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~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Gouriéroux, Christian
9
Gagliardini, Patrick
3
Monfort, Alain
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Liu, Wei
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Journal of financial econometrics : official journal of the Society for Financial 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
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Série des documents de travail
16
Annales d'économie et de statistique
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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 Econometrics
8
Annals of economics and statistics
7
Econometric reviews
7
Journal of banking & finance
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Cahiers de recherche
6
Econometrica
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Journal of Empirical Finance
6
Documents de travail / Banque de France
5
Insurance / Mathematics & economics
5
L' Actualité économique : revue trimest.
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
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
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Swiss Finance Institute Research Paper
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Toulouse - GREMAQ
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Econometric Theory
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Economics letters
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Insurance: Mathematics and Economics
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Journal de la Société de Statistique de Paris
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Journal of Banking & Finance
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Journal of economic dynamics & control
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Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Themes in modern econometrics
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Working Papers / Department of Economics, York University
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1
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
2
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
3
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
Saved in:
4
Converting Tail-VaR : an economic study
Gouriéroux, Christian
;
Liu, Wei
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
2
,
pp. 233-264
Persistent link: https://www.econbiz.de/10009540550
Saved in:
5
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
6
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
7
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
8
A classification of two-factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10003313340
Saved in:
9
Stochastic migration models with application to corporate risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
2
,
pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
Saved in:
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