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~person:"Gouriéroux, Christian"
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Theorie
51
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51
Credit risk
33
Kreditrisiko
33
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19
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19
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18
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Risk
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Method of moments
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English
84
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16
French
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Gouriéroux, Christian
McAleer, Michael
360
Broll, Udo
282
Acharya, Viral V.
252
Ongena, Steven
202
Gollier, Christian
193
Fabozzi, Frank J.
176
Dionne, Georges
175
Sutter, Matthias
175
Viscusi, W. Kip
172
Gupta, Rangan
168
Härdle, Wolfgang
168
Lucas, André
160
Hasan, Iftekhar
157
Bekaert, Geert
149
Dohmen, Thomas
143
Kunreuther, Howard
143
Peydró, José-Luis
137
Hartog, Joop
132
Adrian, Tobias
131
Weber, Martin
131
Falk, Armin
126
Hammoudeh, Shawkat
124
Laeven, Luc
122
Pelizzon, Loriana
121
Campbell, John Y.
120
Schuermann, Til
120
Shin, Hyun Song
117
Gleißner, Werner
113
Zhou, Hao
110
Schmidt, Ulrich
109
Stulz, René M.
109
Aizenman, Joshua
108
Guiso, Luigi
105
Hassan, M. Kabir
105
Bali, Turan G.
104
Gatzert, Nadine
104
Bloom, Nicholas
103
Menkhoff, Lukas
103
Schwaab, Bernd
103
Faff, Robert W.
102
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Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
9
Université Paris-Dauphine (Paris IX)
6
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
1
Université de Montréal / Département de sciences économiques
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
25
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
9
Economics Papers from University Paris Dauphine
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Annals of economics and statistics
4
Journal of banking & finance
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Documents de travail / Banque de France
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Journal of econometrics
3
Journal of empirical finance
3
Econometric theory
2
Journal of economic dynamics & control
2
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2
The Geneva papers on risk and insurance theory
2
The journal of credit risk : published quarterly by Incisive Media
2
Annales d'économie et de statistique
1
CEA_372Cass working paper series
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
1
Discussion paper
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Financial engineering
1
International journal of theoretical and applied finance
1
Journal of Economic Dynamics and Control
1
Journal of economic literature
1
Journal of financial econometrics
1
L' Actualité économique : revue trimest.
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Quantitative finance set
1
Review of finance : journal of the European Finance Association
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
The Canadian journal of economics
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of financial studies
1
Tools and techniques
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
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ECONIS (ZBW)
84
RePEc
17
USB Cologne (EcoSocSci)
1
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1
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
-
2021
Persistent link: https://www.econbiz.de/10012614604
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
3
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
4
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
5
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
6
Allocating systemic
risk
in a regulatory perspective
Gouriéroux, Christian
;
Monfort, Alain
- In:
International journal of theoretical and applied finance
16
(
2013
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010233265
Saved in:
7
Microinformation, nonlinear filtering and granularity
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Monfort, Alain
-
2010
granularity adjusted Value-at-
Risk
(VaR) for large portfolios. The methodology of granularity adjustment for VaR is illustrated by …
Persistent link: https://www.econbiz.de/10003979516
Saved in:
8
Estimation adjusted VaR
Gouriéroux, Christian
;
Zakoïan, Jean-Michael
-
2012
Persistent link: https://www.econbiz.de/10009748868
Saved in:
9
Funding liquidity
risk
from a regulatory perspective
Gouriéroux, Christian
;
Heam, J.-C.
-
2013
Persistent link: https://www.econbiz.de/10010342724
Saved in:
10
Required capital for long-run risks
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of economic dynamics & control
144
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013543160
Saved in:
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