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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
102
Journal of econometrics
34
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
34
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
25
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Annales d'économie et de statistique
18
Economics Papers from University Paris Dauphine
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Série des documents de travail
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Econometric theory
11
L' Actualité économique : revue trimest.
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Annals of economics and statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Documents de travail / Banque de France
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L'Actualité Economique
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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
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Finance : revue de l'Association Française de Finance
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Journal de la Société de Statistique de Paris
4
Journal of economic dynamics & control
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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Annales d'Economie et de Statistique
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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Journal of Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Revue d'Économie Financière
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Themes in modern econometrics
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CORE discussion paper : DP
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Improving VWAP strategies : a dynamic volume approach
Białkowski, Je̜drzej
;
Darolles, Serge
;
LeFol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10003774720
Saved in:
2
Measuring the liquidity part of volume
Darolles, Serge
;
LeFol, Gaëlle
;
Mero, Gulten
- In:
Journal of banking & finance
50
(
2015
),
pp. 92-105
Persistent link: https://www.econbiz.de/10010509138
Saved in:
3
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
Saved in:
4
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
5
Migration correlation : definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
6
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
7
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
8
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej
;
Darolles, Serge
;
Le Fol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1722
Persistent link: https://www.econbiz.de/10008087854
Saved in:
9
Improving VWAP strategies: A dynamic volume approach
Białkowski, Jędrzej
;
Darolles, Serge
;
Le Fol, Gaëlle
- In:
Journal of banking & finance
32
(
2008
)
9
,
pp. 1709-1723
Persistent link: https://www.econbiz.de/10008883983
Saved in:
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