//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~person:"Härdle, Wolfgang"
~subject:"VAR-Modell"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
VAR-Modell
Estimation theory
193
Schätztheorie
193
Theorie
85
Theory
85
Regression analysis
51
Regressionsanalyse
51
Nichtparametrisches Verfahren
39
Nonparametric statistics
39
Time series analysis
34
Zeitreihenanalyse
34
Robust statistics
26
Robustes Verfahren
26
Estimation
20
Schätzung
20
Volatilität
16
Multivariate Analyse
11
Multivariate analysis
11
VAR model
8
Bootstrap approach
7
Bootstrap-Verfahren
7
Deutschland
7
Germany
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Option pricing theory
7
Optionspreistheorie
7
Core
6
Correlation
6
Korrelation
6
Risikomaß
6
Risk measure
6
Stochastic process
6
Stochastischer Prozess
6
Forecasting model
5
Prognoseverfahren
5
Risiko
5
Risikomanagement
5
Risk
5
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
24
Type of publication (narrower categories)
All
Non-commercial literature
Working Paper
Graue Literatur
24
Arbeitspapier
23
Article in journal
13
Aufsatz in Zeitschrift
13
Amtsdruckschrift
1
Aufsatz im Buch
1
Book section
1
Government document
1
more ...
less ...
Language
All
English
24
Author
All
Croux, Christophe
Gouriéroux, Christian
Härdle, Wolfgang
Lütkepohl, Helmut
34
Kilian, Lutz
18
Staszewska-Bystrova, Anna
15
Winker, Peter
15
Inoue, Atsushi
11
Sentana, Enrique
11
Koopman, Siem Jan
10
Teräsvirta, Timo
10
Athanasopoulos, George
8
Vahid, Farshid
8
Benati, Luca
7
Chan, Joshua
7
Fiorentini, Gabriele
7
Monfort, Alain
7
Theodoridis, Konstantinos
7
Amengual, Dante
6
Andersen, Torben
6
Brandt, Michael W.
6
Koop, Gary
6
Linton, Oliver
6
Lucas, André
6
Spokojnyj, Vladimir G.
6
Bibinger, Markus
5
Binder, Michael
5
Bruns, Martin
5
Brüggemann, Ralf
5
Cai, Zongwu
5
Diebold, Francis X.
5
Guillén, Osmani Teixeira de Carvalho
5
Hafner, Christian M.
5
Huber, Florian
5
Issler, João Victor
5
Johansen, Søren
5
Kapetanios, George
5
Marcellino, Massimiliano
5
Pesaran, M. Hashem
5
Reiß, Markus
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
Published in...
All
KBI
7
Série des documents de travail
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Discussion papers of interdisciplinary research project 373
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
CORE discussion paper : DP
1
Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied 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
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
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
Multi-class vector autoregressive models for multi-store sales data
Wilms, I.
;
Barbaglia, L.
;
Croux, Christophe
-
2016
Persistent link: https://www.econbiz.de/10011658937
Saved in:
5
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:
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:
7
Real or nominal variables, does it matter for the impulse response?
Reusens, Peter
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011290632
Saved in:
8
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
Saved in:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->