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Gouriéroux, Christian
24
Christoffersen, Peter
20
Jacobs, Kris
14
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13
Diebold, Francis X.
10
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4
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Fol, Gae͏̈lle Le
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Ornthanalai, Chayawat
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Journal of econometrics
8
The review of financial studies
6
Journal of financial economics
5
L' Actualité économique : revue trimest.
5
Econometric theory
4
Working paper / National Bureau of Economic Research, Inc
4
Annales d'économie et de statistique
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Journal of banking & finance
2
Technical working paper / National Bureau of Economic Research
2
The economics of transition
2
Economic policy review
1
Economics letters
1
Finance : revue de l'Association Française de Finance
1
Financial services at the crossroads: capital regulation in the twenty-first century
1
International economic review
1
Journal de la Société Française de Statistique
1
Journal de la Société de Statistique de Paris
1
Journal of economic dynamics & control
1
Journal of housing economics
1
Journal of international money and finance
1
L' économétrie appliquée
1
Revue économique
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The review of economics and statistics
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OLC EcoSci
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Valuing catastrophe derivatives under limited diversification: A stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10010132126
Saved in:
2
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
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3
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
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4
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:
5
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Management science : journal of the Institute for …
52
(
2006
)
8
,
pp. 1273-1287
Persistent link: https://www.econbiz.de/10007290190
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6
Evaluating Interval Forecasts
Christoffersen, Peter F.
- In:
International economic review
39
(
1998
)
4
,
pp. 841-862
Persistent link: https://www.econbiz.de/10007348085
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7
COINTEGRATION AND LONG-HORIZON FORECASTING
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1997
Persistent link: https://www.econbiz.de/10005979804
Saved in:
8
COINTEGRATION AND LONG-HORIZON FORECASTING Technical Working Paper 217
Christoffersen, Peter F.
;
Diebold, Francis X.
-
1996
Persistent link: https://www.econbiz.de/10005989698
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9
Interest-Rate Arbitrage in Currency Baskets: Forecasting Weights and Measuring Risk
Christoffersen, Peter F.
;
Giorgianni, Lorenzo
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 242-253
Persistent link: https://www.econbiz.de/10008217905
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10
Special Section on Exogeneity, Cointegration, and Economic Policy - Cointegration and Long-Horizon Forecasting
Christoffersen, Peter F.
;
Diebold, Francis X.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 450-458
Persistent link: https://www.econbiz.de/10008218977
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