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person:"Gouriéroux, Christian"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Garcia, René"
~person:"Konrad, Kai A."
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Gouriéroux, Christian
Garcia, René
Konrad, Kai A.
Gallant, A. Ronald
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
70
Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung, Abteilung Wettbewerbsfähigkeit und Industrieller Wandel ; Abteilung Marktprozesse und Steuerung ; Arbeitsgruppe Institutionen, Staaten, Märkte ; Abteilung Wettbewerb und Innovation ; Abteilung Verhalten auf Märkten; Forschungsprofessur The Future of Fiscal Federalism ; Forschungs-Gruppe Wettbewerb und Innovation : Schwerpunkt II Märkte und Politik
29
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
29
CESifo working papers
21
Journal of econometrics
19
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
17
Discussion paper / Centre for Economic Policy Research
17
Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
16
Annales d'économie et de statistique
15
CESifo Working Paper
13
Discussion papers / Wissenschaftszentrum Berlin für Sozialforschung : Forschungsschwerpunkt Markt und politische Ökonomie
13
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
11
WZB Markets and Politics Working Paper
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
10
Economics letters
9
Cahier / Département de Sciences Économiques, Université de Montréal
8
Discussion papers / Governance and the Efficiency of Economic Systems
8
Journal of public economics
8
Working Paper of the Max Planck Institute for Tax Law and Public Finance
8
European economic review : EER
7
IZA Discussion Papers
7
Journal of banking & finance
7
L' Actualité économique : revue trimest.
7
CESifo Working Paper Series
6
Discussion paper series / IZA
6
Journal of empirical finance
6
The Canadian journal of economics
6
The economic journal : the journal of the Royal Economic Society
6
Working paper / Department of Economics, University of Bergen
6
Econometric theory
5
Economica
5
Krannert working paper series
5
Research paper series / Swiss Finance Institute
5
Swiss Finance Institute Research Paper
5
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4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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ECONIS (ZBW)
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1
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo
;
Scaillet, Olivier
;
Trojani, Fabio
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 377-387
Persistent link: https://www.econbiz.de/10011987504
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
3
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
Saved in:
4
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
Saved in:
5
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:
6
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
7
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
8
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
9
Measuring high-frequency causality between returns, realized volatility, and implied volatility
Dufour, Jean-Marie
;
Garcia, René
;
Taamouti, Abderrahim
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 124-163
Persistent link: https://www.econbiz.de/10009519709
Saved in:
10
Microinformation, nonlinear filtering, and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
1
,
pp. 1-53
Persistent link: https://www.econbiz.de/10009519715
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