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isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
subject:"Time series analysis"
~isPartOf:"CESifo working papers"
~isPartOf:"Journal of macroeconomics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gouriéroux, Christian"
~subject:"Schätzung"
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Time series analysis
Schätzung
Theorie
66
Theory
66
Estimation theory
16
Schätztheorie
16
Portfolio selection
9
Portfolio-Management
9
Zeitreihenanalyse
9
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8
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Zinsstruktur
8
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6
Derivative
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Gouriéroux, Christian
Hyndman, Rob J.
29
Caporale, Guglielmo Maria
23
Gil-Alaña, Luis A.
18
Gao, Jiti
16
Pesaran, M. Hashem
16
Athanasopoulos, George
15
Snyder, Ralph D.
13
Martin, Gael M.
11
Guégan, Dominique
9
Comte, Fabienne
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
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5
Jasiak, Joann
5
Malley, James R.
5
Timmermann, Allan
5
Yotov, Yoto V.
5
Zakoïan, Jean-Michel
5
Born, Benjamin
4
Castelnuovo, Efrem
4
Chudik, Alexander
4
Egger, Peter
4
Filer, Randall Keith
4
Francq, Christian
4
Guerre, Emmanuel
4
Inder, Brett A.
4
Lahiri, Kajal
4
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4
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4
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4
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4
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4
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4
Plastun, Alex
4
Renault, Eric
4
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4
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4
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3
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Working paper / Department of Econometrics and Business Statistics, Monash University
CESifo working papers
Journal of macroeconomics
Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Annales d'économie et de statistique
3
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Journal of econometrics
3
Princeton series in finance
2
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1
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1
Journal de la Société de Statistique de Paris
1
Journal of banking & finance
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
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1
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ECONIS (ZBW)
11
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1
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
2
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
3
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
4
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001421278
Saved in:
5
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
6
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
7
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
8
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
9
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
10
Analysis of order queues
Gouriéroux, Christian
;
LeFol, Gaëlle
;
Meyer, B.
-
1996
Persistent link: https://www.econbiz.de/10000950820
Saved in:
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