006-12-01
  3. NEP-ECM: Econometrics (1) 2008-06-13
  4. NEP-ETS: Econometric Time Series (3) 2002-02-10 2004-01-12 2005-11-19 Author is listed
  5. NEP-FIN: Finance (2) 2004-01-12 2005-08-13 Author is listed
  6. NEP-FMK: Financial Markets (2) 2005-08-13 2008-06-13 Author is listed
  7. NEP-FOR: Forecasting (1) 2005-11-19
  8. NEP-IFN: International Finance (1) 2005-08-13
  9. NEP-MAC: Macroeconomics (3) 2004-01-12 2005-11-19 2006-12-01 Author is listed
  10. NEP-MON: Monetary Economics (1) 2005-08-13
  11. NEP-RMG: Risk Management (1) 2008-06-13
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This page was last updated on 2009-10-28.

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.