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~person:"Gouriéroux, Christian"
~person:"Wang, George H. K."
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Derivat
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1990-1994
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1989-1992
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Aufsatz in Zeitschrift
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Gouriéroux, Christian
Wang, George H. K.
Lien, Da-hsiang Donald
5
Miffre, Joëlle
5
Tse, Yiu Kuen
4
Boudoukh, Jacob
3
Chen, Ren-Raw
3
Debasish, Sathya Swaroop
3
Floros, Christos
3
López Herrera, Francisco
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Richardson, Matthew
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Santillán Salgado, Roberto Joaquín
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Ap Gwilym, Owain
2
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2
Balbás de la Corte, Alejandro
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Bartram, Söhnke M.
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Brooks, Robert
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Chan, Wai-Sum
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Dunbar, Kwamie
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Faff, Robert W.
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García-Verdugo Sales, Javier
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Ignatieva, Ekaterina
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Inani, Sarveshwar Kumar
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Karolyi, G. Andrew
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Lee, Chien-chiang
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Li, Yang
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Mateev, Miroslav
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Owusu-Amoako, Johnson
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Pacheco, Manoel
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Park, Sung Y.
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Serrano, Pedro
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The journal of futures markets
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
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ECONIS (ZBW)
5
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1
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
2
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
3
Asymmetric volatility of basis and the theory of storage
Gao, Andre H.
;
Wang, George H. K.
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 399-418
Persistent link: https://www.econbiz.de/10002647873
Saved in:
4
Contract modifications and the basis behavior of Live Cattle Futures
Newsome, James E.
;
Wang, George H. K.
;
Boyd, M. E.
; …
- In:
The journal of futures markets
24
(
2004
)
6
,
pp. 557-590
Persistent link: https://www.econbiz.de/10002059384
Saved in:
5
Trading volume, bid-ask spread, and price volatility in futures markets
Wang, George H. K.
;
Yau, Jot
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 943-970
Persistent link: https://www.econbiz.de/10001530842
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