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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"KBI"
~isPartOf:"Série des documents de travail"
~person:"Gouriéroux, Christian"
~person:"Li, Jia"
~person:"Liu, Zhi"
~subject:"Core"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Estimation theory
35
Schätztheorie
35
Robust statistics
14
Robustes Verfahren
14
Time series analysis
12
Zeitreihenanalyse
12
Regression analysis
10
Regressionsanalyse
10
Estimation
7
Schätzung
7
VAR model
6
VAR-Modell
6
Volatilität
6
Correlation
5
Korrelation
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Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Schock
4
Shock
4
Composite Likelihood
3
Consistency
3
Forecasting model
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Prognoseverfahren
3
Pseudo Maximum Likelihood
3
Sparse estimation
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Econometrics
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Impulse Response Functions
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Independent Component Analysis
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2
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Croux, Christophe
Gouriéroux, Christian
Li, Jia
Liu, Zhi
Boudt, Kris
2
Gather, Ursula
2
Gelper, Sarah
2
Schettlinger, Karen
2
Chesneau, Christophe
1
Cornelissen, Jonathan
1
El Kolei, Salima
1
Laurent, Sébastien
1
Lu, Yang
1
Monfort, Alain
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Zakoïan, Jean-Michel
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Série des documents de travail
Journal of econometrics
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Econometric theory
3
Chicago Booth Research Paper
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Cowles Foundation discussion paper
1
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1
Finance and stochastics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of the American Statistical Association : JASA
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The North American journal of economics and finance : a journal of financial economics studies
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The econometrics journal
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ECONIS (ZBW)
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1
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:
2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
Jump robust daily covariance estimation by disentangling variance and correlation components
Boudt, Kris
;
Cornelissen, Jonathan
;
Croux, Christophe
-
2010
Persistent link: https://www.econbiz.de/10008989131
Saved in:
4
Regression-based, regression-free and model-free approaches for robust online scale estimation
Schettlinger, Karen
;
Gelper, Sarah
;
Gather, Ursula
; …
-
2008
Persistent link: https://www.econbiz.de/10003977730
Saved in:
5
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
-
2008
Persistent link: https://www.econbiz.de/10003977900
Saved in:
6
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
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