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person:"Gouriéroux, Christian"
~person:"Dong, Chaohua"
~subject:"Method of moments"
~subject:"Risk premium"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Method of moments
Risk premium
Theorie
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Gouriéroux, Christian
Dong, Chaohua
Hall, Alastair R.
12
Lee, Lung-fei
11
Bekaert, Geert
9
Fabozzi, Frank J.
9
Gollier, Christian
9
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9
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9
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8
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Renault, Eric
8
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8
Tzavalis, Elias
8
Andrews, Donald W. K.
7
Eeckhoudt, Louis R.
7
Gagliardini, Patrick
7
Lettau, Martin
7
Phillips, Peter C. B.
7
Rubio, Gonzalo
7
Tsionas, Efthymios G.
7
Zhou, Guofu
7
Ahn, Seung Chan
6
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6
Bansal, Ravi
6
Bhar, Ramaprasad
6
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6
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6
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6
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6
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6
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6
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6
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6
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6
Miffre, Joëlle
6
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6
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6
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5
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2
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2
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1
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1
Econometric theory
1
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1
Review of finance : journal of the European Finance Association
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
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1
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 320-345
Persistent link: https://www.econbiz.de/10014339933
Saved in:
2
High dimensional semiparametric moment restriction models
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2018
Persistent link: https://www.econbiz.de/10012672269
Saved in:
3
Disastrous defaults
Gouriéroux, Christian
;
Monfort, Alain
;
Mouabbi, Sarah
; …
- In:
Review of finance : journal of the European Finance …
25
(
2021
)
6
,
pp. 1727-1772
Persistent link: https://www.econbiz.de/10012694401
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Aversions to impatience, uncertainty and illiquidity
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 9-39
Persistent link: https://www.econbiz.de/10011744355
Saved in:
6
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
7
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
8
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
9
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
10
Efficient derivative pricing by the extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
79
(
2011
)
4
,
pp. 1181-1232
Persistent link: https://www.econbiz.de/10009267024
Saved in:
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