Christian Gourieroux

Christian Gourieroux is an econometrician who holds a Doctor of Philosophy in Mathematics from the University of Rouen. He has the Professor exceptional level title from France. Mr. Gourieroux spends six months from every year teaching at the University of Toronto, and the other half of his year teaching at the Center of Research in Economics and Statistics in France, at the University of Paris and the "Paris Graduate School of Economics, Statistics and Finance" (ENSAE Paris Tech).

Professor Gourieroux has published in journals worldwide, and was a recipient of the Koopmans Prize (with two fellow partners) for their project, "General Approach to Serial Correlation" in 1985-1987. He was also awarded the Silver Medal of the Conseil National de Recherche Scientifique by the French Ministry of Research.

Works

Professor Gourieroux has written 17 books and over 160 articles (as of 2002).

Books

• Financial Econometrics: Problems, Models, and Methods
• Simulation-Based Econometric Methods (Oup/Core Lecture Series)
• Statistics and Econometric Models (Themes in Modern Econometrics)
• Time Series and Dynamic Models (Themes in Modern Econometrics)
• Statistique de l'assurance (Collection "Economie et statistiques avancées")
• ARCH Models and Financial Applications (Springer Series in Statistics)

Articles/Essays/Papers

• Nonlinear Autocorrelograms: An Application to Inter-Trade Durations
• Infrequent Extreme Risks
• Kernel-based nonlinear canonical analysis and time reversibility
• Heterogeneous INAR(1) model with application to car insurance
• Stochastic volatility duration models
• Memory and infrequent breaks
• Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment
• "Instrumental Models and Indirect Encompassing

References

• Christian S. Gourieroux: IDEAS File
• Global Investor Profile

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Name	Gourieroux, Christian
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