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Gouriéroux, Christian, 1949- Swiss National Library National Library of France Library and Archives Canada National Library and Archives of Québec National Library of the Netherlands NUKAT Center of Warsaw University Library National Library of the Czech Republic Sudoc [ABES], France German National Library Library of Congress/NACO

Christian Gourieroux ISNI Wikidata

Gourieroux, Christian National and University Library in Zagreb

VIAF ID: 17223456 (Personal)

Permalink: http://viaf.org/viaf/17223456

ISNI: 0000  0001  0874  4088 

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Title Sources
Actifs financiers et théorie de la consommation National Library of France Library and Archives Canada
The Aggregation of commodities in quantity rationing models Sudoc [ABES], France
Analyse des queues de distribution et des valeurs extrêmes en finance applications aux séries financières haute fréquence Sudoc [ABES], France
Analyse et mesure du risque systémique Sudoc [ABES], France
Analysis and Measure of Systemic Risk. Sudoc [ABES], France
Analysis of order queues National Library of France
Une approche géométrique des processus Arma Sudoc [ABES], France
Arbitrage-based pricing when volatility is stochastic National Library of France Library and Archives Canada
ARCH models and financial applications NUKAT Center of Warsaw University Library National Library of France Sudoc [ABES], France Library of Congress/NACO National Library of the Netherlands
Autoregressive gamma processes Library and Archives Canada National Library and Archives of Québec
Aversion analysis Library and Archives Canada
Bivariate Survival Analysis with Latent Factors : Theory and Applications to Mortality and Long-Term Care. Sudoc [ABES], France
Calibration by simulation for small sample bias correction National Library of France
A comparison of kernel : estimator based goodness of fit tests Sudoc [ABES], France
Continuous time Wishart process for stochastic risk Library and Archives Canada National Library and Archives of Québec
Contraintes linéaires mixtes Sudoc [ABES], France
A degeneracy in the analysis of volatility and covolatility effect Library and Archives Canada National Library and Archives of Québec
Domain restrictions on interest rates implied by no arbitrage Library and Archives Canada National Library and Archives of Québec
Duration transition and count data models Sudoc [ABES], France
econometrics of individual risk credit, insurance and marketing NUKAT Center of Warsaw University Library Library of Congress/NACO National Library of France Sudoc [ABES], France National Library of the Netherlands
Économétrie de la finance analyses historiques Library of Congress/NACO National Library of France Sudoc [ABES], France Library and Archives Canada National Library and Archives of Québec
Econométrie des modèles de durée et applications aux transitions sur le marché du travail Sudoc [ABES], France
Econometrie des variables qualitatives National Library of France National and University Library in Zagreb National Library of the Netherlands NUKAT Center of Warsaw University Library Sudoc [ABES], France Library of Congress/NACO xR Extended Titles
Efficient portfolio analysis using distortion risk measures Library and Archives Canada National Library and Archives of Québec
Evidence of adverse selection in automobile insurance markets Library and Archives Canada
Financial econometrics problems, models, and methods NUKAT Center of Warsaw University Library National Library of France Sudoc [ABES], France National Library of the Netherlands
Financial risks new developments in structured product & credit derivatives Library of Congress/NACO National Library of France Sudoc [ABES], France
Functional averages and statistical inference Sudoc [ABES], France
A functional limit theorem for fractional processes Sudoc [ABES], France
Granularity theory with applications to finance and insurance NUKAT Center of Warsaw University Library Library of Congress/NACO Sudoc [ABES], France Swiss National Library
Hétérogénéïté. Sudoc [ABES], France
The informational content of household decisions with applications to insurance under adverse selection National Library of France Library and Archives Canada
Intra-day market activity National Library of France
Kernel autocorrelogram for time deformed processes National Library of France Library and Archives Canada
Kernel M-estimators : non parametric diagnostics for structural models Sudoc [ABES], France
Latent variable approach to modelling dependence of credit risks : application to French firms and implications for regulatory capital Library and Archives Canada
Market time and asset price movements : theory and estimation Library and Archives Canada
Mean-variance hedging and numeraire Sudoc [ABES], France
Méthodes économétriques, monnaie, cycles, prix fictifs Sudoc [ABES], France
Migration correlation : definition and efficient estimation Sudoc [ABES], France Library and Archives Canada
Modèles à variables dépendantes limites Sudoc [ABES], France
Modélisations des transformations économiques National Library of France
Modes de négociation et caractéristiques de marché Sudoc [ABES], France
Multivariate distributions for linited dependent variable models Sudoc [ABES], France
Non-nested hypotheses and instrumental models National Library of France
Nonlinear causality, with applications to liquidity and stochastic volatility Library and Archives Canada National Library and Archives of Québec
Nonlinear innovations and impulse responses with application to VaR sensitivity Library and Archives Canada National Library and Archives of Québec
Persistance et copersistance non-linéaires Sudoc [ABES], France
La quantité de monnaie : Russie, les anées 1918-1927 Sudoc [ABES], France
Rank tests for unit roots National Library of France
Rationalité des anticipations rationnelles, coûts fixes, structures de marche, petits échantillons Sudoc [ABES], France
Reduced forms of rational expectations models Library of Congress/NACO Sudoc [ABES], France National Library of the Netherlands
Risque de crédit : une approche avancée Library of Congress/NACO National Library of France Sudoc [ABES], France Library and Archives Canada National Library and Archives of Québec
Sélection de clientèle et tarification de prêt bancaire Sudoc [ABES], France
Series temporelles et modeles dynamiques xR Extended Titles National Library of France Sudoc [ABES], France Library of Congress/NACO
Simulation-based econometric methods NUKAT Center of Warsaw University Library Library of Congress/NACO National Library of France Sudoc [ABES], France National Library of the Netherlands
Statistique de l'assurance Library of Congress/NACO National Library of France Sudoc [ABES], France
Statistique et modèles économétriques. NUKAT Center of Warsaw University Library National Library of France Sudoc [ABES], France Library of Congress/NACO xR Extended Titles National Library of the Netherlands
Stress-Test Exercises and the Pricing of Very Long-Term Bonds Sudoc [ABES], France
Strong concentration ordering Sudoc [ABES], France
structure par termes des taux de défauts et ratings National Library of France Sudoc [ABES], France Library and Archives Canada
Testing, encompassing and simulating dynamic econometric models Sudoc [ABES], France
TESTS DE CAUSALITE DANS LES MODELES MACROECONOMETRIQUES DYNAMIQUES Sudoc [ABES], France
Tests de Résistance et Valorisation des Obligations de Très Long-Terme. Sudoc [ABES], France
Tests, régions de confiance, choix de modèles, théorie asymptotique Sudoc [ABES], France
Théorie des sondages Library of Congress/NACO National Library of France Sudoc [ABES], France
UNE THEORIE GENERALISEE DU CHOIX DE PORTEFEUILLE Sudoc [ABES], France
Time series and dynamic models NUKAT Center of Warsaw University Library Sudoc [ABES], France Library and Archives Canada National Library and Archives of Québec Library of Congress/NACO National Library of the Netherlands
Titrisation et remboursements anticipés Library of Congress/NACO National Library of France Sudoc [ABES], France
Trading patterns, time deformation and stochastic volatility in foreign exchange markets National Library of France Library and Archives Canada
Transitions in economy : price changes in Russia in the twenties Sudoc [ABES], France
Two stage generalized moment method with applications to regressions with heteroscedasticity of unknown form Sudoc [ABES], France
Utilisation d'information auxiliaire par calage sur fonction de repartition Sudoc [ABES], France
Valeurs propres des matrices de Toeplitz et matrices de covariance de processus Sudoc [ABES], France
Vérification empirique de deux schémas d'anticipation : adaptatif et rationnel Sudoc [ABES], France
Wishart quadratic term structure models Library and Archives Canada National Library and Archives of Québec

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