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subject:"Econometrics"
subject:"Estimation theory"
~person:"Gouriéroux, Christian"
~subject:"Risiko"
~type_genre:"Non-commercial literature"
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Econometrics
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95
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95
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22
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13
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12
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12
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Gouriéroux, Christian
Härdle, Wolfgang
60
Pesaran, M. Hashem
38
Franses, Philip Hans
29
Phillips, Peter C. B.
26
Castelnuovo, Efrem
25
Imbens, Guido
25
Ludwig, Alexander
25
Swanson, Norman R.
25
Maravall Herrero, Agustín
23
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19
Gollier, Christian
19
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19
Kohn, Robert
19
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19
Brännäs, Kurt
18
Huschens, Stefan
18
Diebold, Francis X.
17
Robert, Christian P.
17
Spokojnyj, Vladimir G.
17
Angrist, Joshua D.
16
Caggiano, Giovanni
16
Kleibergen, Frank
16
Marcellino, Massimiliano
16
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15
Giles, David E. A.
15
Kilian, Lutz
15
Krueger, Dirk
15
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15
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14
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14
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13
Daníelsson, Jón
13
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13
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13
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13
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13
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18
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12
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4
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ECONIS (ZBW)
25
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1
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
2
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
3
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
4
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
7
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
8
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
9
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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