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Christian Gouriéroux
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2010 – 2019
- 2017
- [j3]Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta:
Nonparametric estimation of a scalar diffusion model from discrete time data: a survey. Ann. Oper. Res. 256(2): 203-219 (2017) - 2015
- [j2]Serge Darolles, Christian Gouriéroux:
Performance fees and hedge fund return dynamics. Int. J. Approx. Reason. 65: 45-58 (2015) - [p2]Andrew Hencic, Christian Gouriéroux:
Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates. Econometrics of Risk 2015: 17-40 - [p1]Serge Darolles, Christian Gouriéroux, Jérome Teiletche:
The Dynamics of Hedge Fund Performance. Econometrics of Risk 2015: 85-113 - 2014
- [c3]Serge Darolles, Christian Gouriéroux:
The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme. TES 2014: 23-45 - [c2]Serge Darolles, Christian Gouriéroux:
The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme. TES 2014: 47-62 - 2013
- [j1]Patrick Gagliardini, Christian Gouriéroux:
Granularity adjustment for risk measures: Systematic vs unsystematic risks. Int. J. Approx. Reason. 54(6): 717-747 (2013) - 2011
- [c1]Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Christian Gouriéroux:
lq-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis. CAMSAP 2011: 29-32
Coauthor Index
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