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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Least squares method"
~subject:"Risk measure"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Estimation theory"
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Volatility
Least squares method
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Estimation theory
76
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76
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29
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29
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22
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Croux, Christophe
Gouriéroux, Christian
Gao, Jiti
36
Koopman, Siem Jan
33
Johansen, Søren
26
Nielsen, Morten Ørregaard
26
Phillips, Peter C. B.
26
Maravall Herrero, Agustín
21
Teräsvirta, Timo
21
Lütkepohl, Helmut
20
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19
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19
Franses, Philip Hans
18
Härdle, Wolfgang
18
Lucas, André
18
Linton, Oliver
17
Kapetanios, George
15
Swanson, Norman R.
15
Peng, Bin
14
Brännäs, Kurt
12
Koop, Gary
12
Spokojnyj, Vladimir G.
12
Berenguer-Rico, Vanessa
11
Cai, Zongwu
11
Hyndman, Rob J.
11
Li, Degui
11
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10
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10
Gómez, Víctor
10
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10
Ooms, Marius
10
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10
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9
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9
Cavaliere, Giuseppe
9
Dong, Chaohua
9
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9
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9
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ECONIS (ZBW)
32
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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
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
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
6
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:
7
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
9
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
10
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
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