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person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gouriéroux, Christian"
~person:"Lewbel, Arthur"
~person:"Ullah, Aman"
~subject:"Core"
~subject:"Nichtparametrisches Verfahren"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Nichtparametrisches Verfahren
Estimation theory
26
Schätztheorie
26
Theorie
16
Theory
16
Time series analysis
6
Zeitreihenanalyse
6
Nonparametric statistics
4
Risikomaß
3
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3
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3
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2
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2
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1
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9
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9
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4
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4
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English
10
Author
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Croux, Christophe
Gouriéroux, Christian
Lewbel, Arthur
Ullah, Aman
Jasiak, Joann
6
Monfort, Alain
3
Coudin, Elise
2
Dufour, Jean-Marie
2
Fermanian, Jean-David
2
Gautier, Eric
2
Lardjane, Salim
2
Patilea, Valentin
2
Arbel, Julyan
1
Auray, Stéphane
1
Berg, Gerard J. van den
1
Bertail, Patrice
1
Bertholon, Henri
1
Butucea, Cristina
1
Darolles, Serge
1
Davezies, Laurent
1
Delecroix, Michel
1
Ferracci, Marc
1
Gagliardini, Patrick
1
Gayraud, Ghislaine
1
Ghysels, Eric
1
Hristache, Marian
1
Jolivet, Grégory
1
Joutard, Cyrille
1
Kappus, Johanna
1
Kitamura, Yuichi
1
Klutchnikoff, Nicolas
1
Laurent, Jean-Paul
1
Lavergne, Pascal
1
Le Barbanchon, Thomas
1
Le Pennec, Erwan
1
Mabon, Gwennae͏̈lle
1
Pegoraro, Fulvio
1
Rosenbaum, Mathieu
1
Rousseau, Judith
1
Rouvière, Laurent
1
Salanié, Bernard
1
Scaillet, Olivier
1
Sufana, Razvan
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Boston College working papers in economics
11
Journal of econometrics
11
KBI
6
Econometric theory
3
Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Cambridge working papers in economics
2
Cambridge-INET working papers
2
Econometric reviews
2
Handbook of applied econometrics and statistical inference
2
Quantitative economics : QE ; journal of the Econometric Society
2
Série des documents de travail
2
Discussion paper
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Handbook of empirical economics and finance
1
Journal of econometric methods
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of risk and financial management : JRFM
1
Nonparametric econometric methods
1
Studies in Empirical Economics
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 Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The review of economic studies : RES
1
Topics in identification, limited dependent variables, partial observability, experimentation, and flexible modelling ; Part B
1
Working papers / Department of Economics, The Johns Hopkins University
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ECONIS (ZBW)
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1
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
2
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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