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The ordered qualitative model for credit rating transitions
Feng, D.; Gouriéroux, Christian; Jasiak, Joann - In: Journal of empirical finance 15 (2008) 1, pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
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A dynamic intraday measure of the probability of informed trading and firm-specific return variation
Chang, Sanders S.; Chang, Lenisa V.; Wang, F. Albert - In: Journal of empirical finance 29 (2014), pp. 80-94
Persistent link: https://www.econbiz.de/10011300503
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Linear-price term structure models
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 24 (2013), pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
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Adverse selection and the presence of informed trading
Chang, Sanders S.; Wang, F. Albert - In: Journal of empirical finance 33 (2015), pp. 19-33
Persistent link: https://www.econbiz.de/10011556834
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The econometrics of efficient portfolios
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 12 (2005) 1, pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
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Econometrics of efficient fitted portfolios
Gouriéroux, Christian; Jouneau, Frédéric - In: Journal of empirical finance 6 (1999) 1, pp. 87-118
Persistent link: https://www.econbiz.de/10001426354
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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The power and size of mean reversion tests
Daniel, Kent - In: Journal of empirical finance 8 (2001) 5, pp. 493-535
Persistent link: https://www.econbiz.de/10001655351