//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
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"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
66
Theory
66
Estimation theory
16
Schätztheorie
16
Portfolio selection
9
Portfolio-Management
9
Zeitreihenanalyse
9
CAPM
8
Yield curve
8
Zinsstruktur
8
Derivat
6
Derivative
6
Volatility
5
Volatilität
5
Core
4
Risikoprämie
4
Risk premium
4
Statistical theory
4
Statistische Methodenlehre
4
Adverse Selektion
3
Adverse selection
3
Börsenkurs
3
Credit risk
3
Econometrics
3
Estimation
3
France
3
Frankreich
3
Kreditrisiko
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Risikomaß
3
Risk measure
3
Schätzung
3
Share price
3
Ökonometrie
3
Arbeitslosigkeit
2
Arbitrage
2
more ...
less ...
Type of publication
All
Book / Working Paper
9
Type of publication (narrower categories)
All
Arbeitspapier
9
Working Paper
9
Amtsdruckschrift
8
Government document
8
Graue Literatur
8
Non-commercial literature
8
Language
All
English
9
Author
All
Gouriéroux, Christian
Hyndman, Rob J.
26
Caporale, Guglielmo Maria
19
Gil-Alaña, Luis A.
17
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Guégan, Dominique
9
Martin, Gael M.
9
Pesaran, M. Hashem
9
Comte, Fabienne
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Forbes, Catherine Scipione
5
Francq, Christian
4
Jasiak, Joann
4
Lütkepohl, Helmut
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Plastun, Alex
4
Renault, Eric
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Timmermann, Allan
4
Zakoïan, Jean-Michel
4
Ben Taieb, Souhaib
3
Doukhan, Paul
3
Flaig, Gebhard
3
Florens, Jean-Pierre
3
Frazier, David T.
3
Guerre, Emmanuel
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
3
Pan, Guangming
3
Pick, Andreas
3
Zhang, Bo
3
more ...
less ...
Published in...
All
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
4
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Journal of econometrics
3
Annales d'économie et de statistique
2
Princeton series in finance
2
Annals of economics and statistics
1
Collection "Economie et statistiques avancées"
1
Journal de la Société de Statistique de Paris
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
Themes in modern econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
8
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
9
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->