Boeken van Christian Gourieroux
Christian Gourieroux
Joann Jasiak
The Econometrics of Individual Risk – Credit, Insurance, and Marketing
€ 71,23
Christian Gourieroux
Alain Monfort
Simulation-based Econometric Methods
€ 161,28
This book introduces a new generation of statistical econometrics. After linear models leading to analytical expressions for estimators, and non-linear models using numerical optimization algorithms, the availability of high- speed computing has enabled econometricians to consider econometric models without simple analytical expressions.
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Serge Darolles
Christian Gourieroux
Contagion Phenomena with Applications in Finance
€ 92,14
Much research into financial contagion and systematic risks has been motivated by the finding that cross-market correlations (resp. coexceedances) between asset returns increase significantly during crisis periods.
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Christian Gourieroux
Joann Jasiak
Financial Econometrics – Problems, Models, and Methods
€ 129,22
Christian Gourieroux
ARCH Models and Financial Applications
€ 120,99
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.
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Christian Gourieroux€ 71,23
Christian Gourieroux€ 161,28
Serge Darolles€ 92,14
Christian Gourieroux€ 129,22
Christian Gourieroux€ 120,99