- Volatility spillovers in commodity markets: A large t-vector autoregressive approach(2020)
Authors: Luca Barbaglia, Christophe Croux, Ines Wilms
- Multi-class vector autoregressive models for multi-store sales data(2018)
Authors: Ines Wilms, Luca Barbaglia, Christophe Croux
Pages: 435 - 452
- Multi-class vector autoregressive models for multi-store sales data(2018)
Authors: Ines Wilms, Luca Barbaglia, Christophe Croux
Pages: 435 - 452
- Commodity dynamics: a sparse multi-class approach(2016)
Authors: Luca Barbaglia, Ines Wilms, Christophe Croux
Pages: 62 - 72
- Commodity dynamics: a sparse multi-class approach(2016)
Authors: Luca Barbaglia, Ines Wilms, Christophe Croux
Pages: 62 - 72
