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Gourieroux, Christian
24
Jasiak, Joann
13
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4
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3
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2
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2
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Annales d'économie et de statistique
6
Journal of econometrics
4
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2
Journal de la Société Française de Statistique
2
Journal of economic literature
2
Journal of empirical finance
2
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1
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1
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1
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1
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1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
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1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of credit risk : published quarterly by Incisive Media
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OLC EcoSci
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114
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9
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Autoregressive gamma processes
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 129
Persistent link: https://www.econbiz.de/10006871318
Saved in:
2
Multivariate Jacobi process with application to smooth transitions
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1
,
pp. 475-506
Persistent link: https://www.econbiz.de/10006747785
Saved in:
3
BOOK REVIEWS - Financial Econometrics: Problems, Models, and Methods
Gourieroux, Christian
;
Jasiak, Joann
;
Timmerman, Allan
- In:
Journal of economic literature
41
(
2003
)
2
,
pp. 597
Persistent link: https://www.econbiz.de/10006822045
Saved in:
4
Book Reviews - Financial Econometrics: Problems, Models and Methods
Gourieroux, Christian
;
Jasiak, Joann
;
Kmenta, Jan
- In:
Business economics : the journal of the National …
37
(
2002
)
2
,
pp. 69
Persistent link: https://www.econbiz.de/10006441228
Saved in:
5
Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity
Gourieroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2005
)
78
,
pp. 1-32
Persistent link: https://www.econbiz.de/10007950693
Saved in:
6
Memory and infrequent breaks
Gourieroux, Christian
;
Jasiak, Joann
- In:
Economics letters
70
(
2001
)
1
,
pp. 29-42
Persistent link: https://www.econbiz.de/10006776285
Saved in:
7
L-performance with an application to hedge funds
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-686
Persistent link: https://www.econbiz.de/10008896111
Saved in:
8
L-performance with an application to hedge funds
Darolles, Serge
;
Gourieroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10008277037
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-434
Persistent link: https://www.econbiz.de/10006757701
Saved in:
10
III Discussion - Long memory in Economics
Jasiak, Joann
- In:
Journal de la Société Française de Statistique
140
(
1999
)
2
,
pp. 65-70
Persistent link: https://www.econbiz.de/10006782271
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