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Pricing with splines
Gouriéroux, Christian; Monfort, Alain - 2002
Persistent link: https://www.econbiz.de/10001742493
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Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian; Monfort, Alain - 2002
Persistent link: https://www.econbiz.de/10001742494
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[Rezension von: Gourieroux, Christian, ...,, Financial econometrics]
Timmermann, Allan - In: Journal of economic literature 41 (2003) 2, pp. 597-598
Persistent link: https://www.econbiz.de/10001789423
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Aversion analysis
Allard, Marie (contributor); Bronsard, Camille (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947809
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Stochastic volatility duration models
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 119 (2004) 2, pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
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Testing for evidence of adverse selection in the automobile insurance market : a comment
Dionne, Georges; Gouriéroux, Christian; Vanasse, Charles - In: Journal of political economy 109 (2001) 2, pp. 444-453
Persistent link: https://www.econbiz.de/10001575464
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - In: Journal of empirical finance 7 (2000) 3/4, pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
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Nonlinear persistence and copersistence
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001485343
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Nonlinear panel data models with dynamic heterogeneity
Gouriéroux, Christian; Jasiak, Joann - In: Panel data econometrics : future directions : papers in …, (pp. 127-147). 2000
Persistent link: https://www.econbiz.de/10001488037