Gouriéroux, C.; Monfort, A.; Renne, J.-P. Required capital for long-run risks. (English) Zbl 1517.91270 J. Econ. Dyn. Control 144, Article ID 104502, 20 p. (2022). MSC: 91G50 91B76 PDFBibTeX XMLCite \textit{C. Gouriéroux} et al., J. Econ. Dyn. Control 144, Article ID 104502, 20 p. (2022; Zbl 1517.91270) Full Text: DOI
Gouriéroux, Christian; Monfort, Alain; Mouabbi, Sarah; Renne, Jean-Paul Disastrous defaults. (English) Zbl 1519.91280 Rev. Finance 25, No. 6, 1727-1772 (2021). MSC: 91G45 91G40 91G20 PDFBibTeX XMLCite \textit{C. Gouriéroux} et al., Rev. Finance 25, No. 6, 1727--1772 (2021; Zbl 1519.91280) Full Text: DOI
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul Identification and estimation in non-fundamental structural VARMA models. (English) Zbl 07614882 Rev. Econ. Stud. 87, No. 4, 1915-1953 (2020). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Gouriéroux} et al., Rev. Econ. Stud. 87, No. 4, 1915--1953 (2020; Zbl 07614882) Full Text: DOI
Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul Statistical inference for independent component analysis: application to structural VAR models. (English) Zbl 1443.62262 J. Econom. 196, No. 1, 111-126 (2017). MSC: 62M10 62H25 94A12 62P20 PDFBibTeX XMLCite \textit{C. Gouriéroux} et al., J. Econom. 196, No. 1, 111--126 (2017; Zbl 1443.62262) Full Text: DOI Link
Gouriéroux, C.; Monfort, A.; Renne, J. P. Erratum to “Pricing default events: surprise, exogeneity and contagion”. (English) Zbl 1312.91090 J. Econom. 183, No. 2, 150 (2014). MSC: 91G40 91G20 62P05 PDFBibTeX XMLCite \textit{C. Gouriéroux} et al., J. Econom. 183, No. 2, 150 (2014; Zbl 1312.91090) Full Text: DOI
Gouriéroux, C.; Monfort, A.; Renne, J. P. Pricing default events: surprise, exogeneity and contagion. (English) Zbl 1311.91186 J. Econom. 182, No. 2, 397-411 (2014); erratum ibid. 183, No. 2, 150 (2014). MSC: 91G40 91G20 62P05 PDFBibTeX XMLCite \textit{C. Gouriéroux} et al., J. Econom. 182, No. 2, 397--411 (2014; Zbl 1311.91186) Full Text: DOI Link