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person:"Corsi, Fulvio"
subject:"Volatilität"
~person:"Ghysels, Eric"
~person:"Gouriéroux, Christian"
~subject:"Estimation theory"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Volatilität
Estimation theory
Schätztheorie
116
Theorie
60
Theory
60
Time series analysis
30
Zeitreihenanalyse
30
Volatility
17
Estimation
16
Schätzung
16
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10
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10
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9
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9
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8
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8
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Maximum likelihood estimation
5
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5
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5
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5
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105
French
11
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Corsi, Fulvio
Ghysels, Eric
Gouriéroux, Christian
Phillips, Peter C. B.
189
Härdle, Wolfgang
132
Linton, Oliver
122
Gao, Jiti
114
Pesaran, M. Hashem
114
Newey, Whitney K.
96
Chernozhukov, Victor
89
McAleer, Michael
89
Imbens, Guido
84
Andrews, Donald W. K.
79
Baltagi, Badi H.
76
Lütkepohl, Helmut
74
Kapetanios, George
68
Lee, Lung-fei
68
Dette, Holger
67
Simar, Léopold
67
Chen, Xiaohong
64
Li, Qi
63
Horowitz, Joel
62
Lechner, Michael
61
Robinson, Peter M.
61
Cai, Zongwu
60
Franses, Philip Hans
59
Nielsen, Morten Ørregaard
59
Sentana, Enrique
59
Wooldridge, Jeffrey M.
59
Johansen, Søren
55
White, Halbert
55
Swanson, Norman R.
54
Su, Liangjun
53
Magnus, Jan R.
52
Tsionas, Efthymios G.
52
Ullah, Aman
51
Bera, Anil K.
50
Koopman, Siem Jan
50
Lewbel, Arthur
50
Smith, Richard J.
49
Scaillet, Olivier
48
Zakoïan, Jean-Michel
48
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Série des documents de travail / Centre de Recherche en Économie et Statistique
28
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16
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14
Série des documents de travail
11
Econometric theory
7
Annales d'économie et de statistique
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
L' Actualité économique : revue trimest.
3
Annals of economics and statistics
2
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2
Cahier / Département de Sciences Économiques, Université de Montréal
2
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2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Discussion papers of interdisciplinary research project 373
2
International economic review
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econométrie non linéaire asymptotique
1
Global COE Hi-Stat discussion paper series
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of international money and finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Quaderni del Dipartimento di economia politica e statistica
1
Research paper series / Swiss Finance Institute
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Staff working paper / Bank of Canada
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The review of economic studies : RES
1
The review of economics and statistics
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ECONIS (ZBW)
116
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10013472828
Saved in:
3
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
4
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
5
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
6
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
7
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
8
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
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