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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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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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ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880
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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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Modèles arch et applications financières
Gouriéroux, Christian - 1992
Persistent link: https://www.econbiz.de/10013556272
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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
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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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Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian; Renault, E.; Valéry, P. - In: Annales d'économie et de statistique 85 (2007), pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10009758935
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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