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Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
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Autoregressive gamma processes
Gouriéroux, Christian; Jasiak, Joann - In: Journal of forecasting 25 (2006) 2, pp. 129-152
Persistent link: https://www.econbiz.de/10003309381
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Indirect inference for dynamic panel models
Gouriéroux, Christian (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003468437
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Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 5 (2007) 4, pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
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Explosive bubble modelling by noncausal process
Gouriéroux, Christian; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10009753198
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Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew; Gouriéroux, Christian - In: Econometrics of risk, (pp. 17-40). 2015
Persistent link: https://www.econbiz.de/10010498586
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Memory and infrequent breaks
Gouriéroux, Christian; Jasiak, Joann - In: Economics letters 70 (2001) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10001534701
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001485343
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Survival of hedge funds : frailty vs contagion
Darolles, Serge; Gagliardini, Patrick; Gouriéroux, … - 2012
Persistent link: https://www.econbiz.de/10010188790
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Indirect inference for dynamic panel models
Gouriéroux, Christian; Phillips, Peter C. B.; Yu, Jun - In: Journal of econometrics 157 (2010) 1, pp. 68-77
Persistent link: https://www.econbiz.de/10008661852