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Search: person:"Gouriéroux, C."
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Theorie
214
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214
Estimation theory
92
Schätztheorie
92
Time series analysis
43
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43
Portfolio selection
34
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34
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33
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33
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30
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30
CAPM
27
Derivat
27
Derivative
27
Ökonometrie
22
Econometrics
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20
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France
19
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19
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19
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19
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19
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17
Risk measure
17
Statistical theory
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Statistische Methodenlehre
17
Shock
16
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15
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14
Method of moments
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Momentenmethode
14
Option pricing theory
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economic models
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240
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Language
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English
295
Undetermined
171
French
50
Author
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Gouriéroux, Christian
331
Gourieroux, C.
155
Monfort, Alain
95
Monfort, A.
58
Jasiak, Joann
56
Gagliardini, Patrick
29
Jasiak, J.
26
Renault, Eric
20
Darolles, Serge
19
Renne, Jean-Paul
14
Gouriéroux, C.
12
Peaucelle, Irina
11
Renault, E.
11
Scaillet, Olivier
11
Sufana, Razvan
11
GOURIEROUX, C.
10
Ghysels, Eric
10
Scaillet, O.
10
Clément, Emmanuelle
9
Lu, Yang
9
Broze, Laurence
8
LeFol, Gaëlle
8
Ghysels, E.
7
Laurent, Jean-Paul
7
Pradel, Jacqueline
7
Sufana, R.
7
Broze, L.
6
Darolles, S.
6
Dionne, G.
6
Fourgeaud, Claude
6
Gourieroux, C
6
Laffont, J. J.
6
MONFORT, A.
6
Trognon, A.
6
Vanasse, C.
6
Clement, E.
5
Florens, Jean-Pierre
5
Gagliardini, P.
5
Monfort, A
5
Szafarz, Ariane
5
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Institution
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Banque de France
5
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
5
Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
4
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
3
Department of Economics, York University
3
Département de Sciences Économiques, Université de Montréal
3
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Institut für Schweizerisches Bankwesen <Zürich>
2
National Centre of Competence in Research North South <Bern>
2
Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
2
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
2
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
HEC Montréal (École des Hautes Études Commerciales)
1
Institut national de la statistique et des études économiques <Frankreich>
1
National Bureau of Economic Research
1
School of Economics and Political Science, Universität St. Gallen
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
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Published in...
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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
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
Journal of banking & finance
7
Cahiers de recherche
6
Econometrica
6
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
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
3
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
Themes in modern econometrics
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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Source
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ECONIS (ZBW)
348
RePEc
137
OLC EcoSci
28
USB Cologne (business full texts)
2
Other ZBW resources
1
Showing
11
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20
of
516
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11
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:
12
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
13
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
14
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
15
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:
16
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:
17
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
18
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
19
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
20
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
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