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Autocorrelation
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Gouriéroux, Christian
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Econometrics of risk
Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Journal of econometrics
33
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
19
Annales d'économie et de statistique
18
Série des documents de travail
16
Econometric theory
12
Economics Papers from University Paris Dauphine
11
L' Actualité économique : revue trimest.
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
CEPREMAP Working Papers (Couverture Orange)
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Annals of economics and statistics
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Journal of empirical finance
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Journal of banking & finance
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L'Actualité Economique
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Documents de travail / Banque de France
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ULB Institutional Repository
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CIRANO Working Papers
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal de la Société de Statistique de Paris
4
Journal of economic dynamics & control
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Annales d'Economie et de Statistique
3
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
3
Econometric reviews
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Economics letters
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Finance : revue de l'Association Française de Finance
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Journal of Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Themes in modern econometrics
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CORE discussion paper : DP
2
Discussion paper
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Discussion papers of interdisciplinary research project 373
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Econometric Theory
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Journal of Econometrics
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The dynamics of hedge fund performance
Darolles, Serge
;
Gouriéroux, Christian
;
Teïletche, …
- In:
Econometrics of risk
,
(pp. 85-113)
.
2015
Persistent link: https://www.econbiz.de/10010498575
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Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew
;
Gouriéroux, Christian
- In:
Econometrics of risk
,
(pp. 17-40)
.
2015
Persistent link: https://www.econbiz.de/10010498586
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