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isPartOf:"Journal of econometrics"
~person:"Gouriéroux, Christian"
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Volatility
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Gouriéroux, Christian
Bollerslev, Tim
19
Todorov, Viktor
17
Tauchen, George Eugene
15
Andersen, Torben
12
Aït-Sahalia, Yacine
11
McAleer, Michael
9
Meddahi, Nour
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Xiu, Dacheng
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Li, Jia
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Mykland, Per A.
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Patton, Andrew J.
7
Cavaliere, Giuseppe
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Kim, Donggyu
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Shephard, Neil G.
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Asai, Manabu
5
Gallant, A. Ronald
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Hallin, Marc
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Li, Yingying
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Taylor, Robert
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Zhou, Hao
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Barigozzi, Matteo
4
Boswijk, Herman Peter
4
Francq, Christian
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Jasiak, Joann
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Linton, Oliver
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Maheu, John M.
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Park, Joon Y.
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Rahbek, Anders
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Renault, Eric
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Renò, Roberto
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Yu, Jun
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Zakoïan, Jean-Michel
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Bandi, Federico M.
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Calvet, Laurent E.
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Carriero, Andrea
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Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Econometric reviews
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Economics Papers from University Paris Dauphine
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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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1
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
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2
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:
3
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
4
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
Saved in:
5
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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