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Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian; Monfort, Alain; Tenreiro, Carlos - 1994
Persistent link: https://www.econbiz.de/10000888983
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Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
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Two stage generalized moment method : with applications to regressions with heteroscedasticity of unknown form
Gouriéroux, Christian; Monfort, Alain; Renault, Eric - 1990
Persistent link: https://www.econbiz.de/10000816420
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Qualitavie [Qualitative] threshold ARCH models
Gouriéroux, Christian; Monfort, Alain - 1990 - Rev.
Persistent link: https://www.econbiz.de/10000816423
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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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Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge; Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10000956286
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Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian; Jasiak, Joann - In: Annales d'économie et de statistique 78 (2005), pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
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Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge; Gouriéroux, Christian - In: Journal of banking & finance 34 (2010) 3, pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
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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
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The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - In: Journal of econometrics 150 (2009) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10003858506