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Theorie
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40
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24
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14
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14
Time series analysis
12
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Ghysels, Eric
51
Gouriéroux, Christian
33
Renault, Eric
32
Monfort, Alain
17
Jasiak, Joann
9
Andreou, Elena
8
Guay, Alain
7
Garcia, René
6
Veredas, David
6
Antoine, Bertille
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Darolles, Serge
5
Carrasco, Marine
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Chernov, Mikhail
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Florens, Jean-Pierre
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Gagliardini, Patrick
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Renne, Jean-Paul
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Dufour, Jean-Marie
3
Elliott, Graham
3
Engle, Robert F.
3
Frazier, David T.
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Gourieroux, Christian
3
Swanson, Norman R.
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Babii, Andrii
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Bonnal, Hélène
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Broze, Laurence
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Chaudhuri, Saraswata
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Colacito, Riccardo
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Diebold, Francis X.
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Granger, C. W. J.
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Hall, Alastair R.
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Hill, Jonathan B.
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Holly, Alberto
2
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
126
Cahiers de recherche
84
Journal of Econometrics
50
CIRANO Working Papers
49
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
49
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Econometric theory
29
Journal of Business & Economic Statistics
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Annales d'économie et de statistique
22
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Journal of empirical finance
21
Banque de France Working Paper
17
Documents de travail / Banque de France
17
Série des documents de travail
17
Working papers / Banque de France
17
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
16
L' Actualité économique : revue trimest.
16
Cahier / Département de Sciences Économiques, Université de Montréal
15
Econometric Theory
15
Econometric reviews
15
Journal of Financial Econometrics
14
Journal of financial econometrics
14
Discussion paper / Centre for Economic Policy Research
13
Economics Papers from University Paris Dauphine
13
The review of financial studies
13
Econometrica
12
Journal of banking & finance
12
Annales d'Economie et de Statistique
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Toulouse - GREMAQ
10
CEPR Discussion Papers
9
CEPREMAP Working Papers (Couverture Orange)
9
Journal of Empirical Finance
9
Research paper series / Swiss Finance Institute
9
Annals of economics and statistics
8
L'Actualité Economique
8
ULB Institutional Repository
8
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ECONIS (ZBW)
81
OLC EcoSci
40
USB Cologne (EcoSocSci)
4
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1
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:
2
Econometric methods for derivative securities and risk management
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10001437739
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
10
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
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