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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
subject:"Estimation theory"
~isPartOf:"CREATES research paper"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~language:"eng"
~person:"Jasiak, Joann"
~subject:"Stochastic process"
~subject:"United States"
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Estimation theory
Stochastic process
United States
Schätztheorie
11
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7
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7
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3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
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2
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Jasiak, Joann
Gouriéroux, Christian
24
Robert, Christian P.
19
Zakoïan, Jean-Michel
16
Nielsen, Morten Ørregaard
15
Francq, Christian
13
Guégan, Dominique
11
Monfort, Alain
11
Teräsvirta, Timo
11
Johansen, Søren
10
Bertail, Patrice
9
Kristensen, Dennis
8
Comte, Fabienne
7
Cybakov, Aleksandr B.
7
Patilea, Valentin
7
Podolskij, Mark
7
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6
Fermanian, Jean-David
6
Gautier, Eric
6
Guerre, Emmanuel
6
Hristache, Marian
6
Jansson, Michael
6
Kruse, Robinson
6
Rousseau, Judith
6
Scaillet, Olivier
6
Berred, Alexandre M.
5
Christensen, Bent Jesper
5
Christensen, Kim
5
Delecroix, Michel
5
Hounyo, Ulrich
5
Philippe, Anne
5
Robin, Jean-Marc
5
Varneskov, Rasmus Tangsgaard
5
Andersen, Torben
4
Bellec, Pierre
4
Billio, Monica
4
Bosq, Denis
4
Broze, Laurence
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
CREATES research paper
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
6
Série des documents de travail
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of time series econometrics
1
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ECONIS (ZBW)
11
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1
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
2
Misspecification of causal and noncausal orders in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010443065
Saved in:
3
Filtering and prediction in noncausal processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010390217
Saved in:
4
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
8
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
9
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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