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Dynamic Factor Models
Gourieroux, C.; Jasiak, J. - In: Econometric reviews 20 (2001) 4, pp. 385-424
Persistent link: https://www.econbiz.de/10006899262
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Continuous Time Wishart Process for Stochastic Risk
Gourieroux, C. - In: Econometric reviews 25 (2006) 2-3, pp. 177-218
Persistent link: https://www.econbiz.de/10007283046
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Granularity Adjustment for Efficient Portfolios
Gourieroux, C.; Monfort, A. - In: Econometric reviews 32 (2013) 4, pp. 449-468
Persistent link: https://www.econbiz.de/10010068763
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Granularity Adjustment for Efficient Portfolios
Gourieroux, C.; Monfort, A. - In: Econometric reviews 32 (2012) 4, pp. 449-469
Persistent link: https://www.econbiz.de/10010044266
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Continuous time Wishart process for stochastic risk
Gouriéroux, Christian - In: Econometric reviews 25 (2006) 2/3, pp. 177-217
Persistent link: https://www.econbiz.de/10003355729