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~isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Francq, Christian
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Zakoïan, Jean-Michel
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Economics Papers from University Paris Dauphine
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International journal of theoretical and applied finance
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Review of finance : journal of the European Finance Association
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Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
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Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
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