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person:"Gouriéroux, Christian"
~subject:"Markov chain"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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212
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Gouriéroux, Christian
Franses, Philip Hans
135
Koopman, Siem Jan
129
Fabozzi, Frank J.
126
Phillips, Peter C. B.
126
Gil-Alaña, Luis A.
114
Caporale, Guglielmo Maria
100
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86
Pesaran, M. Hashem
83
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79
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78
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78
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73
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64
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64
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62
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62
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61
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58
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57
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55
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55
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54
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53
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53
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53
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52
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51
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50
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48
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47
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47
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47
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46
Hassler, Uwe
46
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46
Gao, Jiti
45
Ghysels, Eric
45
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43
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
20
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7
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4
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3
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3
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3
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2
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2
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2
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1
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1
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ECONIS (ZBW)
52
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1
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
2
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
3
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
4
Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
5
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
6
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Detecting a long run relationship : (with an application to the PPP hypothesis)
Gouriéroux, Christian
;
Peaucelle, Irina
-
1988
Persistent link: https://www.econbiz.de/10000791144
Saved in:
9
L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
Saved in:
10
Rank tests for unit roots
Breitung, Jörg
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
Saved in:
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