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~isPartOf:"Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP"
~isPartOf:"Econometrica"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Themes in modern econometrics"
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Search: person:"Gouriéroux, C."
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Gouriéroux, Christian
33
Monfort, Alain
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Gourieroux, C
4
Gourieroux, C.
4
Peaucelle, Irina
4
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3
Jasiak, Joann
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Monfort, A.
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Gouriéroux, C.
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
Econometrica
Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Themes in modern econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Journal of econometrics
32
Série des documents de travail
16
Annales d'économie et de statistique
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Econometric theory
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of Econometrics
8
Annals of economics and statistics
7
Econometric reviews
7
Cahiers de recherche
6
Journal of Empirical Finance
6
Documents de travail / Banque de France
5
Insurance / Mathematics & economics
5
L' Actualité économique : revue trimest.
5
Working papers / Banque de France
5
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Toulouse - GREMAQ
4
Econometric Theory
3
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Insurance: Mathematics and Economics
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Journal de la Société de Statistique de Paris
3
Journal of Banking & Finance
3
Journal of economic dynamics & control
3
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Working Papers / Department of Economics, York University
3
CORE Discussion Papers RP
2
CORE discussion paper : DP
2
Discussion paper
2
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ECONIS (ZBW)
33
RePEc
5
OLC EcoSci
4
Other ZBW resources
1
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1
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
2
Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations
Gouriéroux, C.
;
Monfort, A.
;
Zakoïan, J-M.
- In:
Econometrica
87
(
2019
)
1
,
pp. 327-345
Persistent link: https://www.econbiz.de/10012097956
Saved in:
3
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
4
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
5
Granularity adjustment for default risk factor model with cohorts
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1478
Persistent link: https://www.econbiz.de/10009843642
Saved in:
6
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
7
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
8
Efficient Derivative Pricing by the Extended Method of Moments
Gagliardini, P.
;
Gourieroux, C.
;
Renault, E.
- In:
Econometrica
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009216130
Saved in:
9
BILINEAR TERM STRUCTURE MODEL
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10008770330
Saved in:
10
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE
Gourieroux, C.
;
Monfort, A.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-292
Persistent link: https://www.econbiz.de/10008821262
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