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~person:"Gouriéroux, Christian"
~subject:"Portfolio selection"
~subject:"Time series analysis"
~type_genre:"Aufsatz in Zeitschrift"
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Portfolio selection
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86
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86
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18
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18
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13
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13
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9
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Aufsatz in Zeitschrift
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Gouriéroux, Christian
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
44
Fabozzi, Frank J.
41
Korn, Ralf
30
Perron, Pierre
29
Taylor, Robert
28
Escobar, Marcos
26
Wong, Wing Keung
26
Koopman, Siem Jan
25
Li, Duan
25
Caporale, Guglielmo Maria
24
Leybourne, Stephen James
24
Koop, Gary
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
21
Lucas, André
21
Zagst, Rudi
21
Hong, Yongmiao
20
Markowitz, Harry
20
McAleer, Michael
20
Newbold, Paul
20
Prigent, Jean-Luc
20
Gupta, Rangan
19
Mills, Terence C.
19
Engle, Robert F.
18
Ghysels, Eric
18
Hassler, Uwe
18
Hendry, David F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Wong, Hoi Ying
18
Forsyth, Peter A.
17
Hyndman, Rob J.
17
Post, Thierry
17
Wang, Ruodu
17
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Journal of banking & finance
3
Journal of econometrics
3
Journal of empirical finance
3
Annales d'économie et de statistique
2
Annals of economics and statistics
1
Econometric reviews
1
Journal de la Société de Statistique de Paris
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
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ECONIS (ZBW)
16
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1
L'économétrie des modèles dynamiques : avantages et limites des modèles ARCH
Frachot, Antoine
- In:
Journal de la Société de Statistique de Paris
133
(
1992
)
4
,
pp. 53-64
Persistent link: https://www.econbiz.de/10001330880
Saved in:
2
Rank tests for unit roots
Breitung, Jörg
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10001336803
Saved in:
3
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
4
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:
5
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:
6
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
7
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:
8
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
9
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
Saved in:
10
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
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