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149
French
8
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6
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Ghysels, Eric
79
Renault, Eric
27
Gouriéroux, Christian
24
Monfort, A.
13
Gourieroux, C.
12
Monfort, Alain
12
Andreou, Elena
7
Hall, Alastair
6
Valkanov, Rossen
6
Gourieroux, Christian
5
Guay, Alain
5
Renault, E.
5
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4
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4
Florens, Jean-Pierre
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4
Juergens, Jennifer L.
4
Santa-Clara, Pedro
4
Chen, Xilong
3
Dufour, Jean-Marie
3
Fol, Gae͏̈lle Le
3
Ghysels, E.
3
Gouriéroux, C.
3
Pastorello, Sergio
3
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3
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3
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Touzi, Nizar
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2
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2
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2
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2
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2
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2
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2
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Journal of econometrics
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Econometric theory
9
Journal of empirical finance
9
L' Actualité économique : revue trimest.
8
Annales d'économie et de statistique
6
The review of financial studies
6
Econometric reviews
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
The review of economics and statistics
4
Working paper / National Bureau of Economic Research, Inc
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of banking & finance
3
Journal of economic dynamics & control
3
Journal of financial economics
3
Journal of international money and finance
3
L' économétrie appliquée
3
The journal of finance : the journal of the American Finance Association
3
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
2
Economics letters
2
Insurance / Mathematics & economics
2
Journal de la Société Française de Statistique
2
Journal of applied econometrics
2
Economics & philosophy
1
European financial management : the journal of the European Financial Management Association
1
Finance : revue de l'Association Française de Finance
1
Financial stability review : FSR
1
International economic review
1
Journal de la Société de Statistique de Paris
1
Journal of forecasting
1
Journal of housing economics
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Macroeconomic dynamics
1
Review of derivatives research
1
Revue économique
1
Southern economic journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Canadian journal of economics
1
The Manchester School
1
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OLC EcoSci
ECONIS (ZBW)
890
RePEc
601
EconStor
19
USB Cologne (EcoSocSci)
6
Other ZBW resources
5
USB Cologne (business full texts)
3
BASE
3
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1
THE ASYMPTOTIC VARIANCE OF THE PSEUDO MAXIMUM LIKELIHOOD ESTIMATOR
Magnus, Jan R.
;
Akaike, H.
;
Bozdogan, H.
;
Bozdogan, H.
; …
- In:
Econometric theory
23
(
2007
)
5
,
pp. 1022
Persistent link: https://www.econbiz.de/10007762697
Saved in:
2
Testing, Encompassing, and Simulating Dynamic Econometric Models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric theory
11
(
1995
)
2
,
pp. 195-228
Persistent link: https://www.econbiz.de/10007007267
Saved in:
3
THE ET INTERVIEW: CHRISTIAN GOURIÉROUX AND ALAIN MONFORT
Ghysels, Eric
;
Renault, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-915
Persistent link: https://www.econbiz.de/10009996870
Saved in:
4
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-434
Persistent link: https://www.econbiz.de/10006757701
Saved in:
5
Optimal portfolio allocation under asset and surplus VaR constraints
Monfort, Alain
- In:
The journal of asset management
9
(
2008/09
)
3
,
pp. 178-192
Persistent link: https://www.econbiz.de/10009871020
Saved in:
6
Création d'actifs financiers et remboursements anticipés
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
3
,
pp. 227-245
Persistent link: https://www.econbiz.de/10009898945
Saved in:
7
Econométrie de la finance : l'exemple du risque de crédit
Gouriéroux, Christian
- In:
L' Actualité économique : revue trimest.
79
(
2003
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10009899133
Saved in:
8
Long memory continuous time models
Comte, F.
;
Renault, E.
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 101-150
Persistent link: https://www.econbiz.de/10006793821
Saved in:
9
Efficient Derivative Pricing by the Extended Method of Moments
Gagliardini, P.
;
Gourieroux, C.
;
Renault, E.
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1233
Persistent link: https://www.econbiz.de/10009177887
Saved in:
10
Noncausality in Continuous Time Models
Comte, F.
;
Renault, E.
- In:
Econometric theory
12
(
1996
)
2
,
pp. 215-256
Persistent link: https://www.econbiz.de/10007000187
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