Narrow search
Showing 1 - 10 of 14
Cover Image
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian; Jasiak, Joann - 2020 - Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Cover Image
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian; Jasiak, Joann - In: Journal of econometrics 232 (2023) 1, pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Cover Image
Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - 2000
Persistent link: https://www.econbiz.de/10001491355
Cover Image
Factor ARMA representation of a Markov process
Darolles, Serge; Florens, Jean-Pierre; Gouriéroux, … - In: Economics letters 71 (2001) 2, pp. 165-171
Persistent link: https://www.econbiz.de/10001569098
Cover Image
Long term care and longevity
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010234126
Cover Image
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - In: Journal of economic dynamics & control 37 (2013) 11, pp. 2241-2269
Persistent link: https://www.econbiz.de/10010196887
Cover Image
Linear-price term structure models
Gouriéroux, Christian; Monfort, Alain - In: Journal of empirical finance 24 (2013), pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Cover Image
Regime switching and bond pricing
Gouriéroux, Christian; Monfort, Alain; Pegoraro, Fulvio; … - In: Journal of financial econometrics : official journal of … 12 (2014) 2, pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Cover Image
Long term care and longevity
Gouriéroux, Christian; Lu, Yang - 2013
Persistent link: https://www.econbiz.de/10010342741
Cover Image
Correlated risks vs contagion in stochastic transition models
Gagliardini, Patrick; Gouriéroux, Christian - 2012
Persistent link: https://www.econbiz.de/10009553161