Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Gouriéroux, Christian"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Contagion phenomena with appli...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
212
Theory
212
Estimation theory
90
Schätztheorie
90
Time series analysis
42
Zeitreihenanalyse
42
Portfolio selection
34
Portfolio-Management
34
Credit risk
33
Kreditrisiko
33
Yield curve
30
Zinsstruktur
30
CAPM
27
Derivat
27
Derivative
27
Estimation
20
Schätzung
20
Econometrics
19
France
19
Frankreich
19
Risikoprämie
19
Risk premium
19
Volatility
19
Volatilität
19
Ökonometrie
19
Shock
17
Risikomaß
16
Risk measure
16
Statistical theory
16
Statistische Methodenlehre
16
Schock
15
Method of moments
14
Momentenmethode
14
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
Markov chain
12
Markov-Kette
12
Risiko
12
more ...
less ...
Online availability
All
Free
68
Undetermined
36
Type of publication
All
Book / Working Paper
237
Article
196
Type of publication (narrower categories)
All
Working Paper
158
Arbeitspapier
157
Graue Literatur
148
Non-commercial literature
148
Article in journal
132
Aufsatz in Zeitschrift
132
Amtsdruckschrift
46
Government document
46
Aufsatz im Buch
19
Book section
19
Collection of articles of several authors
4
Lehrbuch
4
Sammelwerk
4
Textbook
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Interview
2
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
295
Undetermined
84
French
54
Author
All
Gouriéroux, Christian
Darolles, Serge
115
Monfort, Alain
111
Jasiak, Joann
66
Gagliardini, Patrick
36
Florens, Jean-Pierre
27
Gourieroux, Christian
27
Renault, Eric
27
Le Fol, Gaëlle
19
LeFol, Gaëlle
16
Peaucelle, Irina
16
Renne, Jean-Paul
16
Broze, Laurence
15
Ghysels, Eric
15
Scaillet, Olivier
15
Lu, Yang
14
Darolles, S.
12
Gouriéroux, C.
12
Laurent, Jean-Paul
12
Szafarz, Ariane
12
Sufana, Razvan
11
Clément, Emmanuelle
9
Mero, Gulten
8
Monfort, A.
7
Pradel, Jacqueline
7
Dubecq, Simon
6
Fourgeaud, Claude
6
Gourieroux, C.
6
Tenreiro, Carlos
6
Breitung, Jörg
5
Chevalier, Charles
5
Dionne, Georges
5
Florens, J.-P.
5
Fol, Gaëlle Le
5
Jasiak, Joanna
5
Trognon, Alain
5
Vaissié, Mathieu
5
Vanasse, Charles
5
Yu, Jun
5
Zakoïan, Jean-Michel
5
more ...
less ...
Institution
All
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
19
Université Paris-Dauphine (Paris IX)
11
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
8
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
East Asian Bureau of Economic Research (EABER)
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Institut national de la statistique et des études économiques <Frankreich>
1
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Journal of econometrics
33
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
19
Annales d'économie et de statistique
18
Série des documents de travail
16
Econometric theory
11
Economics Papers from University Paris Dauphine
11
L' Actualité économique : revue trimest.
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
CEPREMAP Working Papers (Couverture Orange)
8
Annals of economics and statistics
7
Journal of empirical finance
6
Documents de travail / Banque de France
5
Journal of banking & finance
5
L'Actualité Economique
5
ULB Institutional Repository
5
CIRANO Working Papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal de la Société de Statistique de Paris
4
Journal of economic dynamics & control
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Econometric reviews
3
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Finance : revue de l'Association Française de Finance
3
Journal of Financial Econometrics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Themes in modern econometrics
3
CORE discussion paper : DP
2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2
Discussion paper
2
Discussion papers of interdisciplinary research project 373
2
Econometric Theory
2
Econometrics of risk
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic literature
2
more ...
less ...
Source
All
ECONIS (ZBW)
332
RePEc
72
OLC EcoSci
24
USB Cologne (EcoSocSci)
3
EconStor
1
Other ZBW resources
1
Showing
1
-
10
of
433
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
2
L-performance with an application to hedge funds
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
Saved in:
3
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:
4
The dynamics of hedge fund performance
Darolles, Serge
;
Gouriéroux, Christian
;
Teïletche, …
- In:
Econometrics of risk
,
(pp. 85-113)
.
2015
Persistent link: https://www.econbiz.de/10010498575
Saved in:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
7
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Economics letters
71
(
2001
)
2
,
pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Saved in:
8
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
9
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
10
Factor ARMA representation of a Markov process
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001491355
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
