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subject:"Portfolio-Management"
type_genre:"Article in journal"
~person:"Gouriéroux, Christian"
~subject:"Zeitreihenanalyse"
~type_genre:"Amtsdruckschrift"
~type_genre:"Collection of articles written by one author"
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Portfolio-Management
Zeitreihenanalyse
Theorie
130
Theory
130
Estimation theory
33
Schätztheorie
33
Time series analysis
15
Portfolio selection
14
Credit risk
13
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13
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10
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10
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9
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Econometrics
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Article
16
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Article in journal
Amtsdruckschrift
Collection of articles written by one author
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24
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24
Graue Literatur
22
Non-commercial literature
22
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Language
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English
26
French
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Gouriéroux, Christian
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
45
Fabozzi, Frank J.
41
Korn, Ralf
30
Perron, Pierre
29
Taylor, Robert
28
Escobar, Marcos
26
Wong, Wing Keung
26
Hecq, Alain W. J.
25
Koop, Gary
25
Koopman, Siem Jan
25
Li, Duan
25
Caporale, Guglielmo Maria
24
Leybourne, Stephen James
24
Granger, C. W. J.
22
Harvey, Andrew C.
22
Lütkepohl, Helmut
22
Ghysels, Eric
21
Lucas, André
21
Zagst, Rudi
21
Hong, Yongmiao
20
Markowitz, Harry
20
McAleer, Michael
20
Newbold, Paul
20
Prigent, Jean-Luc
20
Gupta, Rangan
19
Hassler, Uwe
19
Hyndman, Rob J.
19
Mills, Terence C.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Hendry, David F.
18
Pesaran, M. Hashem
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Wang, Ruodu
18
Wong, Hoi Ying
18
Forsyth, Peter A.
17
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Série des documents de travail / Centre de Recherche en Économie et Statistique
13
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
7
Journal of banking & finance
3
Journal of econometrics
3
Journal of empirical finance
3
Annales d'économie et de statistique
2
Annals of economics and statistics
1
Econometric reviews
1
Journal de la Société de Statistique de Paris
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
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ECONIS (ZBW)
29
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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
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
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
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
Saved in:
5
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:
6
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:
7
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:
8
Conditionally fitted Sharpe performance with an application to hedge fund rating
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 578-593
Persistent link: https://www.econbiz.de/10003951916
Saved in:
9
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
10
The econometrics of efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
12
(
2005
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10002642993
Saved in:
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