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~person:"Gouriéroux, Christian"
~subject:"Portfolio selection"
~subject:"Time series analysis"
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Portfolio selection
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212
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212
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50
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50
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25
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23
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Gouriéroux, Christian
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Fabozzi, Frank J.
123
Koopman, Siem Jan
121
Gil-Alaña, Luis A.
114
Caporale, Guglielmo Maria
94
Härdle, Wolfgang
83
Pesaran, M. Hashem
83
Lucas, André
73
Maurer, Raimond
73
Lütkepohl, Helmut
72
Koop, Gary
67
McAleer, Michael
64
Engle, Robert F.
62
Teräsvirta, Timo
61
Platen, Eckhard
57
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
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54
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53
Granger, C. W. J.
51
Kunst, Robert M.
51
Campbell, John Y.
50
Dijk, Herman K. van
49
Gollier, Christian
48
Marcellino, Massimiliano
48
Hyndman, Rob J.
47
Korn, Ralf
47
Guidolin, Massimo
46
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46
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46
Lo, Andrew W.
46
Schmid, Wolfgang
46
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45
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44
Proietti, Tommaso
43
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43
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18
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7
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3
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3
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3
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3
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2
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2
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1
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1
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1
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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ECONIS (ZBW)
45
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1
Efficient fitted portfolios
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1994
Persistent link: https://www.econbiz.de/10000901250
Saved in:
2
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
3
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
4
Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
5
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
6
The econometrics of efficient frontiers
Gouriéroux, Christian
;
Monfort, Alain
-
1998
Persistent link: https://www.econbiz.de/10000994750
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Detecting a long run relationship : (with an application to the PPP hypothesis)
Gouriéroux, Christian
;
Peaucelle, Irina
-
1988
Persistent link: https://www.econbiz.de/10000791144
Saved in:
9
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:
10
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:
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