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Journal of empirical finance
THEMA Working Papers
561
Série des documents de travail / Centre de Recherche en Économie et Statistique
100
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98
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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:
2
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:
3
Econometrics of efficient fitted portfolios
Gouriéroux, C.
;
Jouneau, F.
- In:
Journal of empirical finance
6
(
1999
)
1
,
pp. 87
Persistent link: https://www.econbiz.de/10007245854
Saved in:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Count data models for a credit scoring system
Dionne, Georges
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 303-325
Persistent link: https://www.econbiz.de/10001206312
Saved in:
9
Count data models for a credit scoring system
Dionne, G.
;
Artis, M.
;
Guillén, M.
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 303
Persistent link: https://www.econbiz.de/10007253428
Saved in:
10
Asymmetric effects of the limit order book on price dynamics
Cenesizoglu, Tolga
;
Dionne, Georges
;
Zhou, Xiaozhou
- In:
Journal of empirical finance
65
(
2022
),
pp. 77-98
Persistent link: https://www.econbiz.de/10013286401
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