//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Estimation theory"
subject:"Schätzung"
~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Mathematische Optimierung"
~subject:"Monetary policy"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Schätzung
CAPM
Mathematische Optimierung
Monetary policy
Zeitreihenanalyse
Theorie
86
Theory
86
Schätztheorie
18
Credit risk
13
Kreditrisiko
13
Portfolio selection
9
Portfolio-Management
9
Derivat
7
Derivative
7
Time series analysis
7
Yield curve
7
Zinsstruktur
7
Risikoprämie
6
Risk premium
6
Stochastic process
6
Stochastischer Prozess
6
Econometrics
5
Estimation
5
Risiko
5
Risk
5
Volatility
5
Volatilität
5
Ökonometrie
5
Correlation
4
Korrelation
4
Markov chain
4
Markov-Kette
4
Method of moments
4
Momentenmethode
4
Risikomaß
4
Risk measure
4
Statistical theory
4
Statistische Methodenlehre
4
Systemic risk
4
Systemrisiko
4
Autocorrelation
3
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
34
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
46
Working Paper
46
Graue Literatur
45
Non-commercial literature
45
Aufsatz in Zeitschrift
34
Amtsdruckschrift
24
Government document
24
Aufsatz im Buch
7
Book section
7
Lehrbuch
3
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
26
French
8
Author
All
Gouriéroux, Christian
Phillips, Peter C. B.
86
Franses, Philip Hans
62
Gil-Alaña, Luis A.
52
McAleer, Michael
42
Gupta, Rangan
41
Serletis, Apostolos
41
Woodford, Michael
41
Pesaran, M. Hashem
40
Bertsimas, Dimitris
39
Caporale, Guglielmo Maria
39
Gendreau, Michel
38
Perron, Pierre
38
Escudero, Laureano F.
35
Ghysels, Eric
35
Jarrow, Robert A.
34
Koop, Gary
34
Dolgui, Alexandre
33
Granger, C. W. J.
33
Lütkepohl, Helmut
33
Andrews, Donald W. K.
32
Hendry, David F.
32
Laporte, Gilbert
32
Devereux, Michael B.
31
Goerigk, Marc
31
Kumbhakar, Subal
31
Leybourne, Stephen James
31
Pardalos, Panos M.
31
Li, Qi
30
Puerto, Justo
30
Lodi, Andrea
29
Newey, Whitney K.
29
Taylor, Robert
29
Drezner, Zvi
28
Koopman, Siem Jan
28
Svensson, Lars E. O.
28
Baltagi, Badi H.
27
Herwartz, Helmut
27
Peel, David
27
Bahmani-Oskooee, Mohsen
26
more ...
less ...
Published in...
All
Journal of econometrics
9
Annales d'économie et de statistique
8
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
1
Duration transition and count data models
1
Econometric reviews
1
Journal de la Société de Statistique de Paris
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Beta risk in the cross-section of equities
Boloorforoosh, Ali
;
Christoffersen, Peter F.
;
Fournier, …
- In:
The review of financial studies
33
(
2020
)
9
,
pp. 4318-4366
Persistent link: https://www.econbiz.de/10012387374
Saved in:
3
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:
4
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:
5
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:
6
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
7
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
8
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
9
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:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->