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Testing, confidence regions, model selection, and asymptotic theory. - 1995. - XV, 526 S. : graph. Darst.
Gouriéroux, Christian - 1995
Persistent link: https://www.econbiz.de/10000912776
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Pitfalls in the estimation of continuous time interest rate models : the case of the CIR model
Gouriéroux, Christian; Monfort, Alain - In: Annals of economics and statistics 109/110 (2013), pp. 25-61
Persistent link: https://www.econbiz.de/10009779723
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A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
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ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880
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[Rezension von: Gourieroux, Christian, ...,, Time series and dynamic models]
Gill, Len - In: The economic journal : the journal of the Royal … 109 (1999), pp. 221-223
Persistent link: https://www.econbiz.de/10001707751
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Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian; Robert, Christian Yann - 2001
Persistent link: https://www.econbiz.de/10001626924
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Kernel autocorrelogram for time deformed processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000950447
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Rank tests for unit roots
Breitung, Jörg; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950453
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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742