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Sufficient Linear Structures: Econometric Applications.

Gourieroux, Christian; Monfort, Alain - In: Econometrica 48 (1980) 5, pp. 1083-97

Persistent link: https://www.econbiz.de/10005231889

Duration, transition and count data models Introduction

Gourieroux, Christian; Magnac, Thierry - In: Journal of Econometrics 79 (1997) 2, pp. 195-199

Persistent link: https://www.econbiz.de/10005115508

The agregation of commodities in quantity rationing models

Gourieroux, Christian; Laroque, Guy - Centre pour la Recherche Économique et ses … - 1983

Persistent link: https://www.econbiz.de/10005120845

Kernel-based nonlinear canonical analysis and time reversibility

Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - In: Journal of Econometrics 119 (2004) 2, pp. 323-353

Persistent link: https://www.econbiz.de/10005122627

A Classification of Two-Factor Affine Diffusion Term Structure Models

Gourieroux, Christian; Sufana, Razvan - In: Journal of Financial Econometrics 4 (2006) 1, pp. 31-52

Dai and Singleton (2000) introduced a typology of affine diffusion models when the domain of admissible values of the factors is an intersection of half planes and under some additional constraints on the parameters. This condition on the domain and the additional sufficient constraints are...

Persistent link: https://www.econbiz.de/10005564814

BOOK REVIEWS - Financial Econometrics: Problems, Models, and Methods

Gourieroux, Christian; Jasiak, Joann; Timmerman, Allan - In: Journal of economic literature 41 (2003) 2, pp. 597

Persistent link: https://www.econbiz.de/10006822045

L-performance with an application to hedge funds

Darolles, Serge; Gourieroux, Christian; Jasiak, Joann - In: Journal of empirical finance 16 (2009) 4, pp. 671-685

Persistent link: https://www.econbiz.de/10008277037

Kernel Based Nonlinear Canonical Analysis

Darolles, Serge; Florens, Jean-Pierre; Gourieroux, Christian - Centre de Recherche en Économie et Statistique … - 1998

Persistent link: https://www.econbiz.de/10005571942

Causality Between Returns and Trated Volumes

Ghysels, Eric; Gourieroux, Christian; Jasiak, Joanna - Centre de Recherche en Économie et Statistique … - 1998

Persistent link: https://www.econbiz.de/10005571943

An Econometric Analysis of Household Portfolio Allocation

Fougère, Denis; Gourieroux, Christian; Tiomo, A,; … - Centre de Recherche en Économie et Statistique … - 1997

Persistent link: https://www.econbiz.de/10005571953