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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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Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Journal of econometrics 119 (2004) 2, pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
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Quelques développements récents en séries temporelles
Gouriéroux, Christian - In: Journal de la Société de Statistique de Paris 131 (1990) 1, pp. 7-15
Persistent link: https://www.econbiz.de/10001100599
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ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880
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Modèles arch et applications financières
Gouriéroux, Christian - 1992
Persistent link: https://www.econbiz.de/10013556272
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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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Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian; Jasiak, Joann - 1998
Persistent link: https://www.econbiz.de/10000996742
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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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L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine - In: Journal de la Société de Statistique de Paris 133 (1992) 4, pp. 53-64
Persistent link: https://www.econbiz.de/10001330880