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~isPartOf:"Journal of banking & finance"
~person:"Gouriéroux, Christian"
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Gouriéroux, Christian
Prokopczuk, Marcel
10
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Journal of banking & finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
83
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
31
Journal of econometrics
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Annales d'économie et de statistique
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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The journal of credit risk : published quarterly by Incisive Media
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1
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
2
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
3
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
4
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
Saved in:
5
Migration correlation : definition and efficient estimation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 865-894
Persistent link: https://www.econbiz.de/10002600307
Saved in:
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