31
H index
70
i10 index
4559
Citations
University of Toronto | 31 H index 70 i10 index 4559 Citations RESEARCH PRODUCTION: 137 Articles 203 Papers 11 Books 4 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with christian s. gourieroux. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2021 | Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09. Full description at Econpapers || Download paper | |
2022 | Fractional integration and cointegration. (2022). Nielsen, Morten ; Haulde, Javier. In: CREATES Research Papers. RePEc:aah:create:2022-02. Full description at Econpapers || Download paper | |
2020 | Structural Estimation of a Gravity Model of Trade with the Constant-Difference-of-Elasticities Preferences. (2020). Yang, Anton C. In: 2020 Annual Meeting, July 26-28, Kansas City, Missouri. RePEc:ags:aaea20:304636. Full description at Econpapers || Download paper | |
2022 | Global Shipping Container Disruptions and U.S. Agricultural Exports. (2022). Zhuang, Xiting ; Steinbach, Sandro ; Carter, Colin A. In: Working Papers. RePEc:ags:iatrwp:320397. Full description at Econpapers || Download paper | |
2021 | COVID-19 Trade Actions in the Agricultural and Food Sector. (2021). Steinbach, Sandro ; Ahn, Soojung. In: Journal of Food Distribution Research. RePEc:ags:jlofdr:317780. Full description at Econpapers || Download paper | |
2020 | Wishart-Gamma mixtures for multiperil experience ratemaking, frequency-severity experience rating and micro-loss reserving. (2020). Lu, Yang ; Denuit, Michel. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020016. Full description at Econpapers || Download paper | |
2020 | Dynamic score driven independent component analysis. (2020). Hafner, Christian ; Herwartz, Helmut. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2020031. Full description at Econpapers || Download paper | |
2022 | Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091. Full description at Econpapers || Download paper | |
2021 | Pricing of debt and equity in a financial network with comonotonic endowments. (2018). Feinstein, Zachary ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1810.01372. Full description at Econpapers || Download paper | |
2020 | Time series models for realized covariance matrices based on the matrix-F distribution. (2019). Zhu, Ke ; Li, Wai Keung ; Jiang, Feiyu ; Zhou, Jiayuan. In: Papers. RePEc:arx:papers:1903.12077. Full description at Econpapers || Download paper | |
2020 | Subgeometrically ergodic autoregressions. (2019). Saikkonen, Pentti ; Meitz, Mika. In: Papers. RePEc:arx:papers:1904.07089. Full description at Econpapers || Download paper | |
2020 | Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations. (2019). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:1909.11794. Full description at Econpapers || Download paper | |
2020 | Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. (2019). Zhang, Yunbo ; Drapeau, Samuel . In: Papers. RePEc:arx:papers:1910.08344. Full description at Econpapers || Download paper | |
2020 | The Laplace transform of the integrated Volterra Wishart process. (2019). Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:1911.07719. Full description at Econpapers || Download paper | |
2021 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
2020 | Frequentist Shrinkage under Inequality Constraints. (2020). Bakhitov, Edvard. In: Papers. RePEc:arx:papers:2001.10586. Full description at Econpapers || Download paper | |
2020 | Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876. Full description at Econpapers || Download paper | |
2021 | Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04346. Full description at Econpapers || Download paper | |
2020 | The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models. (2020). Funovits, Bernd. In: Papers. RePEc:arx:papers:2002.04369. Full description at Econpapers || Download paper | |
2020 | Forecasting Realized Volatility Matrix With Copula-Based Models. (2020). Tao, Minjing ; Wang, Wenjing. In: Papers. RePEc:arx:papers:2002.08849. Full description at Econpapers || Download paper | |
2021 | Unit-root test within a threshold ARMA framework. (2020). Tong, Howell ; Goracci, Greta ; Giannerini, Simone ; Chan, Kung-Sik. In: Papers. RePEc:arx:papers:2002.09968. Full description at Econpapers || Download paper | |
2020 | Rationalizing Rational Expectations? Tests and Deviations. (2020). Maurel, Arnaud ; D'Haultfoeuille, Xavier ; Gaillac, Christophe. In: Papers. RePEc:arx:papers:2003.11537. Full description at Econpapers || Download paper | |
2020 | Microeconometrics with Partial Identification. (2020). Molinari, Francesca. In: Papers. RePEc:arx:papers:2004.11751. Full description at Econpapers || Download paper | |
2020 | A dynamic conditional approach to portfolio weights forecasting. (2020). Palandri, Alessandro ; Gallo, Giampiero M ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:2004.12400. Full description at Econpapers || Download paper | |
2021 | Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2006.01037. Full description at Econpapers || Download paper | |
2020 | Approximate Maximum Likelihood for Complex Structural Models. (2020). Frazier, David T ; Czellar, Veronika ; Renault, Eric. In: Papers. RePEc:arx:papers:2006.10245. Full description at Econpapers || Download paper | |
2020 | Optimal Hedging in Incomplete Markets. (2020). Hughston, Lane P ; Bouzianis, George. In: Papers. RePEc:arx:papers:2006.12989. Full description at Econpapers || Download paper | |
2021 | Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727. Full description at Econpapers || Download paper | |
2021 | The Spectral Approach to Linear Rational Expectations Models. (2020). Al-Sadoon, Majid. In: Papers. RePEc:arx:papers:2007.13804. Full description at Econpapers || Download paper | |
2020 | Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk. (2020). Kim, Young Shin. In: Papers. RePEc:arx:papers:2007.13972. Full description at Econpapers || Download paper | |
2022 | Optimal Network Compression. (2020). Feinstein, Zachary ; Amini, Hamed. In: Papers. RePEc:arx:papers:2008.08733. Full description at Econpapers || Download paper | |
2021 | The Efficiency Gap. (2020). Fissler, Tobias ; Dimitriadis, Timo ; Ziegel, Johanna F. In: Papers. RePEc:arx:papers:2010.14146. Full description at Econpapers || Download paper | |
2020 | Filtering the intensity of public concern from social media count data with jumps. (2020). , Carlo ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2012.13267. Full description at Econpapers || Download paper | |
2021 | COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422. Full description at Econpapers || Download paper | |
2021 | Identification at the Zero Lower Bound. (2021). Mavroeidis, Sophocles. In: Papers. RePEc:arx:papers:2103.12779. Full description at Econpapers || Download paper | |
2022 | A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters. (2021). Corsi, Fulvio ; Bormetti, Giacomo. In: Papers. RePEc:arx:papers:2107.05263. Full description at Econpapers || Download paper | |
2021 | MinP Score Tests with an Inequality Constrained Parameter Space. (2021). Yang, Yuhong ; Rahbek, Anders ; Lu, Zeng-Hua ; Cavaliere, Giuseppe. In: Papers. RePEc:arx:papers:2107.06089. Full description at Econpapers || Download paper | |
2021 | Arbitrage-free pricing of CVA for cross-currency swap with wrong-way risk under stochastic correlation modeling framework. (2021). Hari, Norbert ; Markus, Laszlo ; Kumar, Ashish. In: Papers. RePEc:arx:papers:2107.06349. Full description at Econpapers || Download paper | |
2022 | Time Series Estimation of the Dynamic Effects of Disaster-Type Shock. (2021). Ng, Serena ; Davis, Richard. In: Papers. RePEc:arx:papers:2107.06663. Full description at Econpapers || Download paper | |
2021 | Generalized Covariance Estimator. (2021). Jasiak, Joann ; Gourieroux, Christian. In: Papers. RePEc:arx:papers:2107.06979. Full description at Econpapers || Download paper | |
2021 | Composite Likelihood for Stochastic Migration Model with Unobserved Factor. (2021). Djogbenou, Antoine ; Gouri, Christian ; Bandehali, Maygol ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2109.09043. Full description at Econpapers || Download paper | |
2022 | Rating transitions forecasting: a filtering approach. (2021). Lelong, J'Erome ; Cousin, Areski ; Picard, Tom ; Norberg, Ragnar. In: Papers. RePEc:arx:papers:2109.10567. Full description at Econpapers || Download paper | |
2021 | Open Markets and Hybrid Jacobi Processes. (2021). Larsson, Martin ; Itkin, David. In: Papers. RePEc:arx:papers:2110.14046. Full description at Econpapers || Download paper | |
2022 | How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model. (2022). Zhang, Xiao Wei ; Yao, Jin ; Wang, Liao. In: Papers. RePEc:arx:papers:2201.01026. Full description at Econpapers || Download paper | |
2022 | Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models. (2022). Li, Junye ; Heng, Jeremy ; Fulop, Andras. In: Papers. RePEc:arx:papers:2201.01094. Full description at Econpapers || Download paper | |
2022 | High-Dimensional Sparse Multivariate Stochastic Volatility Models. (2022). Asai, Manabu ; Poignard, Benjamin. In: Papers. RePEc:arx:papers:2201.08584. Full description at Econpapers || Download paper | |
2022 | When do you Stop Supporting your Bankrupt Subsidiary?. (2022). Detering, Nils ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2201.12731. Full description at Econpapers || Download paper | |
2022 | Can LSTM outperform volatility-econometric models?. (2022). Rodikov, German ; Antulov-Fantulin, Nino. In: Papers. RePEc:arx:papers:2202.11581. Full description at Econpapers || Download paper | |
2022 | Indirect Inference for Nonlinear Panel Models with Fixed Effects. (2022). Chen, Shuowen. In: Papers. RePEc:arx:papers:2203.10683. Full description at Econpapers || Download paper | |
2020 | Energy costs and competitiveness in Europe. (2020). Mistretta, Alessandro ; FAIELLA, IVAN. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1259_20. Full description at Econpapers || Download paper | |
2021 | Volatility Bursts: A discrete-time option model with multiple volatility components. (2021). Lilla, Francesca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1336_21. Full description at Econpapers || Download paper | |
2020 | Securities cross-holding in the Colombian financial system: A topological approach. (2020). León, Carlos ; Miguelez, Javier ; Leon, Carlos. In: Borradores de Economia. RePEc:bdr:borrec:1134. Full description at Econpapers || Download paper | |
2020 | Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Working Papers. RePEc:bfi:wpaper:2020-69. Full description at Econpapers || Download paper | |
2021 | The Cognitive Load of Financing Constraints: Evidence from Large-Scale Wage Surveys. (2021). Lelarge, Claire ; Berson, Clémence ; Lardeux, Raphael. In: Working papers. RePEc:bfr:banfra:836. Full description at Econpapers || Download paper | |
2020 | Les retards de paiement des clients impactent-ils la probabilité de défaillance des entreprises ?. (2020). Gonzalez, Olivier ; Dietsch, Michel. In: Bulletin de la Banque de France. RePEc:bfr:bullbf:2020:227:08. Full description at Econpapers || Download paper | |
2020 | A Markovâ€Âswitching analysis of Nigerias business cycles: Are election cycles important?. (2020). Olakojo, Solomon. In: African Development Review. RePEc:bla:afrdev:v:32:y:2020:i:1:p:67-79. Full description at Econpapers || Download paper | |
2020 | SOCIAL INVESTMENT AND YOUTH LABOR MARKET PARTICIPATION. (2020). Giannetti, Caterina ; Ecchia, Giulio ; Gagliardi, Francesca. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:38:y:2020:i:2:p:343-358. Full description at Econpapers || Download paper | |
2022 | Data?driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?. (2022). Maxand, Simone ; Lange, Alexander ; Herwartz, Helmut. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:668-693. Full description at Econpapers || Download paper | |
2021 | Housing prices, volatility, and fundamental value. (2021). Tomat, Gian Maria. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:3:n:e12191. Full description at Econpapers || Download paper | |
2021 | Learning From Disagreement in the U.S. Treasury Bond Market. (2021). Singleton, Kenneth J ; Laursen, Kristoffer T ; Giacoletti, Marco. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:395-441. Full description at Econpapers || Download paper | |
2020 | Market Power and Patent Strategies: Evidence from Renaissance Venice. (2020). graziano, clara ; Galasso, Alberto ; Comino, Stefano. In: Journal of Industrial Economics. RePEc:bla:jindec:v:68:y:2020:i:2:p:226-269. Full description at Econpapers || Download paper | |
2021 | A dynamic factor model approach to incorporate Big Data in state space models for official statistics. (2021). Smeekes, Stephan ; Palm, Franz ; Schiavoni, Caterina ; van den Brakel, Jan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:1:p:324-353. Full description at Econpapers || Download paper | |
2021 | Filtering the intensity of public concern from social media count data with jumps. (2021). Santagiustina, Carlo ; Iacopini, Matteo. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:184:y:2021:i:4:p:1283-1302. Full description at Econpapers || Download paper | |
2022 | Assessing hail risk for property insurers with a dependent marked point process. (2022). Dickinson, Daniel ; Fung, Glenn M ; Shi, Peng. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:1:p:302-328. Full description at Econpapers || Download paper | |
2020 | Estimating the probability of default for noâ€Âdefault and lowâ€Âdefault portfolios. (2020). Blumke, Oliver. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:69:y:2020:i:1:p:89-107. Full description at Econpapers || Download paper | |
2020 | Asymmetric Information in Automobile Insurance: Evidence From Driving Behavior. (2020). Muermann, Alexander ; Kremslehner, Daniela ; Geyer, Alois . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:4:p:969-995. Full description at Econpapers || Download paper | |
2021 | Wishart?gamma random effects models with applications to nonlife insurance. (2021). Lu, Yang ; Denuit, Michel. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:88:y:2021:i:2:p:443-481. Full description at Econpapers || Download paper | |
2022 | Information asymmetry, ex ante moral hazard, and uninsurable risk in liability coverage: Evidence from Chinas automobile insurance market. (2022). Gao, Feng ; Deng, Yinglu ; Yao, YI ; Zheng, Hao. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:1:p:131-160. Full description at Econpapers || Download paper | |
2020 | Robust estimation of stationary continuousâ€Âtime arma models via indirect inference. (2020). Kimmig, Sebastian ; Fasenhartmann, Vicky. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:620-651. Full description at Econpapers || Download paper | |
2021 | Quasi?maximum likelihood estimation of conditional autoregressive Wishart models. (2021). Asai, Manabu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:3:p:271-294. Full description at Econpapers || Download paper | |
2021 | Indirect inference for time series using the empirical characteristic function and control variates. (2021). Kluppelberg, Claudia ; Do, Thiago ; Davis, Richard A. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:42:y:2021:i:5-6:p:653-684. Full description at Econpapers || Download paper | |
2022 | Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29. Full description at Econpapers || Download paper | |
2022 | On causal and non?causal cointegrated vector autoregressive time series. (2022). Swensen, Anders Rygh ; RyghSwensen, Anders. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:2:p:178-196. Full description at Econpapers || Download paper | |
2022 | The Laplace transform of the integrated Volterra Wishart process. (2022). Jaber, Eduardo Abi. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:309-348. Full description at Econpapers || Download paper | |
2020 | Mixed Causal–Noncausal Autoregressions: Bimodality Issues in Estimation and Unit Root Testing. (2020). Bec, Frédérique ; Saidi, Sarra ; Nielsen, Heino Bohn . In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:6:p:1413-1428. Full description at Econpapers || Download paper | |
2020 | Overeducation and overskilling in the early careers of PhD graduates: Does international migration reduce labour market mismatch?. (2020). Grassi, Emanuele ; Ghosh, Sucharita. In: Papers in Regional Science. RePEc:bla:presci:v:99:y:2020:i:4:p:915-944. Full description at Econpapers || Download paper | |
2021 | Conspicuous consumption and household indebtedness. (2021). Mori, Masaki ; Ok, Kwan. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:s2:p:557-586. Full description at Econpapers || Download paper | |
2021 | The distribution of city sizes in Turkey: A failure of Zipf’s law due to concavity. (2021). Cieślik, Andrzej ; Cielik, Andrzej ; Duran, Hasan Engin. In: Regional Science Policy & Practice. RePEc:bla:rgscpp:v:13:y:2021:i:5:p:1702-1719. Full description at Econpapers || Download paper | |
2020 | The relationships between vehicle characteristics and automobile accidents. (2020). Peng, Shengchang ; Li, Chushiu ; Wu, Weijin. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:23:y:2020:i:4:p:331-377. Full description at Econpapers || Download paper | |
2021 | Effects of Insurance Incentives on Road Safety: Evidence from a Natural Experiment in China. (2021). Dionne, Georges ; Liu, Ying. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:2:p:453-477. Full description at Econpapers || Download paper | |
2021 | Non?Gaussian geostatistical modeling using (skew) t processes. (2021). Morales-Oñate, VÃÂctor ; Morales-Onate, Victor ; Moralesoate, Victor ; Arellanovalle, Reinaldo B ; Caamaocarrillo, Christian ; Bevilacqua, Moreno. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:212-245. Full description at Econpapers || Download paper | |
2021 | The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67. Full description at Econpapers || Download paper | |
2021 | Determinants of foreign direct investment from Europe to Asia. (2021). Cieślik, Andrzej ; Cielik, Andrzej. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:6:p:1842-1858. Full description at Econpapers || Download paper | |
2021 | The importance of supply and demand for oil prices: evidence from non-Gaussianity. (2021). Braun, Robin. In: Bank of England working papers. RePEc:boe:boeewp:0957. Full description at Econpapers || Download paper | |
2021 | Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models. (2021). Blazsek, Szabolcs ; Alvaro, Escribano ; Adrian, Licht ; Szabolcs, Blazsek. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:53-66:n:3. Full description at Econpapers || Download paper | |
2020 | Causal relationships between inflation and inflation uncertainty. (2020). JAWADI, Fredj ; Barnett, William ; William, Barnett ; ZIED, FTITI . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4. Full description at Econpapers || Download paper | |
2021 | Selecting between causal and noncausal models with quantile autoregressions. (2021). Hecq, Alain ; Li, Sun. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:5:p:393-416:n:3. Full description at Econpapers || Download paper | |
2020 | Nonparametric Euler Equation Identi?cation and Estimation. (2020). Srisuma, S ; Linton, O ; Lewbel, A ; Hoderlein, S ; Escanciano, J C. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2064. Full description at Econpapers || Download paper | |
2020 | Rules vs. Discretion in Cap-and-Trade Programs: Evidence from the EU Emission Trading System. (2020). Edenhofer, Ottmar ; Friedrich, Marina ; Pahle, Michael ; Fries, Sebastien . In: CESifo Working Paper Series. RePEc:ces:ceswps:_8637. Full description at Econpapers || Download paper | |
2020 | Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2020_2023. Full description at Econpapers || Download paper | |
2021 | Moment tests of independent components. (2021). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2021_2102. Full description at Econpapers || Download paper | |
2020 | Unbundling Polarization. (2020). Trebbi, Francesco ; Kendall, Chad ; Canen, Nathan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14291. Full description at Econpapers || Download paper | |
2020 | A simple unit root test consistent against any stationary alternative. (2020). Guay, Alain ; Bec, Frdric. In: Working Papers. RePEc:crs:wpaper:2020-28. Full description at Econpapers || Download paper | |
2020 | Robust Identification of Investor Beliefs. (2020). Hansen, Peter G ; Chen, Xiaohong. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2236. Full description at Econpapers || Download paper | |
2021 | Endogenous Spatial Production Networks: Quantitative Implications for Trade & Productivity. (2021). Panigrahi, Piyush. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2314. Full description at Econpapers || Download paper | |
2021 | Innovation Performance and the Signal Effect: Evidence from a European Program. (2021). Levratto, Nadine ; Quignon, Aurelien. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-34. Full description at Econpapers || Download paper | |
2020 | Information and Communication Technology and Intra-Regional Trade in the Economic Community of West African States: Ambivalent or Complementary?. (2020). Nguenkwe, Ronie Bertrand ; Epo, Boniface Ngah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01114. Full description at Econpapers || Download paper | |
2020 | An Indirect Proof for the Asymptotic Properties of VARMA Model Estimators. (2020). Melard, Guy. In: Working Papers ECARES. RePEc:eca:wpaper:2013/304272. Full description at Econpapers || Download paper | |
2021 | Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence. (2021). Peters, Gareth W ; Dias, Fabio S. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:411:y:2021:i:c:s0096300321005737. Full description at Econpapers || Download paper | |
2020 | The construction of high-speed railway and urban innovation capacity: Based on the perspective of knowledge Spillover. (2020). Cai, Siyuan ; Wang, Jiating. In: China Economic Review. RePEc:eee:chieco:v:63:y:2020:i:c:s1043951x2030136x. Full description at Econpapers || Download paper | |
2020 | Institutional investors and post-ICO performance: an empirical analysis of investor returns in initial coin offerings (ICOs). (2020). Momtaz, Paul P ; Fisch, Christian. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920301231. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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1987 | Kullback Causality Measures In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 4 |
1987 | Une approche géométrique des processus ARMA In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
1988 | Agrégation de processus autorégressifs dordre 1 In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
1987 | Agrégation de processus autoregressifs dordre 1.(1987) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1990 | Hétérogénéité - 1. Etude des biais destimation dans le cas linéaire In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
1990 | Hétérogénéité - 2. Etude des biais de représentativité (sous lhypothèse dexogénéité faible) In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
1990 | Hétérogénéité et hasard dans les modèles de durée In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
1991 | Simulation Based Inference in Models with Heterogeneity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
1992 | Courbes de performances, de sélection et de discrimination In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
1993 | Tests sur le noyau, limage et le rang de la matrice des coefficients dun modéle linéaire multivarié In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
1995 | Linear Factor Models and the Term Structure of Interest Rates In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
1996 | Diffusion et effet de vague In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2000 | Causality between Returns and Traded Volumes In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 2 |
1998 | Causality Between Returns and Trated Volumes.(1998) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2000 | Intraday Transaction Price Dynamics In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 10 |
2005 | Nonlinear Innovations and Impulse Responses with Application to VaR Sensitivity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2006 | Pricing with Splines In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2002 | Pricing with Splines.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2006 | Migration Correlation: Estimation Method and Application to French Corporates Ratings In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2007 | Diffusion Processes with Polynomial Eigenfunctions In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2013 | Pitfalls in the Estimation of Continuous Time Interest Rate Models: The Case of the CIR Model In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2017 | Consistent Pseudo-Maximum Likelihood Estimators In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2016 | Consistent Pseudo-Maximum Likelihood Estimators.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Consistent Pseudo-Maximum Likelihood Estimators.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Aversions to Impatience, Uncertainty and Illiquidity In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2010 | Derivative Pricing With Wishart Multivariate Stochastic Volatility In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 38 |
2012 | A term structure model with level factor cannot be realistic and arbitrage free In: Working papers. [Full Text][Citation analysis] | paper | 0 |
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2012 | Bilateral Exposures and Systemic Solvency Risk. In: Working papers. [Full Text][Citation analysis] | paper | 37 |
2012 | Bilateral exposures and systemic solvency risk.(2012) In: Canadian Journal of Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
2013 | Pricing Default Events: Surprise, Exogeneity and Contagion. In: Working papers. [Full Text][Citation analysis] | paper | 8 |
2013 | Pricing Default Events : Surprise, Exogeneity and Contagion.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2014 | Pricing default events: Surprise, exogeneity and contagion.(2014) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2013 | Regime Switching and Bond Pricing. In: Working papers. [Full Text][Citation analysis] | paper | 4 |
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2014 | Regime Switching and Bond Pricing.(2014) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2017 | Local explosion modelling by non-causal process In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 9 |
2016 | Local Explosion Modelling by Noncausal Process.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2009 | Control and Out?of?Sample Validation of Dependent Risks In: Journal of Risk & Insurance. [Full Text][Citation analysis] | article | 0 |
2006 | Structural Laplace Transform and Compound Autoregressive Models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 28 |
2008 | Duration time?series models with proportional hazard In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
2002 | Duration Time Series Models with Proportional Hazard.(2002) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | On Uniqueness of Moving Average Representations of Heavy-tailed Stationary Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 3 |
2014 | On uniqueness of moving average representations of heavy-tailed stationary processes.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | Filtering, Prediction and Simulation Methods for Noncausal Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 18 |
1998 | Mean?Variance Hedging and Numéraire In: Mathematical Finance. [Full Text][Citation analysis] | article | 32 |
1996 | Mean-variance hedging and numeraire.(1996) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
2009 | Efficiency in Large Dynamic Panel Models with Common Factor In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
2010 | Efficiency in Large Dynamic Panel Models with Common Factor.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2014 | EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS.(2014) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2010 | Efficient Derivative Pricing By The Extended Method of Moments In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 33 |
2004 | Efficient Derivative Pricing by Extended Method of Moments.(2004) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2005 | Efficient Derivative Pricing by Extended Method of Moments.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2011 | Efficient Derivative Pricing by the Extended Method of Moments.(2011) In: Econometrica. [Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2005 | Efficient Derivative Pricing by Extended Method of Moments.(2005) In: University of St. Gallen Department of Economics working paper series 2005. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2010 | Microinformation, Nonlinear Filtering and Granularity In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 1 |
2010 | Microinformation, Nonlinear Filtering, and Granularity.(2010) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2014 | Are Behavioral Biases Stable Across Markets and Prevalent Across Individuals? Evidence from Individual Betting Choices In: Swiss Finance Institute Research Paper Series. [Full Text][Citation analysis] | paper | 0 |
1995 | Market Time and Asset Price Movements Theory and Estimation In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 22 |
1995 | Market Time and Asset Price Movements: Theory and Estimation..(1995) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
1995 | Market Time and Asset Price Movements: Theory and Estimation..(1995) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
1995 | Trading Patterns, Time Deformation and Stochastic Volatility in Foreign Exchange Markets In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 13 |
1996 | Kernel Autocorrelogram for Time Deformed Processes In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 1 |
1996 | Arbitrage Based Pricing When Volatility Is Stochastic In: CIRANO Working Papers. [Full Text][Citation analysis] | paper | 14 |
1996 | Arbitrage-Based Pricing when Volatility is Stochastic..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1996 | Arbitrage-Based Pricing when Volatility is Stochastic..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1991 | Computation of multipliers in multivariate rational expectations models. In: LIDAM Discussion Papers CORE. [Citation analysis] | paper | 2 |
1993 | Covariance Estimators and Adjusted Pseudo Maximum Likelihood Method In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 0 |
1999 | Bartlett identities tests In: LIDAM Discussion Papers CORE. [Full Text][Citation analysis] | paper | 8 |
1999 | Bartlett Identities Tests.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1999 | Bartlett Identities Tests.(1999) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
1995 | Solutions of multivariate rational expectations models In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 19 |
1995 | Solutions of multivariate Rational Expectations Models.(1995) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
1995 | Solutions of Multivariate Rational Expectations Models.(1995) In: ULB Institutional Repository. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
1998 | Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators In: LIDAM Reprints CORE. [Full Text][Citation analysis] | paper | 0 |
1998 | Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators.(1998) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
1981 | Pseudo maximum likelihood methods : theory In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 450 |
1984 | Pseudo Maximum Likelihood Methods: Theory..(1984) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 450 | article | |
1982 | Pseudo maximum lilelihood methods : applications to poisson models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 591 |
1984 | Pseudo Maximum Likelihood Methods: Applications to Poisson Models..(1984) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 591 | article | |
1982 | Some theoretical results for generalized ridge regression estimators In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
1984 | Some theoretical results for generalized ridge regression estimators.(1984) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
1982 | Asymptotic comparison of tests for non-nested hypotheses by bahadurs a.r.e In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1982 | Revision adaptative des anticipations et convergence vers les anticipations rationnelles In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1982 | Estimation and test in probit models with serial correlation In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
1983 | The agregation of commodities in quantity rationing models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 5 |
1985 | The Aggregation of Commodities in Quantity Rationing Models..(1985) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
1983 | Rational expectations models and bounded memory In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1985 | Rational Expectations Models and Bounded Memory..(1985) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
1983 | Modèles a anticipations rationnelles apprentissage par regression In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1983 | Direct test of the rational expectations hypothesis (with special attention to qualitative variables) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1984 | Learning procedure and convergence to rationality In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 37 |
1986 | Learning Procedures and Convergence to Rationality..(1986) In: Econometrica. [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | article | |
1984 | Solutions of dynamic linear rational expectations models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 14 |
1985 | Solutions of Dynamic Linear Rational Expectations Models.(1985) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
1984 | General approach of serial correlation (a). In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 35 |
1985 | A General Approach to Serial Correlation.(1985) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 35 | article | |
1985 | Simulated residuals In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 21 |
1987 | Simulated residuals.(1987) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
1985 | Testing unknown linear restrictions on parameter functions In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1985 | Vérification empirique de deux schémas danticipation adaptatif et rationnel In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1986 | Reduction and identification of simultaneous equations models with rational expectations In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1986 | Approche géométrique des processus arma (une) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1986 | Strong concentration ordering. In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1986 | Identification & consistent estimation of multi-variate linear models with rational expectations of current variables In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
1987 | Consistent m-estimators in a semi-parametric model In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1987 | Functional averages and statistical inference In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1987 | Contraintes linéaires mixtes In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1987 | Heterogeneity and hazard dominance in duration data models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 2 |
1987 | Court et long-terme dans les modèles de durée. In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1988 | Functional limit theorem for fractional processes (a). In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1988 | Hétérogénéité dans les modèles à représentation linéaire. In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
1988 | Hétérogénéité/i/cas linéaire (le) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1988 | Hétérogénéité/ii/etude de biais (sous lhypothèse dexogénéité faible) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1989 | Detecting a long run relationship (with an application to the p.p.p. hypothesis) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1990 | Sélection de clientèle et tarification de prêt bancaire In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1991 | Qualitative threshold arch models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 67 |
1992 | Qualitative threshold ARCH models.(1992) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | article | |
1991 | Two stages generalized moment method with applications to regressions with heteroscedasticity of unkwnown form In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1991 | Transitions in economy : price changes in russia in the twenties In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1991 | Modèles de durée et effets de génération In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1992 | Quantité de monnaie (la) : russie, les années 1918-1927 In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1993 | Modèles linéaires à facteurs et structure à terme des taux dintérêt In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1993 | Prévision de mesures de prix contingents In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1993 | Agrégation de dynamiques de prix et modèles à facteurs à coefficients stochastiques In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
1994 | Kernel m-estimators : non parametric diagnostics for structural models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1994 | Testing, encompassing and simulating dynamic econometric models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 18 |
1995 | Testing, Encompassing, and Simulating Dynamic Econometric Models.(1995) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
1994 | Multivariate distributions for limited dependent variable models In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1994 | Estimation of the term structure from bond data In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 1 |
1994 | Modèles économétriques : utilisation et interprétation (les) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1995 | Comparison of Kernel estimator based goodness of fit tests (a) In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1997 | Econometric specification of the risk neutral valuation model In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 5 |
1997 | Econometric Specification of the Risk Neutral Valuation Model.(1997) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2000 | Econometric specification of the risk neutral valuation model.(2000) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
1997 | Modes de négociation et caractéristiques de marché In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1997 | Composition des portefeuilles des ménages: une analyse scores sur données françaises In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1999 | Nonlinear innovations and impulse responses In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 9 |
1999 | Nonlinear Innovations and Impulse Response.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
1999 | Nonlinear persistence and copersistence In: CEPREMAP Working Papers (Couverture Orange). [Full Text][Citation analysis] | paper | 0 |
1999 | Nonlinear Persistence and Copersistence.(1999) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
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2000 | Sensitivity Analysis of Values at Risk In: Working Papers. [Full Text][Citation analysis] | paper | 118 |
2000 | Sensitivity Analysis of Values at Risk.(2000) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2000 | Sensitivity Analysis of Values at Risk.(2000) In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2000 | Sensitivity analysis of Values at Risk.(2000) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 118 | article | |
2000 | Sensitivity analysis of values at risk.(2000) In: THEMA Working Papers. [Citation analysis] This paper has another version. Agregated cites: 118 | paper | |
2000 | Kernel Based Nonlinear Canonical Analysis and Time Reversibility In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2004 | Kernel-based nonlinear canonical analysis and time reversibility.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2000 | Factor ARMA Representation of a Markov Process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2001 | Conditions for Optimality in Experimental Designs In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Compound Autoregressive Models In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2001 | Ajustement des prix bid et ask en présence dinformation privée In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2001 | Tails and Extremal Behaviour of Stochastic Unit Root Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2001 | Local Likelihood Density Estimation and Value at Risk In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2002 | Constrained Nonparametric Copulas In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2002 | Affine Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2002 | Equidependence in Qualitative and Duration Models with Application to Credit Risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2003 | Whishart Quadratic Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2004 | Derivative Pricing with Multivariate Stochastic Volatility : Application to Credit Risk In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2004 | The Wishart Autoregressive of Multivariate Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Stochastic Migration Models with Application to Corporate Risk In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2005 | International Money and Stock Market Contingent Claims In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2010 | International money and stock market contingent claims.(2010) In: Journal of International Money and Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2005 | A Classification of Two Factor Affine Diffusion Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2006 | A Classification of Two-Factor Affine Diffusion Term Structure Models.(2006) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2005 | Wishart Autoregressive Model for Stochastic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2006 | Efficient Portfolio Analysis Using Distortion Risk Measures In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2006 | A Degeneracy in the Analysis of Volatility and Covolatility Effects In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | (Non) consistency of the Beta Kernel Estimator for Recovery Rate Distribution In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
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2007 | Quadratic Stochastic Intensity and Prospective Mortality Tables In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2008 | Quadratic stochastic intensity and prospective mortality tables.(2008) In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2010 | Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
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2010 | An Analysis of the Ultra Long-Term Yields In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2011 | Allocating Systematic and Unsystematic Risks in a Regulatory Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2011 | Granularity Theory with Application to Finance and Insurance In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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2012 | Correlated Risks vs Contagion in Stochastic Transition Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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2012 | Robust Portfolio Allocation with Systematic Risk Contribution Restrictions In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2012 | Survival of Hedge Funds : Frailty vs Contagion In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2013 | Explosive Bubble Modelling by Noncausal Process In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
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2013 | Liquidation Equilibrium with Seniority and Hidden CDO In: Working Papers. [Full Text][Citation analysis] | paper | 13 |
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2013 | Love and Death : A Freund Model with Frailty In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
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2013 | Long Term Care and Longevity In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Funding Liquidity Risk from A Regulatory Perspective In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I : The High Water Mark Scheme In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Procyclité des Régulations des Marchés Financiers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Filtering and Prediction in Noncausal Processes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Misspecification of Causal and Noncausal Orders in Autoregressive Processes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Revisiting Identification and estimation in Structural VARMA Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Semi-Parametric Estimation of Noncausal Vector Autoregression In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Statistical Inference for Independent Component Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Robust Analysis of the Martingale Hypothesis In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Structural Dynamic Analysis of Systematic Risk In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Statistical Inference for Independent Component Analysis: Application to Structural VAR Models In: Working Papers. [Full Text][Citation analysis] | paper | 41 |
2017 | Statistical Inference for Independent Component Analysis: Application to Structural VAR Models.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | paper | |
2017 | Statistical inference for independent component analysis: Application to structural VAR models.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 41 | article | |
2016 | Stationary Bubble Equilibria in Rational Expectation Models In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2016 | Composite Indirect Inference with Application to Corporate Risks In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | A Flexible State-Space Model with Application to Stochastic Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Composite Indirect Inference with Application In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Identification and Estimation in Non-Fundamental Structural VARMA Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | Negative Binomial Autoregressive Process In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Negative Binomial Autoregressive Process.(2018) In: CEPN Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Negative Binomial Autoregressive Process.(2018) In: CEPN Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
1997 | The Informational Content of Household Decisions In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
1997 | Dynamiques tronquées et estimation de modèles de diffusion In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | The Portfolio Composition of Households : A Scoring Analysis from French Data In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Modèles de comptage semi-paramétriques In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Modèles de comptage semi-paramétriques.(1997) In: L'Actualité Economique. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
1997 | Truncated Dynamics and Estimation of DiffusionEquations In: Working Papers. [Full Text][Citation analysis] | paper | 11 |
2001 | Truncated dynamics and estimation of diffusion equations.(2001) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
1997 | An Econometric Analysis of Household Portfolio Allocation In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
1997 | Stochastic Volatility Duration Models In: Working Papers. [Full Text][Citation analysis] | paper | 73 |
2004 | Stochastic volatility duration models.(2004) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | article | |
1997 | Multiregime Term Structure Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1997 | Multiregime Term Structure Models.(1997) In: LIDAM Discussion Papers IRES. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1998 | Matching Procedures and Market Characteristics In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
1998 | Evidence of Adverse Selection in Automobile Insurance Markets In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
1998 | Evidence of adverse selection in automobile insurance markets.(1998) In: THEMA Working Papers. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1998 | Evidence of Adverse Selection in Automobile Insurance Markets.(1998) In: Ecole des Hautes Etudes Commerciales de Montreal-. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1998 | Evidence of Adverse Selection in Automobile Insurance Markets.(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.. [Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
1998 | Truncated Maximum Likelihood and Nonparametric Tail Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
1998 | The Econometrics of Efficient Frontiers In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Nonlinear Autocorrelograms : An Application to Intra-Trade Durations In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
1998 | Nonlinear Panel Data Models with Dynamic Heterogeneity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Kernel Based Nonlinear Canonical Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
1999 | Kernel Based Nonlinear Canonical Analysis..(1999) In: Toulouse - GREMAQ. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2001 | Kernel Based Nonlinear Canonical Analysis.(2001) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
1999 | Dynamic Factor Models In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2001 | DYNAMIC FACTOR MODELS.(2001) In: Econometric Reviews. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
1987 | vérfication empirique de la rationalité des anticipations de la demande par les entreprises In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] | paper | 1 |
2000 | Econometrics of Qualitative Dependent Variables In: Cambridge Books. [Citation analysis] | book | 67 |
2000 | Econometrics of Qualitative Dependent Variables.(2000) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 67 | book | |
1995 | Statistics and Econometric Models In: Cambridge Books. [Citation analysis] | book | 134 |
1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 134 | book | |
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1995 | Statistics and Econometric Models.(1995) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 134 | book | |
1997 | Time Series and Dynamic Models In: Cambridge Books. [Citation analysis] | book | 60 |
1997 | Time Series and Dynamic Models.(1997) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 60 | book | |
1985 | Solutions of Linear Rational Expectations Models In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
2006 | STOCHASTIC UNIT ROOT MODELS In: Econometric Theory. [Full Text][Citation analysis] | article | 13 |
1989 | A General Framework for Testing a Null Hypothesis in a “Mixed†Form In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
2006 | Indirect Inference for Dynamic Panel Models In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] | paper | 58 |
2010 | Indirect inference for dynamic panel models.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | article | |
1980 | Disequilibrium Econometrics in Simultaneous Equations Systems. In: Econometrica. [Full Text][Citation analysis] | article | 14 |
1980 | Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes. In: Econometrica. [Full Text][Citation analysis] | article | 58 |
1979 | Coherency Conditions In Simultaneous Linear Equation Models With Endogenous Switching Regimes.(1979) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 58 | paper | |
1980 | Sufficient Linear Structures: Econometric Applications. In: Econometrica. [Full Text][Citation analysis] | article | 8 |
1982 | Likelihood Ratio Test, Wald Test, and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters. In: Econometrica. [Full Text][Citation analysis] | article | 110 |
1982 | Rational Expectations in Dynamic Linear Models: Analysis of the Solutions. In: Econometrica. [Full Text][Citation analysis] | article | 42 |
1989 | Testing for Common Roots. In: Econometrica. [Full Text][Citation analysis] | article | 1 |
1998 | Instrumental Models and Indirect Encompassing In: Econometrica. [Citation analysis] | article | 6 |
2011 | Discrete time Wishart term structure models In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 11 |
1986 | Testing non-nested hypotheses In: Handbook of Econometrics. [Full Text][Citation analysis] | chapter | 7 |
1980 | On the backward-forward procedure In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2001 | Memory and infrequent breaks In: Economics Letters. [Full Text][Citation analysis] | article | 60 |
1979 | On the characterization of a joint probability distribution by conditional distributions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
2006 | Multivariate Jacobi process with application to smooth transitions In: Journal of Econometrics. [Full Text][Citation analysis] | article | 29 |
2007 | Econometric specification of stochastic discount factor models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 35 |
2007 | An efficient nonparametric estimator for models with nonlinear dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2008 | Dynamic quantile models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 43 |
2006 | DYNAMIC QUANTILE MODELS.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2009 | The Wishart Autoregressive process of multivariate stochastic volatility In: Journal of Econometrics. [Full Text][Citation analysis] | article | 135 |
2005 | The Wishart Autoregressive Process of Multivariate Stochastic Volatility.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 135 | paper | |
1981 | Kuhn-Tucker, likelihood ratio and Wald tests for nonlinear models with inequality constraints on the parameters In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
1981 | Asymptotic properties of the maximum likelihood estimator in dichotomous logit models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2015 | Pricing with finite dimensional dependence In: Journal of Econometrics. [Full Text][Citation analysis] | article | 5 |
2017 | Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation In: Journal of Econometrics. [Full Text][Citation analysis] | article | 7 |
2017 | Double instrumental variable estimation of interaction models with big data In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
2018 | Misspecification of noncausal order in autoregressive processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 4 |
1983 | Testing nested or non-nested hypotheses In: Journal of Econometrics. [Full Text][Citation analysis] | article | 20 |
1984 | Specification pre-test estimator In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
1987 | Generalised residuals In: Journal of Econometrics. [Full Text][Citation analysis] | article | 199 |
1993 | Simulation-based inference : A survey with special reference to panel data models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 129 |
1997 | Duration, transition and count data models Introduction In: Journal of Econometrics. [Full Text][Citation analysis] | article | 1 |
1997 | A count data model with unobserved heterogeneity In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
1997 | Rank tests for unit roots In: Journal of Econometrics. [Full Text][Citation analysis] | article | 42 |
1996 | Rank tests for unit roots.(1996) In: SFB 373 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 42 | paper | |
1986 | Direct test of the rational expectation hypothesis In: European Economic Review. [Full Text][Citation analysis] | article | 14 |
2005 | The econometrics of efficient portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 14 |
2008 | The ordered qualitative model for credit rating transitions In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 31 |
2006 | The Ordered Qualitative Model For Credit Rating Transitions.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | paper | |
2009 | L-performance with an application to hedge funds In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 12 |
2013 | Linear-price term structure models In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 2 |
1995 | Prepayment analysis for securitization In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
1999 | Econometrics of efficient fitted portfolios In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 7 |
1999 | Intra-day market activity In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 53 |
1997 | Unemployment insurance and mortgages In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 0 |
2004 | Heterogeneous INAR(1) model with application to car insurance In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 20 |
2005 | Migration correlation: Definition and efficient estimation In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2010 | Conditionally fitted Sharpe performance with an application to hedge fund rating In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 16 |
2012 | Granularity adjustment for default risk factor model with cohorts In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 2 |
2009 | Managing hedonic housing price indexes: The French experience In: Journal of Housing Economics. [Full Text][Citation analysis] | article | 9 |
2001 | Local Power Properties of Kernel Based Goodness of Fit Tests In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 6 |
1998 | The informational content of household decisions with applications to insurance under adverse selection In: THEMA Working Papers. [Citation analysis] | paper | 4 |
1998 | The Informational Content of Household Decisions with Applications to Insurance under Adverse Selection.(1998) In: Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.. [Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
1992 | Indirect Inference. In: Toulouse - GREMAQ. [Citation analysis] | paper | 524 |
1993 | Indirect Inference..(1993) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 524 | article | |
1996 | Actifs Financiers et Theorie de la Consommation. In: Toulouse - GREMAQ. [Citation analysis] | paper | 0 |
1996 | Actifs financiers et theorie de la consommation..(1996) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1996 | Actifs financiers et theorie de la consommation..(1996) In: Cahiers de recherche. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1996 | Calibrarion By Simulation for Small Sample Bias Correction. In: Toulouse - GREMAQ. [Citation analysis] | paper | 2 |
1980 | Tests of the Equilibrium vs. Disequilibrium Hypotheses: A Comment. In: International Economic Review. [Full Text][Citation analysis] | article | 0 |
2006 | Autoregressive gamma processes In: Journal of Forecasting. [Full Text][Citation analysis] | article | 67 |
2004 | Infrequent Extreme Risks In: The Geneva Papers on Risk and Insurance Theory. [Full Text][Citation analysis] | article | 1 |
2004 | Infrequent Extreme Risks.(2004) In: The Geneva Risk and Insurance Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2003 | Aversion Analysis In: Cahiers de recherche. [Full Text][Citation analysis] | paper | 4 |
2003 | Aversion Analysis.(2003) In: Cahiers de recherche. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2008 | Converting Tail-VaR to VaR: An Econometric Study In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2016 | The Tradability Premium on the S&P 500 Index In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2007 | Positivity Conditions for a Bivariate Autoregressive Volatility Specification In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
1981 | On the Problem of Missing Data in Linear Models In: Review of Economic Studies. [Full Text][Citation analysis] | article | 23 |
1997 | Simulation-based Econometric Methods In: OUP Catalogue. [Citation analysis] | book | 53 |
2017 | Pseudo-Maximum Likelihood and Lie Groups of Linear Transformations In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
1993 | Les transitions en économie. ; Les changements de prix en Russie dans les années vingt In: Économie et Prévision. [Full Text][Citation analysis] | article | 0 |
1995 | Des mathématiques financières àla finance quantitative : Évolution récente des modèles mathématiques utilisés par les financiers In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
2008 | Bon ou mauvais usage des notations In: Revue d'Économie Financière. [Full Text][Citation analysis] | article | 0 |
1998 | Effet des modes de négociation sur les échanges In: Revue Économique. [Full Text][Citation analysis] | article | 6 |
2007 | Introduction to The Econometrics of Individual Risk: Credit, Insurance, and Marketing In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 5 |
2015 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | The Econometrics of Individual Risk: Credit, Insurance, and Marketing In: Economics Books. [Citation analysis] | book | 1 |
2015 | Financial Regulations and Procyclicality In: Bankers, Markets & Investors. [Full Text][Citation analysis] | article | 0 |
1986 | Bulles spéculatives et transmission d’information sur le marché d’un bien stockable In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
1986 | Bulles spéculatives et transmission dinformation sur le marché dun bien stockable.(1986) In: ULB Institutional Repository. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1988 | Fonctions de production représentatives de fonctions àcomplémentarité stricte In: L'Actualité Economique. [Full Text][Citation analysis] | article | 2 |
1992 | Séries codépendantes : application àl’hypothèse de parité du pouvoir d’achat In: L'Actualité Economique. [Full Text][Citation analysis] | article | 11 |
1994 | Création d’actifs financiers et remboursements anticipés In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
1997 | D’une analyse de variabilités àun modèle d’investissement des firmes In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
2003 | Économétrie de la finance : l’exemple du risque de crédit In: L'Actualité Economique. [Full Text][Citation analysis] | article | 0 |
2017 | Nonparametric estimation of a scalar diffusion model from discrete time data: a survey In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2006 | Continuous Time Wishart Process for Stochastic Risk In: Econometric Reviews. [Full Text][Citation analysis] | article | 27 |
2013 | Granularity Adjustment for Efficient Portfolios In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2001 | Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment In: Journal of Political Economy. [Full Text][Citation analysis] | article | 108 |
1989 | Speculative Bubbles and Exchange of Information on the Market of a Storable Good In: ULB Institutional Repository. [Citation analysis] | paper | 2 |
1990 | Reduced Forms of Rational Expectations Models In: ULB Institutional Repository. [Full Text][Citation analysis] | paper | 12 |
1997 | Econométrie de la Finance: approches historiques In: ULB Institutional Repository. [Citation analysis] | paper | 5 |
2013 | ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 6 |
2008 | CAR AND AFFINE PROCESSES In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
1998 | Truncated maximum likelihood, goodness of fit tests and tail analysis In: SFB 373 Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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