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

Christian Gourieroux 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
Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques Sudoc [ABES], France
Agregation de processus autoregressifs d'ordre 1 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 National Library of the Netherlands Library of Congress/NACO NUKAT Center of Warsaw University Library 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
Contraintes linéaires mixtes 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
econometrics of individual risk credit, insurance and marketing NUKAT Center of Warsaw University Library National Library of the Netherlands Sudoc [ABES], France National Library of France Library of Congress/NACO
Économétrie de la finance analyses historiques Sudoc [ABES], France National Library of France Library and Archives Canada Library of Congress/NACO
Econométrie des modèles de durée et applications aux transitions sur le marché du travail Sudoc [ABES], France
Econométrie des variables qualitatives National Library of the Netherlands National and University Library in Zagreb Library of Congress/NACO Sudoc [ABES], France NUKAT Center of Warsaw University Library xR Extended Titles 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 NUKAT Center of Warsaw University Library National Library of the Netherlands Sudoc [ABES], France National Library of France
Financial risks new developments in structured product & credit derivatives Sudoc [ABES], France National Library of France Library of Congress/NACO
A functional limit theorem for fractional processes 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
Méthodes économétriques, monnaie, cycles, prix fictifs Sudoc [ABES], France
Migration correlation : definition and efficient estimation Sudoc [ABES], France Library and Archives Canada
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 limited 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
Nonlinear innovations and impulse responses with application to VaR sensitivity Library and Archives Canada
Notions générales, estimation, prévisions, algorithmes Sudoc [ABES], France
The ordered qualitative model for credit rating transitions Library and Archives Canada
Persistance et copersistance non-linéaires 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 Sudoc [ABES], France Library of Congress/NACO
Risque de crédit une approche avancée Sudoc [ABES], France Library and Archives Canada National Library of France Library of Congress/NACO
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 Sudoc [ABES], France National Library of France
Simulation-based econometric methods NUKAT Center of Warsaw University Library National Library of the Netherlands Sudoc [ABES], France National Library of France Library of Congress/NACO
Spread term structure and default correlation Library and Archives Canada
Statistique de l'assurance Sudoc [ABES], France National Library of France Library of Congress/NACO
Statistique et modeles econometriques NUKAT Center of Warsaw University Library National Library of the Netherlands Library of Congress/NACO xR Extended Titles Sudoc [ABES], France National Library of France
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 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 Sudoc [ABES], France National Library of France Library of Congress/NACO
UNE THEORIE GENERALISEE DU CHOIX DE PORTEFEUILLE Sudoc [ABES], France
Time series and dynamic models NUKAT Center of Warsaw University Library National Library of the Netherlands Sudoc [ABES], France Library of Congress/NACO Library and Archives Canada
Titrisation et remboursements anticipés Sudoc [ABES], France National Library of France Library of Congress/NACO
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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