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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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Truncated dynamics and estimation of diffusion equations
Darolles, Serge; Gouriéroux, Christian - In: Journal of econometrics 102 (2001) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
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Intraday transaction price dynamics
Darolles, Serge; Gouriéroux, Christian; LeFol, Gaëlle - In: Annales d'économie et de statistique (2000), pp. 207-238
Persistent link: https://www.econbiz.de/10001543535
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Truncated dynamics and estimation of diffusion equations
Darolles, Serge; Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10000975628
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The loss carry forward scheme
Darolles, Serge; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010342673
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The high water mark scheme
Darolles, Serge; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010342674
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The effects of management and provision accounts on hedge fund returns
Darolles, Serge; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010342675
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Survival of hedge funds : frailty vs contagion
Darolles, Serge; Gagliardini, Patrick; Gouriéroux, … - 2012
Persistent link: https://www.econbiz.de/10010188790
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Robust portfolio allocation with systematic risk contribution restrictions
Darolles, Serge; Gouriéroux, Christian; Jay, Emmanuelle - 2012
Persistent link: https://www.econbiz.de/10010188791
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Contagion phenomena with applications in finance
Darolles, Serge; Gouriéroux, Christian - 2015
Persistent link: https://www.econbiz.de/10011628346