Narrow search
Showing 1 - 10 of 38
Cover Image
Market time and asset price movements : theory and estimation
Ghysels, Eric; Gouriéroux, Christian; Jasiak, Joann - 1995
Persistent link: https://www.econbiz.de/10001512798
Cover Image
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian; Jouneau, Frédéric - 1993
Persistent link: https://www.econbiz.de/10000856022
Cover Image
Modèles statistiques de valorisation par arbitrage
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000856380
Cover Image
Prediction of contingent price measures
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000863427
Cover Image
Prevision de mesures de prix contingents
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000869422
Cover Image
Linear factor models and the term structure of interest rates
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000871311
Cover Image
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2004
Persistent link: https://www.econbiz.de/10002597912
Cover Image
Derivative pricing with multivariate stochastic volatility : application to credit risk
Gouriéroux, Christian; Sufana, Razvan - 2004
Persistent link: https://www.econbiz.de/10002597934
Cover Image
Infrequent extreme risks
Gouriéroux, Christian; Monfort, Alain - In: The Geneva papers on risk and insurance theory 29 (2004) 1, pp. 5-22
Persistent link: https://www.econbiz.de/10002140986
Cover Image
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick; Gouriéroux, Christian; Renault, Eric - 2005
Persistent link: https://www.econbiz.de/10002771895