Sökt på: Böcker av Christian Gourieroux
totalt 23 träffar
ARCH Models and Financial Applications
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. …
Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and …
Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and …
Reduced Forms of Rational Expectations Models
The Econometrics of Individual Risk
The individual risks faced by banks, insurers, and marketers are less well understood than aggregate risks such as market-price changes. But the risks incurred or carried by …
Contagion Phenomena with Applications in Finance
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase …
ARCH Models and Financial Applications
1.1 The DevelopmentofARCH Models Time series models have been initially introduced either for descriptive purposes like prediction and seasonal correction or for dynamic control. …
Time Series and Dynamic Models
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an …
Statistics and Econometric Models 2 volume set
This two-volume set aims to present as completely as possible the methods of statistical inference with special reference to their economic applications. The reader will find a …
Econometrics of Qualitative Dependent Variables
This textbook introduces students progressively to various aspects of qualitative models and assumes a knowledge of basic principles of statistics and econometrics. Inferring …
Granularity Theory with Applications to Finance and Insurance
The recent financial crisis has heightened the need for appropriate methodologies for managing and monitoring complex risks in financial markets. The measurement, management, and …