Narrow search
Showing 81 - 90 of 167
Cover Image
The dynamics of hedge fund performance
Darolles, Serge; Gouriéroux, Christian; Teïletche, … - In: Econometrics of risk, (pp. 85-113). 2015
Persistent link: https://www.econbiz.de/10010498575
Cover Image
Nonparametric analysis of hedge funds lifetimes
Darolles, Serge; Florens, Jean-Pierre; Simon, Guillaume - 2010
Persistent link: https://www.econbiz.de/10008749128
Cover Image
Compound autoregressive models
Darolles, Serge; Gouriéroux, Christian; Jasiak, Joann - 2001
Persistent link: https://www.econbiz.de/10001596247
Cover Image
Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2002
Persistent link: https://www.econbiz.de/10001710353
Cover Image
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
Cover Image
Approximating payoffs and pricing formulas
Darolles, Serge; Laurent, Jean-Paul - In: Journal of economic dynamics & control 24 (2000) 11/12, pp. 1721-1746
Persistent link: https://www.econbiz.de/10001508770
Cover Image
Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Cover Image
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
Cover Image
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001487993
Cover Image
Nonparametric instrumental regression
Darolles, Serge; Florens, Jean-Pierre; Renault, Eric - 2000
Persistent link: https://www.econbiz.de/10001488001