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Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553170
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International money and stock market contingent claims
Gouriéroux, Christian; Monfort, A.; Sufana, Razvan - In: Journal of international money and finance 29 (2010) 8, pp. 1727-1751
Persistent link: https://www.econbiz.de/10009239629
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Discrete time Wishart term structure models
Gouriéroux, Christian; Sufana, Razvan - In: Journal of economic dynamics & control 35 (2011) 6, pp. 815-824
Persistent link: https://www.econbiz.de/10009241681
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Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 4, pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
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Statistical inference for independent component analysis
Gouriéroux, Christian; Monfort, Alain - 2015
Persistent link: https://www.econbiz.de/10011288577
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Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian; Jasiak, Joann - 2015
Persistent link: https://www.econbiz.de/10011288580
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Love and death : a Freund model with frailty
Gouriéroux, Christian; Lu, Yang - In: Insurance / Mathematics & economics 63 (2015), pp. 191-303
Persistent link: https://www.econbiz.de/10011349835
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Estimation adjusted VaR
Gouriéroux, Christian; Zakoïan, Jean-Michael - 2012
Persistent link: https://www.econbiz.de/10009748868
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Explosive bubble modelling by noncausal process
Gouriéroux, Christian; Zakoïan, Jean-Michel - 2013
Persistent link: https://www.econbiz.de/10009753198
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Non-tradable S&P 500 index and the pricing of its traded derivatives
Gouriéroux, Christian; Jasiak, Joann; Xu, Peng - 2013
Persistent link: https://www.econbiz.de/10009753202