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Efficient fitted portfolios
Gouriéroux, Christian; Jouneau, Frédéric - 1994
Persistent link: https://www.econbiz.de/10000901250
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Actifs financiers et théorie de la consommation
Allard, Marie; Bronsard, Camille; Gouriéroux, Christian - 1996
Persistent link: https://www.econbiz.de/10000952886
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Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
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The econometrics of efficient frontiers
Gouriéroux, Christian; Monfort, Alain - 1998
Persistent link: https://www.econbiz.de/10000994750
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Bayesian estimation of switching ARMA models
Billio, Monica; Monfort, Alain; Robert, Christian P. - In: Journal of econometrics 93 (1999) 2, pp. 229-255
Persistent link: https://www.econbiz.de/10001406655
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Backward/forward optimal combination of performance measures for equity screening
Billio, Monica; Caporin, Massimiliano; Costola, Michele - In: The North American journal of economics and finance : a … 34 (2015), pp. 63-83
Persistent link: https://www.econbiz.de/10011539679
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Markov Switching GARCH models : filtering, approximations and duality
Billio, Monica; Cavicchioli, Maddalena - In: Mathematical and statistical methods for actuarial …, (pp. 59-72). 2017
Persistent link: https://www.econbiz.de/10012098763
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Bayesian Markov switching tensor regression for time-varying networks
Billio, Monica; Casarin, Roberto; Iacopini, Matteo - 2018
Persistent link: https://www.econbiz.de/10011869070
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Modeling systemic risk with Markov switching graphical SUR models
Bianchi, Daniele; Billio, Monica; Casarin, Roberto; … - 2018 - This version: July, 2018
Persistent link: https://www.econbiz.de/10011920738
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Long term care and longevity
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010234126