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Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
Broze, Laurence; Gouriéroux, Christian - 1995
Persistent link: https://www.econbiz.de/10000919516
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Forecast intervals in Arch exponential smoothing
Broze, Laurence; Mélard, Guy; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000902195
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Testing for continuous-time models of the short-term interest rate
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994 - Rev
Persistent link: https://www.econbiz.de/10000902196
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Quasi indirect inference for diffusion processes
Broze, Laurence; Scaillet, Olivier; Zakoïan, Jean-Michel - 1994
Persistent link: https://www.econbiz.de/10000908837
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Estimation of the term structure from bond data
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000886669
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Unemployment insurance and mortgages
Gouriéroux, Christian; Scaillet, Olivier - 1994
Persistent link: https://www.econbiz.de/10000888455
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Indirect inference for stochastic differential equations
Gouriéroux, Christian; Monfort, Alain - 1994
Persistent link: https://www.econbiz.de/10000895472
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Actifs financiers et théorie de la consommation
Allard, Marie; Bronsard, Camille; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000952886
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Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000952887
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The information content of household decisions : with application to insurance under adverse selection
Dionne, Georges; Gouriéroux, Christian; Vanasse, Charles - 1997
Persistent link: https://www.econbiz.de/10000956281