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Local Likelihood Density Estimation and Value at Risk
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 2001
Persistent link: https://www.econbiz.de/10005350653
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Nonlinear Autocorrelograms : An Application to Intra-Trade Durations
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005350661
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Compound Autoregressive Models
Darolles, Serge; Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 2001
Persistent link: https://www.econbiz.de/10005350683
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Stochastic Volatility Duration Models
Ghysels, Eric; Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1997
Persistent link: https://www.econbiz.de/10005704002
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Dynamic Factor Models
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1999
Persistent link: https://www.econbiz.de/10005823185
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Nonlinear Innovations and Impulse Response
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1999
Persistent link: https://www.econbiz.de/10005823197
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Causality Between Returns and Trated Volumes
Ghysels, Eric; Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005571943
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Truncated Maximum Likelihood and Nonparametric Tail Analysis
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005571956
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Nonlinear Persistence and Copersistence
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1999
Persistent link: https://www.econbiz.de/10005571978
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Nonlinear Panel Data Models with Dynamic Heterogeneity
Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1998
Persistent link: https://www.econbiz.de/10005571982