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ARCH models and financial applications
Gouriéroux, Christian - 1997
Persistent link: https://www.econbiz.de/10011519880
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Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
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Memory and infrequent breaks
Gouriéroux, Christian; Jasiak, Joann - In: Economics letters 70 (2001) 1, pp. 29-41
Persistent link: https://www.econbiz.de/10001534701
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001456589
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - In: Journal of econometrics 94 (2000) 1/2, pp. 117-143
Persistent link: https://www.econbiz.de/10001437749
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Nonlinear innovations and impulse responses
Gouriéroux, Christian; Jasiak, Joann - 1999
Persistent link: https://www.econbiz.de/10001421278
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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
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Intra-day market activity
Gouriéroux, Christian; Jasiak, Joann; LeFol, Gaëlle - In: Journal of financial markets 2 (1999) 3, pp. 193-226
Persistent link: https://www.econbiz.de/10001426693
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Econometrics of qualitative dependent variables
Gouriéroux, Christian - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10001464302
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Sensitivity analysis of values at risk
Gouriéroux, Christian; Laurent, Jean-Paul; Scaillet, … - 2000
Persistent link: https://www.econbiz.de/10001470592