Christian Gouriéroux

According to our database, Christian Gouriéroux authored at least 8 papers between 2011 and 2017.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2017

Nonparametric estimation of a scalar diffusion model from discrete time data: a survey.

Christian Gouriéroux, Hung T. Nguyen, Songsak Sriboonchitta

Ann. Oper. Res., 2017

2015

Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates.

Andrew Hencic, Christian Gouriéroux

Proceedings of the Econometrics of Risk, 2015

The Dynamics of Hedge Fund Performance.

Serge Darolles, Christian Gouriéroux, Jérome Teiletche

Proceedings of the Econometrics of Risk, 2015

Performance fees and hedge fund return dynamics.

Serge Darolles, Christian Gouriéroux

Int. J. Approx. Reason., 2015

2014

The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II: The Loss Carry Forward Scheme.

Serge Darolles, Christian Gouriéroux

Proceedings of the Modeling Dependence in Econometrics, 2014

The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I: The HighWater Mark Scheme.

Serge Darolles, Christian Gouriéroux

Proceedings of the Modeling Dependence in Econometrics, 2014

2013

Granularity adjustment for risk measures: Systematic vs unsystematic risks.

Patrick Gagliardini, Christian Gouriéroux

Int. J. Approx. Reason., 2013

2011

l^q-regularization of the Kalman Filter for exogenous outlier removal: Application to hedge funds analysis.

Emmanuelle Jay, Patrick Duvaut, Serge Darolles, Christian Gouriéroux

Proceedings of the 4th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, 2011