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type_genre:"Working Paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Jasiak, Joann"
~person:"Visser, Michael S."
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Jasiak, Joann
Visser, Michael S.
Gouriéroux, Christian
66
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
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1
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
2
The revenue-effect of the buyer's option in multi-unit ascending auctions : the case of wine auctions at Drouot
Février, Philippe
;
Roos, William
;
Visser, Michael S.
-
2003
Persistent link: https://www.econbiz.de/10001742514
Saved in:
3
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
4
Buy or wait, that is the option : the buyer's option in sequential laboratory auctions
Février, Philippe
;
Linnemer, Laurent
;
Visser, Michael S.
-
2001
Persistent link: https://www.econbiz.de/10001626942
Saved in:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
A study of consumer behavior using laboratory data
Février, Philippe
;
Visser, Michael S.
-
2000
Persistent link: https://www.econbiz.de/10001476077
Saved in:
7
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
8
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001421278
Saved in:
9
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
10
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
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