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[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael - In: Journal of economic literature 45 (2007) 4, pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
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Dynamic quantile models
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 147 (2008) 1, pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
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The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian; Jasiak, Joann - 2007
Persistent link: https://www.econbiz.de/10003420329
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A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian; Jasiak, Joann - 2006
Persistent link: https://www.econbiz.de/10003468054
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The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - In: Journal of econometrics 150 (2009) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
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The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian; Jasiak, Joann; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597955
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Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian; Jasiak, Joann - 2015
Persistent link: https://www.econbiz.de/10011288580
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Filtering and prediction in noncausal processes
Gouriéroux, Christian; Jasiak, Joann - 2014
Persistent link: https://www.econbiz.de/10010390217
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Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
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Local likelihood density estimation and value at risk
Gouriéroux, Christian; Jasiak, Joann - 2001 - Rev. version
Persistent link: https://www.econbiz.de/10001626927