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A classification of two factor affine diffusion term structure models
Gouriéroux, Christian; Sufana, Razvan - 2005
Persistent link: https://www.econbiz.de/10003333863
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Whishart autoregressive model for stochastic risk
Gouriéroux, Christian - 2005
Persistent link: https://www.econbiz.de/10003333867
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Affine model for credit risk analysis
Gouriéroux, Christian; Monfort, Alain; Polimenis, Vassilis - 2005
Persistent link: https://www.econbiz.de/10003333870
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Efficient derivative pricing by extended methods of moments
Gagliardini, Patrick (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003806842
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L-performance with an application to hedge funds
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - In: Journal of empirical finance 16 (2009) 4, pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
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Value at risk
Gouriéroux, Christian; Jasiak, Joann - 2010
Persistent link: https://www.econbiz.de/10003900686
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Econometric specification of stochastic discount factor models
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 136 (2007) 2, pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
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Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003422288
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An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of econometrics 137 (2007) 1, pp. 189-229
Persistent link: https://www.econbiz.de/10003425528
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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