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Nonlinear Persistence and Cope...
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Ökonometrik Schätzung
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Gourieroux, Christian
163
Monfort, Alain
50
Darolles, Serge
28
GOURIEROUX, Christian
23
Jasiak, Joann
23
Robert, Christian P,
23
Gouriéroux, Christian
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Fougère, Denis
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Linnemer, Laurent
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Jasiak, Joanna
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Zakoïan, Jean-Michel
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Bertail, Patrice
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Laroque, Guy
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Robert, Christian P.
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Scaillet, Olivier
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d'Haultfoeuille, Xavier
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Doukhan, Paul
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Fermanian, Jean-David
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Gobillon, Laurent
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Gurgand, Marc
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Renault, Eric
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Salanié, Bernard
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Sufana, Razvan
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Chopin, Nicolas
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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RePEc
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ECONIS (ZBW)
29
OLC EcoSci
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1
Local Likelihood Density Estimation and Value at Risk
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
2001
Persistent link: https://www.econbiz.de/10005350653
Saved in:
2
Nonlinear Autocorrelograms : An Application to Intra-Trade Durations
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1998
Persistent link: https://www.econbiz.de/10005350661
Saved in:
3
Compound Autoregressive Models
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
2001
Persistent link: https://www.econbiz.de/10005350683
Saved in:
4
Stochastic Volatility Duration Models
Ghysels, Eric
;
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1997
Persistent link: https://www.econbiz.de/10005704002
Saved in:
5
Dynamic Factor Models
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1999
Persistent link: https://www.econbiz.de/10005823185
Saved in:
6
Nonlinear Innovations and Impulse Response
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1999
Persistent link: https://www.econbiz.de/10005823197
Saved in:
7
Causality Between Returns and Trated Volumes
Ghysels, Eric
;
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1998
Persistent link: https://www.econbiz.de/10005571943
Saved in:
8
Truncated Maximum Likelihood and Nonparametric Tail Analysis
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1998
Persistent link: https://www.econbiz.de/10005571956
Saved in:
9
Nonlinear Panel Data Models with Dynamic Heterogeneity
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1998
Persistent link: https://www.econbiz.de/10005571982
Saved in:
10
Intra-day market activity
Gourieroux, Christian
;
Jasiak, Joanna
;
Le Fol, Gaelle
- In:
Journal of Financial Markets
2
(
1999
)
3
,
pp. 193-226
Persistent link: https://www.econbiz.de/10005319989
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