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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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2
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
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3
Nonparametric density estimation for deterministic dynamical systems
Lardjane, Salim
-
1999
Persistent link: https://www.econbiz.de/10001430382
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4
Goodness of fit tests for copulas
Fermanian, Jean-David
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2003
Persistent link: https://www.econbiz.de/10001812439
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5
Nonparametric estimation of competing risks models with covariates
Fermanian, Jean-David
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2001
Persistent link: https://www.econbiz.de/10001577411
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6
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
7
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
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