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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Composite Likelihood"
~subject:"Nonparametric statistics"
~type_genre:"Graue Literatur"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Composite Likelihood
Nonparametric statistics
Estimation theory
76
Schätztheorie
76
Theorie
29
Theory
29
Robust statistics
22
Robustes Verfahren
22
Time series analysis
20
Zeitreihenanalyse
20
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13
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13
Volatilität
10
Estimation
8
Schätzung
8
VAR model
8
VAR-Modell
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Core
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Correlation
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Korrelation
5
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
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Nichtparametrisches Verfahren
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Forecasting model
4
Identification
4
Multivariate Analyse
4
Multivariate analysis
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Prognoseverfahren
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Risikomanagement
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Schock
4
Shock
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Econometrics
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Croux, Christophe
Gouriéroux, Christian
Linton, Oliver
45
Gao, Jiti
37
Härdle, Wolfgang
34
Chen, Xiaohong
28
Newey, Whitney K.
23
Hoderlein, Stefan
22
Otsu, Taisuke
21
Dette, Holger
20
Cai, Zongwu
19
Horowitz, Joel
18
Lewbel, Arthur
16
Mammen, Enno
14
Chernozhukov, Victor
13
Feng, Yuanhua
13
Reiß, Markus
13
Van Keilegom, Ingrid
13
Breunig, Christoph
12
Florens, Jean-Pierre
12
Neumeyer, Natalie
12
Phillips, Peter C. B.
12
Simar, Léopold
12
Hu, Yingyao
11
Ichimura, Hidehiko
11
Koopman, Siem Jan
11
Lee, Sokbae
11
Fang, Ying
10
Li, Degui
10
Racine, Jeffrey
10
Rothe, Christoph
10
Sibbertsen, Philipp
10
Berg, Gerard J. van den
9
Cattaneo, Matias D.
9
Escanciano, Juan Carlos
9
Gooijer, Jan G. de
9
Kristensen, Dennis
9
Krivobokova, Tatyana
9
Spokojnyj, Vladimir G.
9
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8
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8
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KBI
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
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5
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1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
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ECONIS (ZBW)
18
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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
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:
4
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
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
Saved in:
6
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:
7
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
8
Robustness versus efficiency for nonparametric correlation measureso
Croux, Christophe
;
Dehon, Catherine
-
2008
Persistent link: https://www.econbiz.de/10003976901
Saved in:
9
S-estimation for penalized regression splines
Tharmaratnam, K.
;
Claeskens, G.
;
Croux, Christophe
; …
-
2008
Persistent link: https://www.econbiz.de/10003977689
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:
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