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Gouriéroux, Christian
212
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55
Jasiak, Joann
39
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21
Renault, Eric
14
Darolles, Serge
13
Scaillet, Olivier
11
Ghysels, Eric
10
Clément, Emmanuelle
8
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6
Laurent, Jean-Paul
6
LeFol, Gaëlle
6
Peaucelle, Irina
6
Lu, Yang
5
Dionne, Georges
4
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4
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4
Jouneau, Frédéric
4
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4
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4
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4
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4
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3
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2
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2
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2
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2
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2
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Pham, Huyên
2
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2
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2
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2
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2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
66
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28
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
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15
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15
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6
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5
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5
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5
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4
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4
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
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3
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3
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3
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2
Cahier / Département de Sciences Économiques, Université de Montréal
2
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2
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2
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2
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2
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
2
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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
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
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1
Economic complexity : chaos, sunspots, bubbles and nonlinearity; Proceedings of the fourth International Symposium in Economic Theory and Econometrics
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ECONIS (ZBW)
218
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1
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
2
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
3
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
4
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
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
7
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
8
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:
9
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
10
Financial econometrics : problems, models, and methods
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001601613
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