The book Recent Econometric Techniques for Macroeconomic and Financial Data, edited by Gilles Dufrénot and Takashi Matsuki has been published. With Emmanuel Flachaire, we wrote a chapter on Pareto models for risk management
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (November 23, 2020). Recent Econometric Techniques for Macroeconomic and Financial Data. Freakonometrics. Retrieved January 23, 2025 from https://doi.org/10.58079/ovh8