Christian Gourieroux is a Each year teaches and researches it for one term at the University OF Toronto in Canada, the other spends it at the center OF Research in Economics and Statistics (CREST) in Paris in France.

Christian Gourieroux published world-wide in numerous technical periodicals. 1990 it was distinguished together with Alain Monfort and Alain Trogon with the Koopmans Prize for her work "general Approach ton of Serial Correlation".

Publications

Books

• Financial Econometrics: Problem, Models, and Methods
• Simulation Based Econometric Methods (Oup/core Lecture Series)
• Statistics and Econometric Models (Themes in decaying Econometrics)
• Time Series and dynamic Models (Themes in decaying Econometrics)
• Statistique de l'assurance (Collection "Economie statistiques et)
• ARCH Models and Financial Applications (Springer Series in Statistics)

Article

• Nonlinear Autocorrelograms: At Application ton intertrade Durations
• Infrequent of extremes Risks
• Kernel based nonlinear canonical analysis and time reversibility
• Heterogeneous INAR (1) model with application tons car insurance
• Stochastic volatility duration models
• MEMORY and infrequent BREAK
• Testing for Evidence OF Adverse Selection into the automobiles Insurance Market: A COMMENT
• Instrument valley Models and Indirect Encompassing

References

• Christian S. Gourieroux: IDEAS file
• Global investor of profiles

Articles in category "Christian Gourieroux"

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