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person:"Gouriéroux, Christian"
subject:"Volatilität"
~isPartOf:"Série des documents de travail"
~person:"Fernández-Villaverde, Jesús"
~type:"book"
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Volatilität
Estimation theory
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Gouriéroux, Christian
Fernández-Villaverde, Jesús
Chesneau, Christophe
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El Kolei, Salima
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Lu, Yang
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ECONIS (ZBW)
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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
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2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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