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The econometrics of efficient portfolios
Gourieroux, C.; Monfort, A. - In: Journal of empirical finance 12 (2005) 1, pp. 1-42
Persistent link: https://www.econbiz.de/10007225897
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The ordered qualitative model for credit rating transitions
Feng, D.; Gourieroux, C.; Jasiak, J. - In: Journal of empirical finance 15 (2008) 1, pp. 111-130
Persistent link: https://www.econbiz.de/10007895086
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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