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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Least squares method"
~subject:"Risk measure"
~type_genre:"Non-commercial literature"
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Volatility
Least squares method
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Estimation theory
76
Schätztheorie
76
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29
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29
Robust statistics
22
Robustes Verfahren
22
Time series analysis
20
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20
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Croux, Christophe
Gouriéroux, Christian
Koopman, Siem Jan
11
Härdle, Wolfgang
8
Lucas, André
8
Linton, Oliver
7
Nielsen, Bent
7
Wolf, Michael
7
Berenguer-Rico, Vanessa
6
Brandt, Michael W.
6
Spokojnyj, Vladimir G.
6
Teräsvirta, Timo
6
Bibinger, Markus
5
Cai, Zongwu
5
Diebold, Francis X.
5
Hafner, Christian M.
5
Reiß, Markus
5
Rodriguez, Gabriel
5
Romano, Joseph P.
5
Słoczyński, Tymon
5
Alizadeh, Sassan
4
Blasques, Francisco
4
Chan, Joshua
4
Christopeit, Norbert
4
Craig, Ben R.
4
Daníelsson, Jón
4
Daouia, Abdelaati
4
Dijk, Dick van
4
Gelper, Sarah
4
Huschens, Stefan
4
Jasiak, Joann
4
Johansen, Søren
4
Keller, Joachim G.
4
Kiviet, J. F.
4
Leon-Gonzalez, Roberto
4
León-González, Roberto
4
Malec, Peter
4
Monfort, Alain
4
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4
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KBI
7
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
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3
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
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11
Robust online scale estimation in time series : a regression-free approach
Gelper, Sarah
;
Schettlinger, Karen
;
Croux, Christophe
; …
-
2007
Persistent link: https://www.econbiz.de/10003623661
Saved in:
12
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
13
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
14
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
15
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
16
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
17
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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