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The high water mark scheme
Darolles, Serge; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010342674
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Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van - 1984
Persistent link: https://www.econbiz.de/10000000631
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Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank; Dijk, Herman K. van - 1993
Persistent link: https://www.econbiz.de/10000122477
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Efficient fitted portfolios
Gouriéroux, Christian; Jouneau, Frédéric - 1994
Persistent link: https://www.econbiz.de/10000901250
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A neural network applied to economic time series
Draisma, Gerrit - 1995
Persistent link: https://www.econbiz.de/10000904892
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Les modèles économétriques : utilisation et interprétation
Gouriéroux, Christian - 1994
Persistent link: https://www.econbiz.de/10000908669
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Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000871311
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Reduced forms of rational expectations models
Broze, Laurence; Gouriéroux, Christian; Szafarz, Ariane - 1990
Persistent link: https://www.econbiz.de/10000880217
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Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques
Gouriéroux, Christian; Peaucelle, Irina - 1993
Persistent link: https://www.econbiz.de/10000884611