VIAF

Virtual International Authority File

Search

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

Gourieroux, Christian Wikipedia (en) National and University Library in Zagreb

VIAF ID: 17223456 (Personal)

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

ISNI-test: 0000  0001  0874  4088 

Open Section Close Section Preferred Forms

 

 

 

 

Open Section Close Section 4xx's: Alternate Name Forms (4)

Open Section Close SectionWorks

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
Analyse des queues de distribution et des valeurs extrêmes en finance applications aux séries financières haute fréquence 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 the Netherlands-test Library of Congress/NACO xR Extended Titles-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
Continuous time Wishart process for stochastic risk Library and Archives Canada
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
Domain restrictions on interest rates implied by no arbitrage Library and Archives Canada
The econometrics of individual risk : credit, insurance, and marketing NUKAT Center of Warsaw University Library National Library of the Netherlands-test Sudoc [ABES], France National Library of France Library of Congress/NACO
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
ECONOMETRIE DES MODELES DE DUREE ET APPLICATIONS AUX TRANSITIONS SUR LE MARCHE DU TRAVAIL Sudoc [ABES], France
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 NUKAT Center of Warsaw University Library National Library of the Netherlands-test 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
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 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
Processus fractionnaires Sudoc [ABES], France
Qualitative threshold arch models 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 National Library of France Library and Archives Canada Library of Congress/NACO
Sélection de clientèle et tarification de prêt bancaire Sudoc [ABES], France
Series temporelles et modeles dynamiques Library of Congress/NACO xR Extended Titles-test Sudoc [ABES], France National Library of France
Simulation-based econometric methods NUKAT Center of Warsaw University Library National Library of the Netherlands-test 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-test Library of Congress/NACO xR Extended Titles-test Sudoc [ABES], France National Library of France
Stochastic migration models with application to corporate risk Library and Archives Canada
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 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-test Sudoc [ABES], France Library of Congress/NACO Library and Archives Canada
Titrisation et remboursements anticipés / Antoine Frachot, Christian Gourieroux, 1995 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

Open Section Close Section Selected Co-authors

Open Section Close Section Countries of Publication (8)

Open Section Close Section Publication Statistics

Open Section Close Section Selected Publishers (10)

Open Section Close Section About

Open Section Close Section History of VIAF ID:17223456 (27)