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person:"Gouriéroux, Christian"
~person:"Konrad, Kai A."
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
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Gouriéroux, Christian
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
66
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
28
CESifo working papers
21
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
Journal of econometrics
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
11
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
10
Economics letters
9
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
CESifo Working Paper Series
6
Discussion paper series / IZA
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
Journal of empirical finance
5
Krannert working paper series
5
L' Actualité économique : revue trimest.
5
Discussion paper
4
Journal of banking & finance
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
The Canadian journal of economics
4
The Scandinavian journal of economics
4
Annals of economics and statistics
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion paper / Social Science Research Center Berlin (WZB), Research Area Markets and Choice, Research Professorship & Project The Future of Fiscal Federalism
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1
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:
2
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:
3
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:
4
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
Saved in:
5
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
6
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
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