Pricing with Splines
Journal of Financial Econometrics,
2001
Christian Gourieroux and Alain Monfort
Dynamic Factor Models
Econometrics Review,
2001
Christian Gourieroux and Joann Jasiak
State Space Models with Finite Dimensional Dependence
Journal of Time Series Analysis,
2001
Christian Gourieroux and Joann Jasiak
Financial Econometrics
Princeton University Press, 2001
Christian Gourieroux and Joann Jasiak
Truncated Dynamics and Estimation of Diffusion Equations
Journal of Econometrics,
2001
Serge Darolles and Christian Gourieroux