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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Baraud, Yannick"
~person:"Giles, David E. A."
~person:"Gouriéroux, Christian"
~subject:"Kreditrisiko"
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Schätztheorie
Kreditrisiko
Theorie
68
Theory
68
Estimation theory
18
Portfolio selection
9
Portfolio-Management
9
Time series analysis
9
Zeitreihenanalyse
9
CAPM
8
Yield curve
8
Zinsstruktur
8
Derivat
6
Derivative
6
Volatility
5
Volatilität
5
Core
4
Risikoprämie
4
Risk premium
4
Statistical theory
4
Statistische Methodenlehre
4
Adverse Selektion
3
Adverse selection
3
Börsenkurs
3
Credit risk
3
Econometrics
3
Estimation
3
France
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Frankreich
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Risikomaß
3
Risk measure
3
Schätzung
3
Share price
3
Ökonometrie
3
Arbeitslosigkeit
2
Arbitrage
2
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Book / Working Paper
21
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Arbeitspapier
21
Graue Literatur
21
Non-commercial literature
21
Working Paper
21
Amtsdruckschrift
17
Government document
17
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English
19
French
2
Author
All
Baraud, Yannick
Giles, David E. A.
Gouriéroux, Christian
Robert, Christian P.
17
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Monfort, Alain
8
Jasiak, Joann
7
Comte, Fabienne
6
Fermanian, Jean-David
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Lardjane, Salim
4
Patilea, Valentin
4
Bertail, Patrice
3
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
Hardouin, C.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Salanié, Bernard
3
Touzi, Nizar
3
Abowd, John M.
2
Broze, Laurence
2
Clément, Emmanuelle
2
Cressie, Noel A. C.
2
Dabo-Niang, Sophie
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Discussion paper / Department of Economics, University of Canterbury
11
Economics letters
8
Annales d'économie et de statistique
6
Journal of econometrics
6
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Discussion paper
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
L' Actualité économique : revue trimest.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Documents de travail / Banque de France
1
Duration transition and count data models
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Statistics : textbooks and monographs
1
Swiss Finance Institute Research Paper
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of international trade & economic development
1
Themes in modern econometrics
1
Working papers / TSE : WP
1
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ECONIS (ZBW)
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1
Whishart autoregressive model for stochastic risk
Gouriéroux, Christian
-
2005
Persistent link: https://www.econbiz.de/10003333867
Saved in:
2
Affine model for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, Vassilis
-
2005
Persistent link: https://www.econbiz.de/10003333870
Saved in:
3
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
4
Equidependence in qualitative and duration models with application to credit risk
Gouriéroux, Christian
;
Monfort, Alain
-
2002
Persistent link: https://www.econbiz.de/10001742494
Saved in:
5
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
6
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
9
Model selection for (auto-) regression with dependent data
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1999
Persistent link: https://www.econbiz.de/10001391177
Saved in:
10
Adaptive estimation in an autoregression and a geometrical beta-mixing regression framework
Baraud, Yannick
;
Comte, Fabienne
;
Viennet, Gabrielle
-
1998
Persistent link: https://www.econbiz.de/10000984188
Saved in:
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