World's Best Scientists 2026 revealed!
Christian Gourieroux

Christian Gourieroux

Award Badge
Economics and Finance
France
2026

D-Index & Metrics

Economics and Finance

D-Index
62
Citations
18802
World Ranking
740
National Ranking
16

Mathematics

D-Index
62
Citations
18127
World Ranking
468
National Ranking
23

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in France Leader Award
  • 2025 - Research.com Economics and Finance in France Leader Award
  • 2024 - Research.com Economics and Finance in France Leader Award
  • 2023 - Research.com Economics and Finance in France Leader Award
  • 2022 - Research.com Economics and Finance in France Leader Award
  • 1986 - Fellows of the Econometric Society

Overview

Christian Gourieroux is affiliated with the Toulouse School of Economics in France. Their research spans the fields of economics, econometrics, and finance, with significant contributions to mathematics as well. They have produced a substantial body of work focusing on several subfields, including economics and econometrics, finance, statistics and probability, general economics, econometrics and finance, and modeling and simulation.

The scientist has addressed a variety of topics in their research, prominently including financial risk and volatility modeling, complex systems and time series analysis, monetary policy and economic impact, COVID-19 epidemiological studies, statistical methods and inference, market dynamics and volatility, and credit risk and financial regulations.

Christian Gourieroux has published in multiple venues, with frequent appearances in these journals and repositories:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Journal of Time Series Analysis
  • Journal of Econometrics
  • Journal of Forecasting

Among their recent papers are:

  • Forecast performance and bubble analysis in noncausal MAR(1, 1) processes, 2020, Journal of Forecasting
  • Stationary bubble equilibria in rational expectation models, 2020, Journal of Econometrics
  • SIR Model with Stochastic Transmission, 2020, SSRN Electronic Journal
  • Inference for Noisy Long Run Component Process, 2020, Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)
  • Disastrous Defaults, 2020, European Finance Review

Collaborative work has involved several frequent coauthors, including:

  • Joann Jasiak
  • Alain Monfort
  • Yang Lu
  • Antoine Djogbenou
  • Jean-Paul Renne

Christian Gourieroux was recognized as a Fellow of the Econometric Society in 1986. This award reflects their standing within the academic community.

Best Publications

  • PSEUDO MAXIMUM LIKELIHOOD METHODS: THEORY

    Christian Gourieroux;Alain Monfort;Alain Trognon

  • Simulation-based econometric methods

    Christian Gourieroux;Alain Monfort

  • Pseudo Maximum Likelihood Methods: Applications to Poisson Models

    Christian Gourieroux;Alain Monfort;Alain Trognon

  • Statistics and Econometric Models

    Christian Gourieroux;Alain Monfort

  • ARCH Models and Financial Applications

    Christian Gourieroux

  • Likelihood ration test, Wald test and Kuhn-Tucker test in linear-models with inequality constraints on the regression parameters Likelihood Ratio Test, Wald Test and Kuhn-Tucker Test in Linear Models with Inequality Constraints on the Regression Parameters

    Christian Gourieroux;Alberto Holly;Alain Monfort

  • Sensitivity Analysis of Values at Risk

    Christian Gourieroux;Jean-Paul Laurent;Olivier Scaillet

  • Statistics and econometric models

    Christian Gourieroux;Alain Monfort;Quang Vuong

  • The Wishart Autoregressive process of multivariate stochastic volatility

    C. Gourieroux;J. Jasiak;R. Sufana

  • Time series and dynamic models

    Christian Gourieroux;Alain Monfort;Giampiero Gallo

  • Testing for Evidence of Adverse Selection in the Automobile Insurance Market: A Comment

    Georges Dionne;Christian Gouriéroux;Charles Vanasse

  • Simulation-based inference: a survey with special reference to panel data models

    Christian Gourieroux;Alain Monfort

  • Econometrics of Qualitative Dependent Variables

    Christian Gourieroux

  • Mean‐Variance Hedging and Numéraire

    Christian Gourieroux;Jean Paul Laurent;Huyên Pham

  • Autoregressive gamma processes

    Christian Gourieroux;Joann Jasiak;Joann Jasiak

  • Qualitative threshold ARCH models

    Christian Gourieroux;Alain Monfort

  • Stochastic volatility duration models

    Eric Ghysels;Christian Gouriéroux;Joann Jasiak

  • Financial Econometrics: Problems, Models, and Methods

    Christian Gourieroux;Joann Jasiak

  • Intra-day market activity

    Christian Gouriéroux;Joanna Jasiak;Gaëlle Le Fol

  • Continuous Time Wishart Process for Stochastic Risk

    C. Gourieroux

  • Econometrics of Qualitative Dependent Variables

    Christian Gourieroux;Paul B. Klassen

Frequent Co-Authors

Alain Monfort
Alain Monfort École Nationale de la Statistique et de l'Administration Économique
Olivier Scaillet
Olivier Scaillet University of Geneva
Eric Renault
Eric Renault University of Warwick
Jean-Michel Zakoian
Jean-Michel Zakoian École Nationale de la Statistique et de l'Administration Économique
Jean-Jacques Laffont
Jean-Jacques Laffont University of Southern California
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill
Georges Dionne
Georges Dionne HEC Montréal
Peter Christoffersen
Peter Christoffersen University of Toronto
Sébastien Laurent
Sébastien Laurent Aix-Marseille University
Peter C. B. Phillips
Peter C. B. Phillips Yale University

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Exploring mathematics in the USA opens doors to various interdisciplinary fields and career opportunities. Many students complement their math studies with business skills by pursuing an mba programs that accept transfer credits. This flexibility allows smoother transitions and reduces time and costs for further education.

For those interested in data-driven careers, combining a mathematics background with advanced analytics knowledge is highly valuable. The best masters in data analytics programs offer specialized training that can lead to high-demand roles in technology, finance, and healthcare.

If time and accessibility are priorities, students may consider options among the easiest mba programs or specifically the easiest online mba programs. These pathways provide flexible and approachable options to earn advanced business degrees while leveraging foundational math skills.

Overall, combining mathematics with business, data analytics, or other applied fields can enhance career versatility and open doors to leadership roles in diverse industries.

Best Scientists Citing Christian Gourieroux

Trending Scientists