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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Core"
~subject:"Correlation"
~subject:"Zeitreihenanalyse"
~subject:"Ökonometrie"
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Search: subject_exact:"Estimation theory"
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Volatility
Core
Correlation
Zeitreihenanalyse
Ökonometrie
Estimation theory
155
Schätztheorie
155
Theorie
58
Theory
58
Robust statistics
37
Robustes Verfahren
37
Time series analysis
34
Regression analysis
24
Regressionsanalyse
24
VAR model
16
VAR-Modell
16
Estimation
15
Schätzung
15
Volatilität
14
Korrelation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Schock
8
Shock
8
Econometrics
7
Forecasting model
7
Identification
7
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
Multivariate Analyse
7
Multivariate analysis
7
Prognoseverfahren
7
Risikomanagement
7
Risk management
7
Portfolio selection
5
Portfolio-Management
5
Probability theory
5
Risikomaß
5
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5
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5
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30
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7
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48
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16
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38
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38
Graue Literatur
37
Non-commercial literature
37
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15
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8
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8
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2
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1
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1
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1
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Language
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English
62
French
2
Author
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Croux, Christophe
Gouriéroux, Christian
Phillips, Peter C. B.
123
Gao, Jiti
79
Koopman, Siem Jan
60
Linton, Oliver
52
Pesaran, M. Hashem
44
Teräsvirta, Timo
44
Johansen, Søren
43
Franses, Philip Hans
42
Lütkepohl, Helmut
41
Nielsen, Morten Ørregaard
39
Kapetanios, George
37
Li, Degui
35
Swanson, Norman R.
35
Diebold, Francis X.
32
Nelson, Daniel B.
32
Engle, Robert F.
31
Harvey, Andrew C.
31
Koop, Gary
31
Sibbertsen, Philipp
30
Lucas, André
28
Peng, Bin
28
Hafner, Christian M.
27
Härdle, Wolfgang
27
Stock, James H.
27
Watson, Mark W.
27
McAleer, Michael
26
Robinson, Peter M.
26
Sun, Yixiao
26
Fan, Jianqing
25
Taylor, Robert
25
Bauwens, Luc
24
Cavaliere, Giuseppe
24
Maravall Herrero, Agustín
24
Perron, Pierre
24
Dong, Chaohua
23
Kristensen, Dennis
23
Nielsen, Bent
23
Brännäs, Kurt
22
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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KBI
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail
7
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Journal of econometrics
3
Annals of economics and statistics
1
CORE discussion paper : DP
1
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1
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1
Discussion paper / Tinbergen Institute
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometric methods
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
L' Actualité économique : revue trimest.
1
Springer series in statistics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
Themes in modern econometrics
1
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ECONIS (ZBW)
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
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:
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
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
6
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
7
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
8
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:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
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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