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person:"Gouriéroux, Christian"
subject:"Volatilität"
~subject:"Core"
~subject:"Risk measure"
~subject:"Wahrscheinlichkeitsrechnung"
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Estimation theory
90
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90
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20
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9
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English
19
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Gouriéroux, Christian
Koopman, Siem Jan
22
Todorov, Viktor
19
Härdle, Wolfgang
18
Li, Jia
17
Teräsvirta, Timo
17
Kumar, Dilip
16
Linton, Oliver
16
Li, Yingying
15
Phillips, Peter C. B.
15
Tauchen, George Eugene
15
Maheswaran, S.
14
Brandt, Michael W.
13
Francq, Christian
13
Hafner, Christian M.
13
Kristensen, Dennis
13
Diebold, Francis X.
12
Kim, Donggyu
12
Zakoïan, Jean-Michel
12
Ardia, David
11
Lucas, André
11
Mancino, Maria Elvira
11
Scaillet, Olivier
11
Spokojnyj, Vladimir G.
11
Andersen, Torben
10
Fan, Jianqing
10
Linton, Oliver B.
10
McAleer, Michael
10
Mykland, Per A.
10
Nielsen, Jens Perch
10
Renault, Eric
10
Silvennoinen, Annastiina
10
Stock, James H.
10
Sun, Yixiao
10
Swanson, Norman R.
10
Daníelsson, Jón
9
Einmahl, John H. J.
9
Ghysels, Eric
9
Haan, Laurens de
9
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9
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Journal of econometrics
3
Série des documents de travail
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
2
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
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1
Journal of empirical finance
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ECONIS (ZBW)
22
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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
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
3
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
4
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:
5
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
6
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
7
(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:
8
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
9
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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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