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Estimation
Theorie
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246
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95
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95
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46
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46
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43
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42
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39
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37
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36
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36
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32
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Gagliardini, Patrick
23
Gouriéroux, Christian
20
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8
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7
Monfort, Alain
7
Ossola, Elisa
7
Jasiak, Joann
6
Renne, Jean-Paul
5
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4
Rubin, Mirco
4
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4
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3
Naguib, Costanza
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Research paper series / Swiss Finance Institute
7
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5
Journal of econometrics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
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3
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3
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
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1
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1
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics of risk
1
Handbook of econometrics : Volume 7A
1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
42
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1
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
2
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
3
Quadratic stochastic intensity and prospective mortality tables
Gouriéroux, Christian
;
Monfort, Alain
-
2007
Persistent link: https://www.econbiz.de/10003618126
Saved in:
4
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
5
Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew
;
Gouriéroux, Christian
- In:
Econometrics of risk
,
(pp. 17-40)
.
2015
Persistent link: https://www.econbiz.de/10010498586
Saved in:
6
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
7
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
8
Analysis of order queues
Gouriéroux, Christian
;
LeFol, Gaëlle
;
Meyer, B.
-
1996
Persistent link: https://www.econbiz.de/10000950820
Saved in:
9
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
10
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
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