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Journal of empirical finance
Cahiers de recherche
177
Série des documents de travail / Centre de Recherche en Économie et Statistique
100
Journal of econometrics
37
THEMA Working Papers
37
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
34
Ecole des Hautes Etudes Commerciales de Montreal-
27
L' Actualité économique : revue trimest.
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Working papers
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Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Annales d'économie et de statistique
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Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
18
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17
Série des documents de travail
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Econometric theory
12
The journal of risk and insurance : the journal of the American Risk and Insurance Association
12
Economics Papers from University Paris Dauphine
11
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9
Cahier / Département de Sciences Économiques, Université de Montréal
9
Journal of Risk and Uncertainty
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
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Economics Letters
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Huebner international series on risk, insurance, and economic security
5
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ECONIS (ZBW)
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1
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
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
Dionne, Georges
;
Duchesne, Pierre
;
Pacurar, Maria
- In:
Journal of empirical finance
16
(
2009
)
5
,
pp. 777-792
Persistent link: https://www.econbiz.de/10003900406
Saved in:
10
On the determinants of the implied default barrier
Dionne, Georges
;
Laajimi, Sadok
- In:
Journal of empirical finance
19
(
2012
)
3
,
pp. 395-408
Persistent link: https://www.econbiz.de/10009615674
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