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person:"Gouriéroux, Christian"
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Search: subject_exact:"Correlation"
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Gouriéroux, Christian
Pesaran, M. Hashem
35
Ledoit, Olivier
32
McAleer, Michael
32
Wolf, Michael
31
Engle, Robert F.
30
Bauwens, Luc
24
Christiansen, Charlotte
24
Koopman, Siem Jan
21
Lucas, André
21
McMillan, David G.
21
Croux, Christophe
20
Tiwari, Aviral Kumar
20
Weber, Enzo
20
Hafner, Christian M.
18
Caporin, Massimiliano
17
Diebold, Francis X.
17
Kapetanios, George
17
Boudt, Kris
16
Fan, Jianqing
16
Phillips, Peter C. B.
16
Asai, Manabu
15
Aslanidis, Nektarios
15
Ray, Indrajit
15
Teräsvirta, Timo
15
Bailey, Natalia
14
Chan-Lau, Jorge A.
14
Escobar, Marcos
14
Heinlein, Reinhold
14
Linton, Oliver
14
Mahadeo, Scott M. R.
14
Patton, Andrew J.
14
Witzany, Jiří
14
Cotter, John
13
Gupta, Rangan
13
Kočenda, Evžen
13
Liow, Kim Hiang
13
Roll, Richard
13
Silvennoinen, Annastiina
13
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12
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ECONIS (ZBW)
9
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553161
Saved in:
3
Spread term structure and default correlation
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
123/124
(
2016
),
pp. 175-223
Persistent link: https://www.econbiz.de/10011592744
Saved in:
4
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of economic dynamics & control
37
(
2013
)
11
,
pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Saved in:
5
La corrélation de migration : méthode d'estimation et application aux historiques de notation des entreprises françaises
Foulcher, S.
;
Gouriéroux, Christian
;
Tiomo, André
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 71-101
Persistent link: https://www.econbiz.de/10003510993
Saved in:
6
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:
7
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
8
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
9
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
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