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Gourieroux, Christian
2
Darolles, Serge
1
Florens, Jean-Pierre
1
Jasiak, Joann
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Meddahi, Nour
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Economics Letters
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
57
Journal of econometrics
48
Journal of Econometrics
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Research paper series / Swiss Finance Institute
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Working Paper
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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
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Journal of financial econometrics
10
CEPREMAP Working Papers (Couverture Orange)
9
Annales d'économie et de statistique
8
Journal of Financial Econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
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7
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Swiss Finance Institute Research Paper Series
7
Annales de l'INSEE
6
Banque de France Working Paper
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CORE Discussion Papers
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Econometric Theory
6
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Journal of Business & Economic Statistics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
The review of financial studies
5
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Discussion Papers / Department of Economics, Simon Fraser University
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Revue d'économie politique
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Themes in modern econometrics
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ULB Institutional Repository
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GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas
- In:
Economics Letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10005095358
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2
Memory and infrequent breaks
Gourieroux, Christian
;
Jasiak, Joann
- In:
Economics Letters
70
(
2001
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10005362409
Saved in:
3
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gourieroux, Christian
- In:
Economics Letters
71
(
2001
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10005269966
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