20 research outputs found
Financial Networks and Contagion
- Author
- Ana Babus
- Antonio Cabrales
- Benjamin Golub
- C Cooper
- Christian S Gouri�roux
- Colin Cooper
- D W Diamond
- Daron Acemoglu
- Daron Acemoglu
- Douglas W Diamond
- Ethan Cohen-Cole
- Fedenia
- Fernando Alvarez
- Francesco Brioschi
- Francis X Diebold
- Franklin Allen
- Franklin Allen
- Franklin Allen
- Gabrielle Demange
- Helmut Elsinger
- Kenneth R French
- Larry Eisenberg
- Lawrence Blume
- Matthew Elliott
- Matthew O. Jackson
- Michael Gofman
- Monica Billio
- Pallavi Baral
- Paul Glasserman
- Prasanna Gai
- Prasanna Gai
- Robin Greenwood
- Rodrigo Cifuentes
- Rustam Ibragimov
- Sergei A Davydenko
- Tilman Dette
- Y Leitner
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2012
- Field of study
Stochastic Migration Models with Application to Corporate Risk
- Author
- A Bangia
- A De Servigny
- A Frey
- B Brady
- C Albanese
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- Christian Gourieroux
- D Duffie
- D Duffie
- D Feng
- D Lando
- D Lucas
- D Lucas
- Del Angel
- E Mcrae
- G Gupton
- H Joe
- J Berkson
- J Gordy
- J Gordy
- M Bardos
- P Gagliardini
- P Nickell
- P Schonbucher
- Patrick Gagliardini
- R Bahar
- R Frey
- R Jarrow
- R Merton
- S Foulcher
- T Amemiya
- T Anderson
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2004
- Field of study
Noncausal Count Processes
- Author
- B J�rgensen
- B Mccabe
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C H Weiss
- C H Weiss
- Christian Gouriéroux
- D Fakinos
- E Mckenzie
- E Mckenzie
- E Mckenzie
- E.-E A Aly
- F C Klebaner
- F G Foster
- F Steutel
- G Christoph
- G E Willmot
- H Joe
- H Zheng
- I J Pickands
- J Livsey
- K Br�nn�s
- M Al-Osh
- M Al-Osh
- M Lanne
- P Moran
- R K Freeland
- R Zhu
- S Cambanis
- S Darolles
- S Fries
- S Fries
- S Resnick
- S Schweer
- S Schweer
- S Schweer
- S Wheatley
- V Enciso-Mora
- Y Jia
- Y Lu
- Yang Lu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2019
- Field of study
A Flexible State-Space Model with Application to Stochastic Volatility
- Author
- A C Harvey
- A Norets
- A R Gallant
- A R Gallant
- A Sancetta
- B Feunou
- B K Beare
- C Fern�ndez
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C Varin
- C Varin
- C.-J Kim
- Christian Gourieroux
- D B Madan
- D D Creal
- D Duffie
- D Filipovi�cfilipovi�c
- D R Cox
- E Ghysels
- E Maskin
- E Ruiz
- E Seneta
- G Huberman
- G Kitagawa
- G Szeg
- H Joe
- L Bauwens
- M K Pitt
- R Beran
- S Chib
- S Darolles
- S J Koopman
- S Kim
- S L Heston
- S L Scott
- S T Jensen
- T Bollerslev
- T G Andersen
- W J Mccausland
- X Chen
- Y A�?ta�?t-Sahalia
- Y Chang
- Y Hu
- Y.-T Chen
- Yang Lu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Negative Binomial Autoregressive Process
- Author
- A Heinen
- A Latour
- B P Mccabe
- C Gouri�roux
- C Gouri�roux
- C Gouri�roux
- C W Chen
- Christian Gourieroux
- D Duffie
- D Vere-Jones
- E Gon�alves
- E Mckenzie
- E Mckenzie
- F W Steutel
- F Zhu
- F Zhu
- H Joe
- H Uhlig
- J Livsey
- K Brannas
- K Fokianos
- K Singleton
- M Al-Osh
- M Al-Osh
- M Risti�cristi�c
- P Doukhan
- R Blundell
- R C Jung
- R Ferland
- R Zhu
- S Darolles
- T H Rydberg
- U Bockenholt
- V Christou
- W Barreto-Souza
- W Feller
- X Pedeli
- X Pedeli
- Y Cui
- Yang Lu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2018
- Field of study
The Ordered Qualitative Model for Credit Rating Transitions
- Author
- A Bangia
- A De Servigny
- B Brady
- B Brady
- B Stevenson
- C Albanese
- C Albanese
- C Gouriroux
- C Gouri�roux
- C Gouri�roux
- Christian Gourieroux
- D Duffie
- D Lando
- D Li
- D Lucas
- Dingan Feng
- E Erturk
- F Yu
- G Gupton
- Joann Jasiak
- K Nagpal
- K Nagpal
- K Nagpal
- L Carty
- L Klaassen
- M Avellaneda
- M Kijima
- M Kijima
- P Gagliardini
- P Gagliardini
- P Nickell
- R Frey
- R Jarrow
- R Merton
- S Cheung
- S Das
- S Foulcher
- T Gollinger
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2003
- Field of study
Explosive Behavior in the 1990s Nasdaq: When did Exuberance Escalate Asset Values?
- Author
- A A Smith
- Alan Greenspan
- Alan Krueger
- Andrei N Borodin
- Banerjee
- Behzad Diba
- Behzad Diba
- Bradley Efron
- Christian Gouri�roux
- Christian Gouri�roux
- Donald Andrews
- E S Schwartz
- Eli Ofek
- George W Evans
- George W Evans
- George W Evans
- Gouri�roux
- J Cunado
- J G Mackinnon
- J R Ritter
- Jacques Olivier
- Jean Tirole
- Jean Tirole
- John Y Campbell
- John Y Campbell
- John Y Campbell
- John Y Campbell
- Jun Yu
- Keith Knight
- Kenneth Froot
- Kenneth West
- Kenneth West
- Lubo? P�stor
- Lubo? P�stor
- M G Kendall
- M H Quenouille
- M J Cooper
- M Lettau
- Mark F Schilling
- Markus K Brunnermeier
- Mehmet Caner
- O A Lamont
- Olivier J Blanchard
- Olivier J Blanchard
- Peter C B Phillips
- Peter C B Phillips
- Peter C B Phillips
- Peter C B Phillips
- Peter C B Phillips
- Peter C. B. Phillips
- R H Thaler
- Refet S Gurkaynak
- Robert Flood
- Robert Flood
- Robert Flood
- Robert Shiller
- Robert Shiller
- Robert Shiller
- S Hall
- Serena Ng
- Wayne Fuller
- Yangru Wu
- Yangru Wu
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2009
- Field of study
A Tale of Two Rigidities: Sticky Prices in a Sticky-Information Environment
- Author
- Andr�s
- Christian Gouri�roux
- Daniel Levy
- Edward S Knotek
- Edward S. Knotek
- George Tauchen
- Hashmat Khan
- James H Stock
- John B Taylor
- Jonathan L Willis
- Julio J Rotemberg
- Kiley
- Kiley
- Krusell
- Mark J Zbaracki
- Michael T Kiley
- Michael Woodford
- Mikhail Golosov
- N Mankiw
- Peter J Klenow
- Peter N Ireland
- Reis Mankiw
- Ricardo Reis
- Robert J Gordon
- Robert J Hodrick
- William L Goffe
- Zhu Khan
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2006
- Field of study
Hedge Fund Tail Risk: An Investigation in Stressed Markets, Extended Version with Appendix
- Author
- Andrea Buraschi
- Andrew Donald
- Andrew W Lo
- C Peter
- Carlo Acerbi
- Christian Gouri�roux
- Dirk Tasche
- G Winfried
- H Robert
- Harry Markowitz
- J Andrea
- J Stephen
- J Stephen
- James D Hamilton
- Jean-David Fermanian
- K H William
- K H William
- Koji Inuia
- Lorenzo Frattarolo
- Loriana Pelizzon
- Monica Billio
- Monica Billio
- Monica Billio
- Monica Billio
- Monica Billio
- Olivier Scaillet
- Philippe Artzner
- Philippe Jorion
- Rau-Bredow Hans
- T Christian
- Tobias Adrian
- V Viral
- Vijay S Bawa
- Vikas Agarwal
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2016
- Field of study
Nonlinear GARCH Models and Volatility Spillover
- Author
- A A Weiss
- A K Bera
- A R Pagan
- B Biermann
- C Gouri�roux
- Christian Schmitt
- D B Nelson
- D B Nelson
- G H Hardy
- G Maercker
- H L�tkepohl
- L Breiman
- L D�mbgen
- L R Glosten
- P Billingsley
- P Billingsley
- P Deb
- R F Engle
- R F Engle
- R F Engle
- R Saxinger
- S M Liu
- S R Searle
- T Amemiya
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T Bollerslev
- T S W Kaiser
- Uwe Wehrspohn
- W L Lin
- Y Hamao
- Publication venue
- 'Elsevier BV'
- Publication date
- 01/01/2005
- Field of study