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Search: person:"Gouriéroux, C."
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Gouriéroux, Christian
132
Monfort, Alain
37
Jasiak, Joann
25
Gagliardini, Patrick
12
Darolles, Serge
7
Renault, Eric
7
Peaucelle, Irina
6
Renne, Jean-Paul
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Sufana, Razvan
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Broze, Laurence
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Lu, Yang
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9
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9
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7
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6
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5
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4
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3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
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Finance : revue de l'Association Française de Finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
The Geneva papers on risk and insurance theory
2
The journal of credit risk : published quarterly by Incisive Media
2
Covid economics : vetted and real-time papers
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
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1
Economie & prévision : EP
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Economie publique : revue de l'Institut d'Economie Publique
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Econométrie non linéaire asymptotique
1
European economic review : EER
1
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International journal of theoretical and applied finance
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Journal of housing economics
1
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
132
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1
Transition model for coronavirus management
Djogbenou, Antoine
;
Gouriéroux, Christian
;
Jasiak, Joann
; …
- In:
The Canadian journal of economics : the journal of the …
55
(
2022
),
pp. 665-704
Persistent link: https://www.econbiz.de/10013193640
Saved in:
2
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
3
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
4
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
5
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
6
Transition model for coronavirus management
Djogbenou, Antoine
;
Gouriéroux, Christian
;
Jasiak, Joann
; …
- In:
Covid economics : vetted and real-time papers
(
2020
)
35
,
pp. 176-219
Persistent link: https://www.econbiz.de/10012311255
Saved in:
7
Required capital for long-run risks
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543160
Saved in:
8
Testing for endogeneity of Covid-19 patient assignments
Gouriéroux, Christian
;
Djogbenou, A.
;
Jasiak, Joann
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 875-901
Persistent link: https://www.econbiz.de/10013460030
Saved in:
9
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
10
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
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