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Série des documents de travail / Centre de Recherche en Économie et Statistique
40
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ECONIS (ZBW)
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The ET interview: Professor Edmond Malinvaud
Holly, Alberto
- In:
Econometric theory
3
(
1987
)
2
,
pp. 273-295
Persistent link: https://www.econbiz.de/10001072727
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2
A reappraisal of misspecified econometric models
Monfort, Alain
- In:
Econometric theory
12
(
1996
)
4
,
pp. 597-619
Persistent link: https://www.econbiz.de/10001210208
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3
Density functionals, with an option-pricing application
Abadir, Karim Maher
;
Rockinger, Michael
- In:
Econometric theory
19
(
2003
)
5
,
pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
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4
Testing for differences in the tails of stock-market returns
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
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5
Predicting tail-related risk measures : the consequences of using GARCH filters for non-GARCH data
Jalal, Amine
;
Rockinger, Michael
- In:
Journal of empirical finance
15
(
2008
)
5
,
pp. 868-877
Persistent link: https://www.econbiz.de/10003776390
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6
A general framework for testing a null hypothesis in a "mixed" form
Gouriéroux, Christian
- In:
Econometric theory
5
(
1989
)
1
,
pp. 63-82
Persistent link: https://www.econbiz.de/10001065762
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7
A general approach to serial correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
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8
Testing, encompassing, and simulating dynamic econometric models
Gouriéroux, Christian
- In:
Econometric theory
11
(
1995
)
2
,
pp. 195-228
Persistent link: https://www.econbiz.de/10001185255
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9
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:
10
The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian
;
Monfort, Alain
;
Ghysels, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
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