Joann Jasiak: search on Z-Library

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1

Microstructure des marchés financiers / Financial Market Microstructure || Causality between Returns and Traded Volumes

Éric Ghysels, Christian Gouriéroux and Joann Jasiak

Journal:

Annales d'Économie et de Statistique

Year:

2000

Language:

english

File:

PDF, 1.59 MB

english, 2000

2

Stochastic volatility duration models

Eric Ghysels, Christian Gouriéroux, Joann Jasiak

Journal:

Journal of Econometrics

Year:

2004

Language:

english

File:

PDF, 332 KB

english, 2004

3

L-performance with an application to hedge funds

Serge Darolles, Christian Gourieroux, Joann Jasiak

Journal:

Journal of Empirical Finance

Year:

2009

Language:

english

File:

PDF, 545 KB

english, 2009

4

DYNAMIC FACTOR MODELS

Gourieroux, Christian, Jasiak, Joann

Journal:

Econometric Reviews

Year:

2001

Language:

english

File:

PDF, 558 KB

english, 2001

5

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 6. Durations

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 220 KB

english, 2011

6

Financial Econometrics (Problems, Models, and Methods) || 4. Simultaneity, Recursivity, and Causality Analysis

Gourieroux, Christian, Jasiak, Joann

Year:

2002

Language:

english

File:

PDF, 1.19 MB

english, 2002

7

Financial Econometrics (Problems, Models, and Methods) || 10. Dynamic Qualitative Processes

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.08 MB

2002

8

Financial Econometrics (Problems, Models, and Methods) || 15. Market Indexes

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 863 KB

2002

9

Financial Econometrics (Problems, Models, and Methods) || 7. Expectation and Present Value Models

Gourieroux, Christian, Jasiak, Joann

Year:

2002

Language:

english

File:

PDF, 1.09 MB

english, 2002

10

Autoregressive gamma processes

Christian Gourieroux, Joann Jasiak

Journal:

Journal of Forecasting

Year:

2006

Language:

english

File:

PDF, 287 KB

english, 2006

11

Multivariate Jacobi process with application to smooth transitions

Christian Gourieroux, Joann Jasiak

Journal:

Journal of Econometrics

Year:

2006

Language:

english

File:

PDF, 455 KB

english, 2006

12

Nonlinear Autocorrelograms: an Application to Inter-Trade Durations

CHRISTIAN GOURIÉROUX, JOANN JASIAK

Journal:

Journal of Time Series Analysis

Year:

2002

Language:

english

File:

PDF, 773 KB

english, 2002

13

State-space Models with Finite Dimensional Dependence

Christian Gourieroux, Joann Jasiak

Journal:

Journal of Time Series Analysis

Year:

2001

Language:

english

File:

PDF, 186 KB

english, 2001

14

First-Order Autoregressive Processes with Heterogeneous Persistence

Journal:

Journal of Time Series Analysis

Year:

2003

Language:

english

File:

PDF, 208 KB

english, 2003

15

Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors

Jean-Marie Dufour, Joann Jasiak

Journal:

International Economic Review

Year:

2001

Language:

english

File:

PDF, 193 KB

english, 2001

16

Structural Laplace Transform and Compound Autoregressive Models

Serge Darolles, Christian Gourieroux, Joann Jasiak

Journal:

Journal of Time Series Analysis

Year:

2006

Language:

english

File:

PDF, 217 KB

english, 2006

17

Memory and infrequent breaks

Christian Gourieroux, Joann Jasiak

Journal:

Economics Letters

Year:

2001

Language:

english

File:

PDF, 1.08 MB

english, 2001

18

Local Likelihood Density Estimation and Value-at-Risk

Gourieroux, Christian, Jasiak, Joann

Journal:

Journal of Probability and Statistics

Year:

2010

Language:

english

File:

PDF, 340 KB

english, 2010

19

The Tradability Premium on the S&P 500 Index

Gourieroux, Christian, Jasiak, Joann, Xu, Peng

Journal:

Journal of Financial Econometrics

Year:

2015

Language:

english

File:

PDF, 758 KB

english, 2015

20

Filtering, Prediction and Simulation Methods for Noncausal Processes

Gourieroux, Christian, Jasiak, Joann

Journal:

Journal of Time Series Analysis

Year:

2016

Language:

english

File:

PDF, 797 KB

english, 2016

21

Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors

Jean-Marie Dufour and Joann Jasiak

Journal:

International Economic Review

Year:

2001

Language:

english

File:

PDF, 800 KB

english, 2001

22

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 7. Endogenous Selection and Partial Observability

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 143 KB

english, 2011

23

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || Index

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 51 KB

english, 2011

24

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 3. Estimation

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 149 KB

english, 2011

25

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 1. Introduction

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 64 KB

english, 2011

26

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 8. Transition Models

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 152 KB

english, 2011

27

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || Preface

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 60 KB

english, 2011

28

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 2. Dichotomous Risk

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 142 KB

english, 2011

29

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 4. Score Performance

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 233 KB

english, 2011

30

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 5. Count Data Models

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 167 KB

english, 2011

31

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 11. Management of Credit Risk

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 218 KB

english, 2011

32

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 10. Serial Dependence in Longitudinal Data

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 239 KB

english, 2011

33

The Econometrics of Individual Risk (Credit, Insurance, and Marketing) || 9. Multiple Scores

Gourieroux, Christian, Jasiak, Joann

Year:

2011

Language:

english

File:

PDF, 192 KB

english, 2011

34

Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation

Gourieroux, Christian, Jasiak, Joann

Journal:

Journal of Econometrics

Year:

2017

Language:

english

File:

PDF, 555 KB

english, 2017

35

Misspecification of noncausal order in autoregressive processes

Gourieroux, Christian, Jasiak, Joann

Journal:

Journal of Econometrics

Year:

2018

Language:

english

File:

PDF, 566 KB

english, 2018

36

Robust Analysis of the Martingale Hypothesis

Gourieroux, Christian, Jasiak, Joann

Journal:

Econometrics and Statistics

Year:

2018

Language:

english

File:

PDF, 768 KB

english, 2018

37

L-Performance with an Application to Hedge Funds

Gourieroux, Christian, Jasiak, Joann, Darolles, Serge

Journal:

SSRN Electronic Journal

Year:

2008

Language:

english

File:

PDF, 282 KB

english, 2008

38

Non-Tradable S&P 500 Index and the Pricing of Its Traded Derivatives

Gourieroux, Christian, Jasiak, Joann, Xu, Peng

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 718 KB

english, 2013

39

The Ordered Qualitative Model for Credit Rating Transitions

Feng, Dingan, Gourieroux, Christian, Jasiak, Joann

Journal:

SSRN Electronic Journal

Year:

2003

Language:

english

File:

PDF, 319 KB

english, 2003

40

Financial Econometrics (Problems, Models, and Methods) || Contents

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 46 KB

2002

41

Financial Econometrics (Problems, Models, and Methods) || Frontmatter

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 74 KB

2002

42

Financial Econometrics (Problems, Models, and Methods) || 3. Multivariate Linear Models: VARMA Representation

Gourieroux, Christian, Jasiak, Joann

Year:

2002

Language:

english

File:

PDF, 1.17 MB

english, 2002

43

Financial Econometrics (Problems, Models, and Methods) || 9. Dynamic Factor Models

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.21 MB

2002

44

Financial Econometrics (Problems, Models, and Methods) || 8. Intertemporal Behavior and the Method of Moments

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.03 MB

2002

45

Financial Econometrics (Problems, Models, and Methods) || 13. Econometrics of Derivatives

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.59 MB

2002

46

Financial Econometrics (Problems, Models, and Methods) || 14. Dynamic Models for High-Frequency Data

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 2.80 MB

2002

47

Financial Econometrics (Problems, Models, and Methods) || 12. Estimation of Diffusion Models

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.31 MB

2002

48

Financial Econometrics (Problems, Models, and Methods) || 2. Univariate Linear Models: The AR(l) Process and Its Extensions

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.59 MB

2002

49

Financial Econometrics (Problems, Models, and Methods) || 3. Multivariate Linear Models: VARMA Representation

Gourieroux, Christian, Jasiak, Joann

Year:

2002

File:

PDF, 1.17 MB

2002

50

Financial Econometrics (Problems, Models, and Methods) || 16. Management of Extreme Risks

Gourieroux, Christian, Jasiak, Joann

Year:

2002

Language:

english

File:

PDF, 1.17 MB

english, 2002

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