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Gouriéroux, Christian
24
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13
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8
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Journal of econometrics
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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:
2
Causality between Returns and Traded Volumes
Ghysels, Éric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
)
60
,
pp. 189-206
Persistent link: https://www.econbiz.de/10007919760
Saved in:
3
Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors
Dufour, Jean-Marie
;
Jasiak, Joann
- In:
International economic review
42
(
2001
)
3
,
pp. 815
Persistent link: https://www.econbiz.de/10006038567
Saved in:
4
Autoregressive gamma processes
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 129
Persistent link: https://www.econbiz.de/10006871318
Saved in:
5
III Discussion - Long memory in Economics
Jasiak, Joann
- In:
Journal de la Société Française de Statistique
140
(
1999
)
2
,
pp. 65-70
Persistent link: https://www.econbiz.de/10006782271
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6
Multivariate Jacobi process with application to smooth transitions
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 475-506
Persistent link: https://www.econbiz.de/10006747785
Saved in:
7
The Econometrics of Individual Risk: Credit, Insurance, and Marketing
Gourielroux, Christian
;
Jasiak, Joann
;
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1052
Persistent link: https://www.econbiz.de/10007909666
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8
Book Reviews - Financial Econometrics: Problems, Models and Methods
Gourieroux, Christian
;
Jasiak, Joann
;
Kmenta, Jan
- In:
Business economics : the journal of the National …
37
(
2002
)
2
,
pp. 69
Persistent link: https://www.econbiz.de/10006441228
Saved in:
9
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity
Gourieroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2005
)
78
,
pp. 1-32
Persistent link: https://www.econbiz.de/10007950693
Saved in:
10
L-performance with an application to hedge funds
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-686
Persistent link: https://www.econbiz.de/10008896111
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