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Gouriéroux, Christian
Andrews, Donald W. K.
47
Windmeijer, Frank
44
Otsu, Taisuke
36
Hall, Alastair R.
32
Pesaran, M. Hashem
29
Hayakawa, Kazuhiko
28
Lee, Lung-fei
28
Smith, Richard J.
27
Chen, Xiaohong
26
Phillips, Peter C. B.
26
Newey, Whitney K.
23
Bond, Stephen
22
Renault, Eric
22
Han, Chirok
21
Sacht, Stephen
21
Sentana, Enrique
21
Jang, Tae-Seok
20
Linton, Oliver
20
Sarafidis, Vasilis
20
Gagliardini, Patrick
19
Shi, Xiaoxia
19
Baltagi, Badi H.
18
Gao, Jiti
18
Hall, Stephen G.
18
Sun, Yixiao
18
Tavlas, George S.
18
Asongu, Simplice
17
Bun, Maurice J. G.
17
Caporale, Guglielmo Maria
17
Egger, Peter
17
Guggenberger, Patrik
17
Grammig, Joachim
16
Liao, Zhipeng
16
Gospodinov, Nikolaj
15
Kleibergen, Frank
15
Badinger, Harald
14
Hook, Law Siong
14
Lux, Thomas
14
Mavroeidis, Sophocles
14
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ECONIS (ZBW)
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The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
2
Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
-
Centre de Recherche en Économie et Statistique …
-
2013
Persistent link: https://www.econbiz.de/10010857713
Saved in:
3
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
6
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
7
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
8
Efficient derivative pricing by extended methods of moments
Gagliardini, Patrick
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003806842
Saved in:
9
Non-tradable S&P 500 index and the pricing of its traded derivatives
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
-
2013
Persistent link: https://www.econbiz.de/10009753202
Saved in:
10
Efficiency in large dynamic panel models with common factor
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2010
-
Rev.
Persistent link: https://www.econbiz.de/10003988271
Saved in:
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