| Financial econometrics: Problems, models, and methods C Gourieroux Princeton University Press, 2018 | 640 | 2018 |
| The Wishart autoregressive process of multivariate stochastic volatility C Gouriéroux, J Jasiak, R Sufana Journal of Econometrics 150 (2), 167-181, 2009 | 426 | 2009 |
| Autoregressive gamma processes C Gourieroux, J Jasiak Journal of forecasting 25 (2), 129-152, 2006 | 276 | 2006 |
| Stochastic volatility duration models E Ghysels, C Gourieroux, J Jasiak Journal of Econometrics 119 (2), 413-433, 2004 | 232 | 2004 |
| Persistence in intertrade durations J Jasiak Available at SSRN 162008, 1999 | 206 | 1999 |
| Finite sample limited information inference methods for structural equations and models with generated regressors JM Dufour, J Jasiak International Economic Review 42 (3), 815-844, 2001 | 171 | 2001 |
| Memory and infrequent breaks C Gourieroux, J Jasiak Economics Letters 70 (1), 29-41, 2001 | 168 | 2001 |
| Dynamic quantile models C Gouriéroux, J Jasiak Journal of econometrics 147 (1), 198-205, 2008 | 131 | 2008 |
| Structural Laplace transform and compound autoregressive models S Darolles, C Gourieroux, J Jasiak Journal of Time Series Analysis 27 (4), 477-503, 2006 | 125 | 2006 |
| The ordered qualitative model for credit rating transitions D Feng, C Gouriéroux, J Jasiak Journal of Empirical Finance 15 (1), 111-130, 2008 | 111 | 2008 |
| Heterogeneous INAR (1) model with application to car insurance C Gourieroux, J Jasiak Insurance: Mathematics and Economics 34 (2), 177-192, 2004 | 103 | 2004 |
| Multivariate Jacobi process with application to smooth transitions C Gourieroux, J Jasiak Journal of Econometrics 131 (1-2), 475-505, 2006 | 93 | 2006 |
| The econometrics of individual risk: credit, insurance, and marketing C Gourieroux, J Jasiak Princeton university press, 2015 | 77 | 2015 |
| Filtering, prediction and simulation methods for noncausal processes C Gourieroux, J Jasiak Journal of Time Series Analysis 37 (3), 405-430, 2016 | 75 | 2016 |
| Value at risk C Gourieroux, J Jasiak Handbook of financial econometrics: Tools and techniques, 553-615, 2010 | 61 | 2010 |
| L-performance with an application to hedge funds S Darolles, C Gouriéroux, J Jasiak Journal of Empirical Finance 16 (4), 671-685, 2009 | 61 | 2009 |
| Nonlinear Autocorrelograms: an Application to Inter‐Trade Durations C Gourieroux, J Jasiak Journal of Time Series Analysis 23 (2), 127-154, 2002 | 43 | 2002 |
| Nonlinear innovations and impulse responses with application to VaR sensitivity C Gourieroux, J Jasiak Annales d'Economie et de Statistique, 1-31, 2005 | 40 | 2005 |
| Dynamic factor models C Gourieroux, J Jasiak Econometric Reviews 20 (4), 385-424, 2001 | 34 | 2001 |
| Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation C Gourieroux, J Jasiak Journal of Econometrics 200 (1), 118-134, 2017 | 26 | 2017 |
