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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
114
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
38
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Annales d'économie et de statistique
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Journal of Econometrics
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Documents de travail / Banque de France
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Econometric theory
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Economics Papers from University Paris Dauphine
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
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11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
L' Actualité économique : revue trimest.
10
Annales d'Economie et de Statistique
9
CEPREMAP Working Papers (Couverture Orange)
9
Annals of economics and statistics
8
Econometric Theory
8
Journal of Financial Econometrics
8
Journal of empirical finance
8
L'Actualité Economique
7
Econometric reviews
6
Econometrica
6
Themes in modern econometrics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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ULB Institutional Repository
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Annales de l'INSEE
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
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ECONIS (ZBW)
32
OLC EcoSci
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USB Cologne (EcoSocSci)
2
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1
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
2
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
Saved in:
3
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
4
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
Saved in:
5
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
6
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
7
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
8
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
9
An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 189-229
Persistent link: https://www.econbiz.de/10003425528
Saved in:
10
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
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