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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Série des documents de travail"
~person:"Gouriéroux, Christian"
~subject:"Core"
~subject:"Estimation"
~subject:"Pseudo Maximum Likelihood"
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Volatility
Core
Estimation
Pseudo Maximum Likelihood
Estimation theory
11
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Time series analysis
6
Zeitreihenanalyse
6
Identification
4
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3
Consistency
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Pseudo-Likelihood
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Croux, Christophe
Gouriéroux, Christian
Monfort, Alain
5
Renne, Jean-Paul
2
Aeberhardt, Romain
1
Chesneau, Christophe
1
El Kolei, Salima
1
Givord, Pauline
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Klopp, Olga
1
Lu, Yang
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Marbot, Claire
1
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1
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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
1
Journal of empirical finance
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L' Actualité économique : revue trimest.
1
L' économétrie appliquée
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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The review of economic studies : RES
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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
Saved in:
2
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
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:
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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
6
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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