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Duration time series models with proportional hazard
Gagliardini, Patrick; Gouriéroux, Christian - 2002
Persistent link: https://www.econbiz.de/10001714344
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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
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Nonlinear innovations and impulse responses
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001421278
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001485343
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Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
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Detecting a long run relationship : (with an application to the PPP hypothesis)
Gouriéroux, Christian; Peaucelle, Irina - 1988
Persistent link: https://www.econbiz.de/10000791144
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Time series and dynamic models
Gouriéroux, Christian; Monfort, Alain - 1997
Persistent link: https://www.econbiz.de/10000923232
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Calibration by simulation for small sample bias correction
Gouriéroux, Christian; Renault, Eric; Touzi, Nizar - 1995
Persistent link: https://www.econbiz.de/10000924119
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Kernel autocorrelogram for time deformed processes
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1996
Persistent link: https://www.econbiz.de/10000950447
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Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.; Ghysels, Eric; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000950450