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Gouriéroux, Christian
433
Gagliardini, Patrick
143
Monfort, Alain
112
Jasiak, Joann
61
Scaillet, Olivier
46
Darolles, Serge
29
Renault, Eric
25
Ghysels, Eric
23
Gourieroux, Christian
22
Trojani, Fabio
18
Peaucelle, Irina
16
Renne, Jean-Paul
16
Broze, Laurence
15
Gouriéroux, C.
12
Lu, Yang
12
Porchia, Paolo
12
Szafarz, Ariane
12
Urga, Giovanni
12
Sufana, Razvan
11
Ossola, Elisa
10
Ronchetti, Diego
10
Clément, Emmanuelle
9
Gagliardini, P.
9
Rubin, Mirco
9
Florens, Jean-Pierre
8
LeFol, Gaëlle
8
Laurent, Jean-Paul
7
Monfort, A.
7
Pradel, Jacqueline
7
Andreou, Elena
6
Fourgeaud, Claude
6
GAGLIARDINI, Patrick
6
Tenreiro, Carlos
6
Barone-Adesi, Giovanni
5
Breitung, Jörg
5
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5
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5
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5
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5
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5
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
24
Institut für Schweizerisches Bankwesen <Zürich>
13
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11
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8
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1
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1
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1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Journal of econometrics
40
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33
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
24
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Annales d'économie et de statistique
18
Research paper series / Swiss Finance Institute
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16
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15
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Econometric theory
12
Economics Papers from University Paris Dauphine
11
L' Actualité économique : revue trimest.
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Swiss Finance Institute Research Paper Series
9
Annals of economics and statistics
8
CEPREMAP Working Papers (Couverture Orange)
8
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
7
Journal of empirical finance
7
Journal of financial econometrics
7
Journal of Econometrics
6
Journal of banking & finance
6
L'Actualité Economique
6
Documents de travail / Banque de France
5
ULB Institutional Repository
5
CIRANO Working Papers
4
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
4
Econometrica
4
Journal de la Société de Statistique de Paris
4
Journal of Financial Econometrics
4
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4
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4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Revue d'économie politique
4
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
4
Annales d'Economie et de Statistique
3
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ECONIS (ZBW)
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RePEc
116
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21
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
22
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
23
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
Saved in:
24
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
25
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
26
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
27
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
Saved in:
28
Contrats d'assurance chômage sur prêts immobiliers : etude descriptive et valorisation du portefeuille
Gouriéroux, Christian
-
1993
Persistent link: https://www.econbiz.de/10000859864
Saved in:
29
Les modèles économétriques : utilisation et interprétation
Gouriéroux, Christian
-
1994
Persistent link: https://www.econbiz.de/10000908669
Saved in:
30
ARCH models and financial applications
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10011519880
Saved in:
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