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Gourieroux, Christian
Libros de: Gourieroux, Christian
Mostrando 2 libros encontrados. (1 páginas).
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Financial Econometrics "Problems, Models, and Methods"
Gourieroux, Christian Jasiak, Joann
Princeton University Press (2023)
- EAN: 9780691242361
- Páginas: 520
- Fecha de edición: 2023
pvp.110,00 €
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Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods, together with structural and descriptive modeling, to address rigorous economic problems. Its development within the world of finance is ...
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Contagion Phenomena with Applications in Finance
Darolles, Serge Gourieroux, Christian
Elsevier Science Publishers (2015)
- EAN: 9781785480355
- Páginas: 166
- Fecha de edición: 2015
pvp.86,90 €
Sin Stock. Posibilidad entre 11 y 20 dias
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. Is this increase due to an exogenous shock ...
