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Gouriéroux, Christian
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Journal of empirical finance
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
788
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610
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226
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
2
Sensitivity analysis of Values at Risk
Gourieroux, C.
;
Laurent, J.P.
;
Scaillet, O.
- In:
Journal of empirical finance
7
(
2000
)
3
,
pp. 225-246
Persistent link: https://www.econbiz.de/10007241092
Saved in:
3
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 199-223
Persistent link: https://www.econbiz.de/10001203345
Saved in:
4
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133
Persistent link: https://www.econbiz.de/10007231009
Saved in:
5
Option pricing with discrete rebalancing
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
- In:
Journal of empirical finance
11
(
2004
)
1
,
pp. 133-161
Persistent link: https://www.econbiz.de/10001881022
Saved in:
6
Econometrics of efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
- In:
Journal of empirical finance
6
(
1999
)
1
,
pp. 87-118
Persistent link: https://www.econbiz.de/10001426354
Saved in:
7
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
8
L-performance with an application to hedge funds
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
Saved in:
9
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
10
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
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