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person:"Gouriéroux, Christian"
subject:"Volatilität"
~subject:"Core"
~subject:"Risk management"
~subject:"Wahrscheinlichkeitsrechnung"
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Gouriéroux, Christian
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Jia
18
Teräsvirta, Timo
17
Kumar, Dilip
16
Härdle, Wolfgang
15
Li, Yingying
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Linton, Oliver
15
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15
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14
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13
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13
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13
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12
Kim, Donggyu
12
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12
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11
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11
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11
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11
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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10
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9
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9
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9
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9
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Série des documents de travail
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Journal of econometrics
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
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ECONIS (ZBW)
22
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1
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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
5
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
6
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Saved in:
7
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
8
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
9
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
10
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
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