Nonlinear Innovations and Impulse Responses.
Year of publication: |
1999
|
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Authors: | Gourieroux, C. ; Jasiak, J. |
Subject: | INNOVATIONS | RISK | FINANCIAL MARKET |
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Malhotra, Yogesh, (2015)
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Beyond ‘Bayesian vs. Var’ Dilemma to Empirical Model Risk Management : Managing Risk for Hedge Funds
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On the Generalized Pearson Distribution for Application in Financial Time Series Modeling
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Nonlinear Panel Data Models with Dynamic Heterogeneity.
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Heterogeneous INAR(1) model with application to car insurance
Gourieroux, C., (2004)
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Granularity adjustment for default risk factor model with cohorts
Gourieroux, C., (2012)
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