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Annales d'économie et de statistique
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
62
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Intraday transaction price dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
LeFol, Gaëlle
- In:
Annales d'économie et de statistique
(
2000
),
pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
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2
Intraday Transaction Price Dynamics
Darolles, Serge
;
Gouriéroux, Christian
;
Fol, Gae͏̈lle Le
- In:
Annales d'économie et de statistique
(
2000
)
60
,
pp. 207-238
Persistent link: https://www.econbiz.de/10007919759
Saved in:
3
Linear Factor Models and the Term Structure of Interest Rates
Clement, Emmanuelle
;
Gourieroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
(
1995
)
40
,
pp. 37-66
Persistent link: https://www.econbiz.de/10007937069
Saved in:
4
Migration Correlation : Estimation Method and Application to French Corporates Ratings
Foulcher, Sandra
;
Gourieroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
(
2006
)
82
,
pp. 71-102
Persistent link: https://www.econbiz.de/10007943492
Saved in:
5
Pricing with Splines
Gourieroux, Christian
;
Monfort, Alain
- In:
Annales d'économie et de statistique
(
2006
)
82
,
pp. 3-34
Persistent link: https://www.econbiz.de/10007943495
Saved in:
6
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity
Gourieroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2005
)
78
,
pp. 1-32
Persistent link: https://www.econbiz.de/10007950693
Saved in:
7
Diffusion Processes with Polynomial Eigenfunctions
Gourieroux, Christian
;
Renault, Eric
;
Valery, Pascale
- In:
Annales d'économie et de statistique
(
2007
)
85
,
pp. 115-130
Persistent link: https://www.econbiz.de/10007993688
Saved in:
8
Exhaustivité, ancillarité et statistique bayesienne
Florens, Jean-Pierre
- In:
Annales d'économie et de statistique
4
(
1986
),
pp. 63-93
Persistent link: https://www.econbiz.de/10001036597
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9
The principles underlying evaluation estimators with an application to matching
Heckman, James J.
- In:
Annales d'économie et de statistique
91/92
(
2008
),
pp. 9-73
Persistent link: https://www.econbiz.de/10009013183
Saved in:
10
Une approche géométrique des processus ARMA
Gouriéroux, Christian
- In:
Annales d'économie et de statistique
(
1987
),
pp. 135-159
Persistent link: https://www.econbiz.de/10001054475
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