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~person:"Gouriéroux, Christian"
~subject:"Multivariate distribution"
~subject:"Portfolio selection"
~subject:"Schätztheorie"
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Multivariate distribution
Portfolio selection
Schätztheorie
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Gouriéroux, Christian
McAleer, Michael
38
Hammoudeh, Shawkat
27
Wang, Ruodu
24
Härdle, Wolfgang
21
Pérez Amaral, Teodosio
19
Righi, Marcelo Brutti
17
Rosazza Gianin, Emanuela
17
Rüschendorf, Ludger
17
Fabozzi, Frank J.
16
Vanduffel, Steven
15
Vries, Casper G. de
15
Ardia, David
13
Mensi, Walid
13
Allen, David E.
12
Brandtner, Mario
12
Janabi, Mazin A. M. al
12
Jiménez-Martín, Juan-Ángel
12
Tiwari, Aviral Kumar
12
Huschens, Stefan
11
Kim, Young Shin
11
Uryasev, Stan
11
Bernard, Carole
10
Embrechts, Paul
10
Farkas, Walter
10
Hyung, Namwon
10
Kang, Sang Hoon
10
Mao, Tiantian
10
Müller, Fernanda Maria
10
Tang, Qihe
10
Weiß, Gregor
10
Albrecht, Peter
9
Fortin, Ines
9
Furman, Edward
9
Hlouskova, Jaroslava
9
Klüppelberg, Claudia
9
Lucas, André
9
Manganelli, Simone
9
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9
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9
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
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1
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1
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1
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ECONIS (ZBW)
10
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1
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
2
Funding liquidity risk from a regulatory perspective
Gouriéroux, Christian
;
Heam, J.-C.
-
2013
Persistent link: https://www.econbiz.de/10010342724
Saved in:
3
Granularity theory with application to finance and insurance
Gouriéroux, Christian
;
Gagliardini, Patrick
-
2011
Persistent link: https://www.econbiz.de/10009412290
Saved in:
4
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
Saved in:
5
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
6
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
7
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
8
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
9
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
10
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
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