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Gouriéroux, Christian
24
Jasiak, Joann
13
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8
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8
Jasiak, J.
8
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6
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Ghysels, Eric
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Journal of econometrics
12
L' Actualité économique : revue trimest.
5
Annales d'économie et de statistique
4
Journal of empirical finance
4
Econometric theory
3
Economics letters
2
Finance : revue de l'Association Française de Finance
2
Journal de la Société Française de Statistique
2
Journal of banking & finance
2
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2
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1
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Journal de la Société de Statistique de Paris
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of forecasting
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Journal of housing economics
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L' économétrie appliquée
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Revue économique
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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
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:
4
Persistence in intertrade durations
Jasiak, Joanna
- In:
Finance : revue de l'Association Française de Finance
19
(
1998
)
2
,
pp. 165-195
Persistent link: https://www.econbiz.de/10009918827
Saved in:
5
Heterogeneous INAR(1) model with application to car insurance
Gourieroux, C.
;
Jasiak, J.
- In:
Insurance / Mathematics & economics
34
(
2004
)
2
,
pp. 177-192
Persistent link: https://www.econbiz.de/10006882823
Saved in:
6
Dynamic Factor Models
Gourieroux, C.
;
Jasiak, J.
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10006899262
Saved in:
7
The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C.
;
Jasiak, J.
;
Sufana, R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10008253329
Saved in:
8
Dynamic quantile models
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198
Persistent link: https://www.econbiz.de/10008143193
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9
Comment - Bayesian Analysis of Stochastic Volatility Models
Ghysels, Eric
;
Jasiak, Joanna
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
4
,
pp. 399-401
Persistent link: https://www.econbiz.de/10008224420
Saved in:
10
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gourieroux, C.
;
Jasiak, J.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10007895086
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