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Discrete time Wishart term str...
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299
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Gouriéroux, Christian
433
Monfort, Alain
112
Jasiak, Joann
62
Gagliardini, Patrick
35
Darolles, Serge
28
Sufana, Razvan
24
Renault, Eric
20
Peaucelle, Irina
16
Renne, Jean-Paul
16
Broze, Laurence
15
Ghysels, Eric
15
Scaillet, Olivier
15
Gourieroux, Christian
13
Gouriéroux, C.
12
Lu, Yang
12
Szafarz, Ariane
12
Clément, Emmanuelle
9
Monfort, A.
9
Sufana, R.
9
Florens, Jean-Pierre
8
LeFol, Gaëlle
8
Gourieroux, C.
7
Laurent, Jean-Paul
7
Pradel, Jacqueline
7
Fourgeaud, Claude
6
Tenreiro, Carlos
6
Breitung, Jörg
5
Dionne, Georges
5
Dubecq, Simon
5
Trognon, Alain
5
Vanasse, Charles
5
Yu, Jun
5
Allard, Marie
4
Bronsard, Camille
4
GOURIÉROUX, Christian
4
Héam, Jean-Cyprien
4
Jasiak, J.
4
Jasiak, Joanna
4
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4
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4
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
24
Université Paris-Dauphine (Paris IX)
11
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8
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Banque de France
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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
35
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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
Série des documents de travail
16
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
CEPREMAP Working Papers (Couverture Orange)
8
Annals of economics and statistics
7
Journal of empirical finance
7
Journal of banking & finance
6
L'Actualité Economique
6
Documents de travail / Banque de France
5
ULB Institutional Repository
5
CIRANO Working Papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal de la Société de Statistique de Paris
4
Journal of Financial Econometrics
4
Journal of economic dynamics & control
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Annales d'Economie et de Statistique
3
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
3
Econometric reviews
3
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Finance : revue de l'Association Française de Finance
3
Journal of Econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Themes in modern econometrics
3
Applied financial economics
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CORE discussion paper : DP
2
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2
Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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41
Simulation-based econometric methods
Gouriéroux, Christian
;
Monfort, Alain
-
1996
Persistent link: https://www.econbiz.de/10000601118
Saved in:
42
Actifs financiers et théorie de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
43
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
44
The information content of household decisions : with application to insurance under adverse selection
Dionne, Georges
;
Gouriéroux, Christian
;
Vanasse, Charles
-
1997
Persistent link: https://www.econbiz.de/10000956281
Saved in:
45
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
46
The portfolio composition of households : a scoring analysis from French data
Gouriéroux, Christian
;
Tiomo, André
;
Trognon, Alain
-
1997
Persistent link: https://www.econbiz.de/10000961965
Saved in:
47
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Saved in:
48
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
49
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
50
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
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