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person:"Gouriéroux, Christian"
subject:"Volatilität"
~subject:"Core"
~subject:"Wahrscheinlichkeitsrechnung"
~type_genre:"Graue Literatur"
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Estimation theory
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Gouriéroux, Christian
Koopman, Siem Jan
9
Härdle, Wolfgang
8
Linton, Oliver
8
Phillips, Peter C. B.
8
Einmahl, John H. J.
7
Haan, Laurens de
7
Lucas, André
7
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7
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6
Daníelsson, Jón
6
Hafner, Christian M.
6
Kristensen, Dennis
6
Leon-Gonzalez, Roberto
6
Scaillet, Olivier
6
Spokojnyj, Vladimir G.
6
Vries, Casper G. de
6
Bibinger, Markus
5
Croux, Christophe
5
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5
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5
Jasiak, Joann
5
Monfort, Alain
5
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5
Reiß, Markus
5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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2
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2
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ECONIS (ZBW)
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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
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
(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:
5
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
6
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
10
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
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