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

Gourieroux, Christian National and University Library in Zagreb

Christian Gourieroux Wikidata

VIAF ID: 17223456 (Personal)

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

ISNI-test: 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
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 Library of Congress/NACO National Library of the Netherlands-test Sudoc [ABES], France National Library of France
Aversion analysis Library and Archives Canada
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
Court et long terme dans les modèles de durée Sudoc [ABES], France
A degeneracy in the analysis of volatility and covolatility effect Library and Archives Canada
Duration transition and count data models Sudoc [ABES], France
The econometrics of individual risk : credit, insurance, and marketing National Library of the Netherlands-test NUKAT Center of Warsaw University Library Sudoc [ABES], France Library of Congress/NACO National Library of France
Économétrie de la finance analyses historiques Library of Congress/NACO xR Extended Titles-test Sudoc [ABES], France National Library of France Library and Archives Canada
Econométrie des variables qualitatives National Library of the Netherlands-test National and University Library in Zagreb Library of Congress/NACO Sudoc [ABES], France NUKAT Center of Warsaw University Library xR Extended Titles-test National Library of France
Efficient portfolio analysis using distortion risk measures Library and Archives Canada
Estimation of a dynamic hedge National Library of France
Estimation of the term structure from bond data Sudoc [ABES], France
Evidence of adverse selection in automobile insurance markets Library and Archives Canada
Financial econometrics problems, models, and methods National Library of the Netherlands-test NUKAT Center of Warsaw University Library Sudoc [ABES], France National Library of France
Financial risks : new developments in structured product & credit derivatives Sudoc [ABES], France Library of Congress/NACO National Library of France
Functional averages and statistical inference Sudoc [ABES], France
Granularity theory with applications to finance and insurance Sudoc [ABES], France Library of Congress/NACO
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
MODELES AUTOREGRESSIFS A SEUIL DE SERIES CHRONOLOGIQUES Sudoc [ABES], France
Modèles de durée et effets de génération 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
Notions générales, estimation, prévisions, algorithmes Sudoc [ABES], France
Persistance et copersistance non-linéaires Sudoc [ABES], France
Prévision de mesures de prix contingents Sudoc [ABES], France
Processus fractionnaires Sudoc [ABES], France
Qualitative threshold arch models 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 National Library of the Netherlands-test Sudoc [ABES], France Library of Congress/NACO
Risque de crédit : une approche avancée Sudoc [ABES], France Library and Archives Canada Library of Congress/NACO National Library of France
Sélection de clientèle et tarification de prêt bancaire Sudoc [ABES], France
Series temporelles et modeles dynamiques NUKAT Center of Warsaw University Library Library of Congress/NACO xR Extended Titles-test Sudoc [ABES], France National Library of France
Simulation-based econometric methods National Library of the Netherlands-test Sudoc [ABES], France Library of Congress/NACO xR Extended Titles-test NUKAT Center of Warsaw University Library National Library of France
Spread term structure and default correlation Library and Archives Canada
Statistique de l'assurance Sudoc [ABES], France Library of Congress/NACO National Library of France
Statistique et modeles econometriques National Library of the Netherlands-test Sudoc [ABES], France Library of Congress/NACO xR Extended Titles-test NUKAT Center of Warsaw University Library National Library of France
Stress-Test Exercises and the Pricing of Very Long-Term Bonds Sudoc [ABES], France
Strong concentration ordering Sudoc [ABES], France
˜La œstructure par termes des taux de défauts et ratings Sudoc [ABES], France National Library of 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, 1981: Sudoc [ABES], France Library of Congress/NACO National Library of France
UNE THEORIE GENERALISEE DU CHOIX DE PORTEFEUILLE Sudoc [ABES], France
Time series and dynamic models National Library of the Netherlands-test NUKAT Center of Warsaw University Library Sudoc [ABES], France Library of Congress/NACO Library and Archives Canada
Titrisation et remboursements anticipés Sudoc [ABES], France Library of Congress/NACO National Library of 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

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