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~isPartOf:"Economics letters"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Jasiak, Joann"
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Jasiak, Joann
Gouriéroux, Christian
102
Monfort, Alain
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Gourieroux, Christian
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Economics letters
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Cahier / Département de Sciences Économiques, Université de Montréal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The Canadian journal of economics : the journal of the Canadian Economics Association
1
Tools and techniques
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Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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Working Papers / Department of Economics, York University
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1
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
2
Misspecification of causal and noncausal orders in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010443065
Saved in:
3
Filtering and prediction in noncausal processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010390217
Saved in:
4
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
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
9
Memory and infrequent breaks
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Economics letters
70
(
2001
)
1
,
pp. 29-41
Persistent link: https://www.econbiz.de/10001534701
Saved in:
10
Memory and infrequent breaks
Gourieroux, Christian
;
Jasiak, Joann
- In:
Economics letters
70
(
2001
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10006776285
Saved in:
1
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