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Pricing with finite dimensional dependence
Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 187 (2015) 2, pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
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Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian; Monfort, Alain - 2014 - rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
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Filtering and prediction in noncausal processes
Gouriéroux, Christian; Jasiak, Joann - 2014
Persistent link: https://www.econbiz.de/10010390217
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Whishart quadratic term structure models
Gouriéroux, Christian; Sufana, Razvan - 2003
Persistent link: https://www.econbiz.de/10002170564
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Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 131 (2006) 1/2, pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
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Stochastic migration models with application to corporate risk
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 188-226
Persistent link: https://www.econbiz.de/10002811337
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Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002771895
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Les indices de prix des logements anciens
David, Alain; Dubujet, François; Gouriéroux, Christian; … - 2002
Persistent link: https://www.econbiz.de/10002172060
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Migration correlation : definition and efficient estimation
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of banking & finance 29 (2005) 4, pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
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Infrequent extreme risks
Gouriéroux, Christian; Monfort, Alain - In: The Geneva papers on risk and insurance theory 29 (2004) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10002140986