Concepedia

Gilbert Colletaz

GC

9

Publications

647

Citations

9

H-Index

2006

Active since

Affiliations

Laboratoire d’Économie d’Orléans(Current)

Université d'Orléans

Gilbert Colletaz is an author at Laboratoire d’Économie d’Orléans specializing in statistics, finance, and risk management.

Top concepts

FinanceBusinessStatisticsRisk ManagementManagementEngineeringRiskEconomicsRisk AnalysisRisk Governance

Publications per year

2006–2017

9

Publications

9

Threshold Effects in the Public Capital Productivity: An International Panel Smooth Transition Approach

Gilbert Colletaz, Christophe Hurlin · RePEc: Research Papers in Economics · 2006 · 140 citations · Full text

A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR

Sylvain Benoît, Gilbert Colletaz, Christophe Hurlin · SSRN Electronic Journal · 2011 · 106 citations · Full text

Backtesting Value-at-Risk: A GMM Duration-Based Test

Bertrand Candelon, Gilbert Colletaz, Christophe Hurlin et al. · Journal of Financial Econometrics · 2010 · 104 citations · Full text

Engineering, Risk Analysis, Time Series Econometrics +16

A Theoretical and Empirical Comparison of Systemic Risk Measures

Sylvain Benoît, Gilbert Colletaz, Christophe Hurlin et al. · HAL (Le Centre pour la Communication Scientifique Directe) · 2014 · 94 citations · Full text

Financial Risk Management, Financial Network, Accounting +12

The Risk Map: A new tool for validating risk models

Gilbert Colletaz, Christophe Hurlin, Christophe Pérignon · Journal of Banking & Finance · 2013 · 73 citations

Risk Assessment, Risk Map, Engineering +13

Rows per page

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