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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Série des documents de travail"
~person:"El Kolei, Salima"
~person:"Gouriéroux, Christian"
~subject:"Core"
~subject:"Estimation"
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Volatility
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Croux, Christophe
El Kolei, Salima
Gouriéroux, Christian
Monfort, Alain
3
Renne, Jean-Paul
2
Aeberhardt, Romain
1
Chesneau, Christophe
1
Givord, Pauline
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Klopp, Olga
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Lu, Yang
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Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
KBI
7
Journal of econometrics
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
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Journal of banking & finance
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L' Actualité économique : revue trimest.
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
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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
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2
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:
3
Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
Chesneau, Christophe
;
El Kolei, Salima
;
Navarro, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012200019
Saved in:
4
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
5
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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