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Gourieroux, C.
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Working Paper
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The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.
;
Jasiak, J.
;
Sufana, R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10008253329
Saved in:
2
The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.
;
Jasiak, J.
;
Sufana, R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-182
Persistent link: https://www.econbiz.de/10008890761
Saved in:
3
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
Saved in:
4
Specification pre-test estimator
Gourieroux, C.
;
Trognon, A.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 15-27
Persistent link: https://www.econbiz.de/10003562263
Saved in:
5
Some theoretical results for generalized ridge regression estimators
Fourgeaud, C.
;
Gourieroux, C.
;
Pradel, J.
- In:
Journal of econometrics
25
(
1984
)
1/2
,
pp. 191-203
Persistent link: https://www.econbiz.de/10003552452
Saved in:
6
Econometric specification of stochastic discount factor models
Gourieroux, C.
;
Monfort, A.
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10007391018
Saved in:
7
A count data model with unobserved heterogeneity
Gourieroux, C.
;
Visser, M.
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10006792314
Saved in:
8
Dynamic quantile models
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198
Persistent link: https://www.econbiz.de/10008143193
Saved in:
9
Dynamic quantile models
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-206
Persistent link: https://www.econbiz.de/10008898194
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