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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~person:"Gouriéroux, Christian"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Gouriéroux, Christian
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11
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
16
Annales d'économie et de statistique
15
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6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of banking & finance
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Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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Annals of economics and statistics
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Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
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Economics letters
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Finance : revue de l'Association Française de Finance
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Journal of financial econometrics
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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Duration transition and count data models
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Economic complexity : chaos, sunspots, bubbles and nonlinearity; Proceedings of the fourth International Symposium in Economic Theory and Econometrics
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Economie publique : revue de l'Institut d'Economie Publique
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European economic review : EER
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Handbook of econometrics ; Vol. 4
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International journal of theoretical and applied finance
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L'hétérogénéité en économétrie : numéro spécial
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Macroeconomics. - 1990. - VI, 356 S. : graph. Darst. - Enth. 13 Beitr.
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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Nonparametric dynamic modelling
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Review of finance : journal of the European Finance Association
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Revue économique : revue bimestrielle
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Selected papers from the 23th Seminar of the European Group of Risk and Insurance Economists ; Vol. 1
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Mean-variance hedging and numéraire
Gouriéroux, Christian
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001245923
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Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
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3
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
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