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Search: person:"gourieroux, C."
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Theorie
214
Theory
214
Estimation theory
92
Schätztheorie
92
Time series analysis
43
Zeitreihenanalyse
43
Portfolio selection
34
Portfolio-Management
34
Credit risk
33
Kreditrisiko
33
Yield curve
30
Zinsstruktur
30
CAPM
27
Derivat
27
Derivative
27
Ökonometrie
22
Econometrics
21
Estimation
20
Schätzung
20
France
19
Frankreich
19
Risikoprämie
19
Risk premium
19
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19
Volatilität
19
Risikomaß
17
Risk measure
17
Statistical theory
17
Statistische Methodenlehre
17
Shock
16
Schock
15
ECONOMETRICS
14
Method of moments
14
Momentenmethode
14
Option pricing theory
14
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14
Stochastic process
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economic models
14
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276
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240
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157
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1
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Language
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English
295
Undetermined
171
French
50
Author
All
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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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
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516
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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
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
9
Uncertainty on the reproduction ratio in the SIR Model
Elliott, Sean
;
Gouriéroux, Christian
-
2020
Persistent link: https://www.econbiz.de/10012429914
Saved in:
10
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:
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