Søkte etter:

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The econometrics of individual risk : credit, insurance, and marketing
Christian Gourieroux, Joann Jasiak
Bok Engelsk 2007
Macroeconomics

Bok Engelsk 2001
Financial econometrics : problems, models, and methods
Christian Gourieroux, Joann Jasiak
Bok Engelsk 2001
Econometrics of qualitative dependent variables
Christian Gourieroux
Bok Engelsk 2000
Dynamiques tronquées et estimation de modèles de diffusion
S. Darolles, C. Gourieroux
Bok Fransk 1997
The informational content of household decisions : whith application to insurance under adverse selection
G. Dionne, C. Gourieroux, C. Vanasse
Bok Engelsk 1997
The portfolio composition of households : a scoring analysis from French data
C. Gourieroux, A. Tiomo, A. Trognon
Bok Engelsk 1997
Time series and dynamic models
Christian Gourieroux and Alain Monfort ; ...
Bok Engelsk 1997
Actifs financiers et théorie de la consommation
M. Allard, C. Bronsard, C. Gourieroux
Bok Fransk 1996
Analysis of order queues
C. Gourieroux, G. Le Fol, B. Meyer
Bok Engelsk 1996
Arbitrage-based pricing when volatility is stochastic
P. Bossaerts, E. Ghysels, C. Gourieroux
Bok Engelsk 1996
Estimation of a dynamic hedge
C. Gourieroux, J.-P. Laurent
Bok Engelsk 1996
Intra-day market activity
C. Gourieroux, J. Jasiak, G. Le Fol
Bok Engelsk 1996
Kernel autocorrelogram for time deformed processes
E.Ghysels, G. Gourieroux, J.Jasiak
Bok Engelsk 1996
Non-nested hypotheses and instrumental models
G. Dhaene, C. Gourierous, O. Scaillet
Bok Engelsk 1996
Rank tests for unit roots
J. Breitung, C.Gourieroux
Bok Engelsk 1996
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
E. Ghysels, C. Gourieroux, J. Jasiak
Bok Engelsk 1996
Simulation-based econometric methods
Gourieroux, Christian
Bok Engelsk 1996
Calibration by simulation for small sample bias correction
C. Gourieroux, E. Renault, N. Touzi
Bok Engelsk 1995
Kernel M-estimators and functional residuals plots
C. Gourieroux, A. Monfort, C. Tenreiro
Bok Engelsk 1995
Pseudo maximum likelihood method, adjusted pseudo maximum likelihood method and covariance estimators
L. Broze, C. Gourieroux
Bok Engelsk 1995
Quadratic hedging and numeraire
C. Gourieroux, J.P. Laurent, H. Pham
Bok Engelsk 1995
Diffusion et effet de vague
C. Gourieroux, I. Peaucelle
Bok Fransk 1994
Efficient fitted portfolios
C Gourieroux, F. Jouneau
Bok Engelsk 1994
Estimation of the term structure from bond data
C. Gourieroux
Bok Engelsk 1994
Indirect inference for stochastic differential equations
C. Gourieroux, A. Monfort
Bok Engelsk 1994
Unemployment insurance and mortgages
C. Gourieroux, O. Scaillet
Bok Engelsk 1994
Linear factor models and the term structure of interest rates
E. Clement, C. Gourieroux, A. Monfort
Bok Engelsk 1993
Reduced forms of rational expectations models
Laurence Broze, Christian Gouriéroux, Ari...
Bok Engelsk 1990