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Contagion
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Gourieroux, Christian
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24
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23
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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
Saved in:
2
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
Saved in:
3
Compound Autoregressive Models
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
2001
Persistent link: https://www.econbiz.de/10005350683
Saved in:
4
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
Saved in:
5
Dynamic Factor Models
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1999
Persistent link: https://www.econbiz.de/10005823185
Saved in:
6
Nonlinear Innovations and Impulse Response
Gourieroux, Christian
;
Jasiak, Joanna
-
Centre de Recherche en Économie et Statistique …
-
1999
Persistent link: https://www.econbiz.de/10005823197
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Intra-day market activity
Gourieroux, Christian
;
Jasiak, Joanna
;
Le Fol, Gaelle
- In:
Journal of Financial Markets
2
(
1999
)
3
,
pp. 193-226
Persistent link: https://www.econbiz.de/10005319989
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