//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Derivat"
~subject:"Optionspreistheorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: "Gourieroux, Christian"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Derivat
Optionspreistheorie
Theorie
11
Theory
11
Estimation theory
10
Schätztheorie
10
Estimation
6
Schätzung
6
Time series analysis
6
Zeitreihenanalyse
6
Derivative
4
Identification
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Portfolio selection
4
Portfolio-Management
4
Risikoprämie
4
Risk premium
4
VAR model
4
VAR-Modell
4
Big Data
3
Bubbles
3
Coronavirus
3
Credit risk
3
Kreditrisiko
3
Method of moments
3
Momentenmethode
3
Risiko
3
Risikoaversion
3
Risk
3
Risk aversion
3
Schock
3
Shock
3
Spekulationsblase
3
Stochastic process
3
Stochastischer Prozess
3
Beta risk
2
Betafaktor
2
CAPM
2
Econometrics
2
Generalized covariance estimator
2
more ...
less ...
Online availability
All
Undetermined
Free
7
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Gouriéroux, Christian
4
Monfort, Alain
2
Jasiak, Joann
1
Lu, Yang
1
Mouabbi, Sarah
1
Renne, Jean-Paul
1
Xu, Peng
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Review of finance : journal of the European Finance Association
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 766-796
Persistent link: https://www.econbiz.de/10014329912
Saved in:
2
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
3
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
4
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->