Narrow search
Showing 1 - 10 of 260
Cover Image
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
Cover Image
A subsampling approach to estimating the distribution of diverging statistics with applications to assessing financial market risks
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - 2002
Persistent link: https://www.econbiz.de/10001720937
Cover Image
Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592
Cover Image
Regression discontinuity design with continuous measurement error in the running variable
Davezies, Laurent; Le Barbanchon, Thomas - 2014
Persistent link: https://www.econbiz.de/10010457133
Cover Image
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
Cover Image
Actifs financiers et théorie de la consommation
Allard, Marie; Bronsard, Camille; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000952886
Cover Image
The portfolio composition of households : a scoring analysis from French data
Gouriéroux, Christian; Tiomo, André; Trognon, Alain - 1997
Persistent link: https://www.econbiz.de/10000961965
Cover Image
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003422288
Cover Image
EMU, EU, capital market integration and consumption smoothing
Christev, Atanas; Mélitz, Jacques - 2010
Persistent link: https://www.econbiz.de/10003988276
Cover Image
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick; Gouriéroux, Christian - 2010 - Rev.
Persistent link: https://www.econbiz.de/10003988308