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Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003422288
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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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Value at risk
Gouriéroux, Christian; Jasiak, Joann - 2010
Persistent link: https://www.econbiz.de/10003900686
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Control and out-of-sample validation of dependent risks
Gouriéroux, Christian; Liu, Wei - In: The journal of risk and insurance : the journal of the … 76 (2009) 3, pp. 683-707
Persistent link: https://www.econbiz.de/10003877772
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Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
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The effects of management and provision accounts on hedge fund returns
Darolles, Serge; Gouriéroux, Christian - 2013
Persistent link: https://www.econbiz.de/10010342675
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Efficient fitted portfolios
Gouriéroux, Christian; Jouneau, Frédéric - 1994
Persistent link: https://www.econbiz.de/10000901250
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Les modèles économétriques : utilisation et interprétation
Gouriéroux, Christian - 1994
Persistent link: https://www.econbiz.de/10000908669
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Statistics and econometric models
Gouriéroux, Christian; Monfort, Alain - 1995
Persistent link: https://www.econbiz.de/10000912774
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Linear factor models and the term structure of interest rates
Clément, Emmanuelle; Gouriéroux, Christian; Monfort, Alain - 1993
Persistent link: https://www.econbiz.de/10000871311