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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~person:"Giles, David E. A."
~person:"Gouriéroux, Christian"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Volatility
Theorie
216
Theory
216
Time series analysis
64
Zeitreihenanalyse
64
Estimation theory
49
Forecasting model
34
Prognoseverfahren
34
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26
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26
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16
Schätzung
16
USA
15
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15
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13
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13
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11
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10
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Article
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Aufsatz in Zeitschrift
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72
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72
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71
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71
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56
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18
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Language
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English
49
French
7
Author
All
Franses, Philip Hans
Giles, David E. A.
Gouriéroux, Christian
McAleer, Michael
41
Phillips, Peter C. B.
32
Andrews, Donald W. K.
30
Newey, Whitney K.
27
Bollerslev, Tim
26
Li, Qi
26
Baltagi, Badi H.
23
Gupta, Rangan
22
Ohtani, Kazuhiro
21
Pesaran, M. Hashem
21
Ghysels, Eric
20
Granger, C. W. J.
20
Krämer, Walter
19
Horowitz, Joel
18
Perron, Pierre
18
Diebold, Francis X.
17
King, Maxwell L.
17
Lee, Lung-fei
17
Robinson, Peter M.
17
Ullah, Aman
17
Linton, Oliver
16
Lütkepohl, Helmut
16
Srivastava, Virendra K.
16
Tauchen, George Eugene
16
Wooldridge, Jeffrey M.
16
Andersen, Torben
15
Asai, Manabu
15
Bekaert, Geert
15
Caporale, Guglielmo Maria
15
Hahn, Jinyong
15
Schmidt, Peter
15
Aït-Sahalia, Yacine
14
Bera, Anil K.
14
Engle, Robert F.
14
Kelejian, Harry H.
14
Renault, Eric
14
Bai, Jushan
13
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Economics letters
9
Journal of econometrics
9
Journal of quantitative economics : official journal of the Indian Econometric Society
6
Annales d'économie et de statistique
5
Econometric reviews
4
Oxford bulletin of economics and statistics
4
Econometric theory
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
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2
L' Actualité économique : revue trimest.
2
Applied financial economics letters
1
Applied mathematical finance
1
Duration transition and count data models
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 forecasting
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonparametric dynamic modelling
1
Testing integration and cointegration
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The journal of international trade & economic development
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ECONIS (ZBW)
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56
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1
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:
2
Some properties of absolute returns as a proxy for volatility
Giles, David E. A.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 347-350
Persistent link: https://www.econbiz.de/10003807778
Saved in:
3
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
4
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
5
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:
6
Calculating a standard error for the Gini coefficient : some further results
Giles, David E. A.
- In:
Oxford bulletin of economics and statistics
66
(
2004
)
3
,
pp. 425-433
Persistent link: https://www.econbiz.de/10002139187
Saved in:
7
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
8
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
9
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
10
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
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