| Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets C Bardgett, E Gourier, M Leippold http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2296826, 2013 | 192* | 2013 |
| Quadratic variance swap models D Filipović, E Gourier, L Mancini Journal of Financial Economics 119 (1), 44-68, 2016 | 120 | 2016 |
| Operational risk quantification using extreme value theory and copulas: from theory to practice D Abbate, E Gourier, W Farkas Journal of Operational Risk 3, 2009 | 87 | 2009 |
| Pricing of idiosyncratic equity and variance risks E Gourier Queen Mary University of London, School of Economics and Finance Working Papers, 2016 | 29 | 2016 |
| A two-factor cointegrated commodity price model with an application to spread option pricing W Farkas, E Gourier, R Huitema, C Necula Journal of Banking & Finance 77, 249-268, 2017 | 20 | 2017 |
| Valuation of Options on Discretely Sampled Variance: A General Analytic Approximation G Drimus, W Farkas, E Gourier http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1700151, 2015 | 13 | 2015 |
| Capital commitment E Gourier, L Phalippou, M Westerfield Centre for Economic Policy Research, 2022 | 11 | 2022 |
| How alternative are private markets? WN Goetzmann, E Gourier, L Phalippou Proceedings of Paris December 2019 Finance Meeting EUROFIDAI-ESSEC, 2018 | 7 | 2018 |
| A greenwashing index E Gourier, H Mathurin Available at SSRN 4715053, 2024 | 3 | 2024 |
| Online Appendix Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets C Bardgett, E Gourier, M Leippold | | 2018 |
| A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing C Necula, E Gourier, R Huitema, W Farkas Swiss Finance Institute Research Paper Series, 2016 | | 2016 |
| The Impact of Cointegration on Commodity Spread Options W Farkas, E Gourier, R Huitema, C Necula Innovations in Derivatives Markets: Fixed Income Modeling, Valuation …, 2016 | | 2016 |
| Libor Market Model: How to account for the Crisis? E Gourier Affine and Quadratic Models for Volatility and Interest Rates Markets, 127, 2013 | | 2013 |
| Affine and quadratic models for volatility and interest rates markets E Gourier University of Zurich, 2013 | | 2013 |
| Les aléas de l’évaluation des risques EW Farkas, E Gourier Le Temps SA, 2010 | | 2010 |
| Zukunft liegt in der Vergangenheit W Farkas, E Gourier Axel Springer Schweiz, 2009 | | 2009 |
| The Journal of Operational Risk Volume 4/Number 3, Fall 2009 E Gourier, W Farkas, D Abbate | | 2009 |
