Concepedia

Elise Gourier

EG

Statistics

Publications

12

Citations

439

H-Index

11

Active since

2008

Affiliations

University of Zurich(Current)

Swiss Finance Institute

École Supérieure des Sciences Économiques et Commerciales

École Polytechnique Fédérale de Lausanne

Elise Gourier is an author at University of Zurich specializing in asset pricing, business, and finance.

Top concepts

FinanceBusinessAsset PricingStatisticsEmpirical FinanceFinancial EconomicsVolatility ModelingFinancial EngineeringCopulasEconomics

Publications per year

2008–2024

12

Publications

12

Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets

Chris Bardgett, Elise Gourier, Markus Leippold · Journal of Financial Economics · 2018 · 155 citations · Full text

Empirical Finance, Volatility Modeling, Financial Economics +10

Quadratic variance swap models

Damir Filipović, Elise Gourier, Loriano Mancini · Journal of Financial Economics · 2015 · 97 citations · Full text

Operational risk quantification using extreme value theory and copulas: from theory to practice

Elise Gourier, Donato Abbate, Walter Farkas · Zurich Open Repository and Archive (University of Zurich) · 2009 · 35 citations

Empirical Finance, Financial Risk Management, Risk Metric +20

Operational risk quantification using extreme value theory and copulas: from theory to practice

Elise Gourier, Walter Farkas, Donato Abbate · The Journal of Operational Risk · 2009 · 28 citations

Empirical Finance, Financial Risk Management, Risk Metric +18

Operational Risk Quantification Using Extreme Value Theory and Copulas: From Theory to Practice

Donato Abbate, Elise Gourier, Walter Farkas · SSRN Electronic Journal · 2008 · 23 citations · Full text

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