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~person:"Gouriéroux, Christian"
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"Shock"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Estimation theory
Portfolio-Management
Shock
Theorie
181
Theory
181
Schätztheorie
40
Portfolio selection
20
CAPM
19
Credit risk
19
Derivat
19
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19
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19
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18
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Gouriéroux, Christian
Härdle, Wolfgang
80
Pesaran, M. Hashem
70
Phillips, Peter C. B.
52
McAleer, Michael
45
Platen, Eckhard
45
Fabozzi, Frank J.
43
Lucas, André
43
Andrews, Donald W. K.
42
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Gollier, Christian
40
Newey, Whitney K.
40
Imbens, Guido
35
Giles, David E. A.
34
Engle, Robert F.
33
Korn, Ralf
33
Swanson, Norman R.
33
Uppal, Raman
33
Maurer, Raimond
32
Bacchetta, Philippe
30
Scaillet, Olivier
30
Stahlecker, Peter
30
Wong, Wing Keung
30
Sentana, Enrique
29
Andersen, Torben M.
28
Campbell, John Y.
28
Heckman, James J.
28
Zanetti, Francesco
28
Diebold, Francis X.
27
Escobar, Marcos
27
Fève, Patrick
27
Li, Duan
27
Li, Qi
27
Nijman, Theodore E.
27
Robinson, Peter M.
27
Schenk-Hoppé, Klaus Reiner
27
Snower, Dennis J.
27
Vries, Casper G. de
27
Zha, Tao
27
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Série des documents de travail / Centre de Recherche en Économie et Statistique
24
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
14
Annales d'économie et de statistique
6
Journal of econometrics
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Econometric theory
3
Journal of banking & finance
3
Journal of empirical finance
3
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2
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1
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1
Documents de travail / Banque de France
1
Duration transition and count data models
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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1
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ECONIS (ZBW)
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1
Kernel M-estimators : non-parametric diagnostics for structural models
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
-
1994
Persistent link: https://www.econbiz.de/10000888983
Saved in:
2
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
3
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
Saved in:
4
Qualitavie [Qualitative] threshold ARCH models
Gouriéroux, Christian
;
Monfort, Alain
-
1990
-
Rev.
Persistent link: https://www.econbiz.de/10000816423
Saved in:
5
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
6
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
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