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subject:"Schätztheorie"
subject:"Statistische Methodenlehre"
~person:"Gouriéroux, Christian"
~person:"Härdle, Wolfgang"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Statistische Methodenlehre
Theorie
132
Theory
132
Estimation theory
25
Time series analysis
18
Zeitreihenanalyse
18
Credit risk
15
Kreditrisiko
15
Portfolio selection
15
Portfolio-Management
15
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Estimation
13
Schätzung
13
Volatility
13
Volatilität
13
Risikomaß
12
Risk measure
12
Derivat
9
Derivative
9
Factor analysis
8
Faktorenanalyse
8
Forecasting model
8
Prognoseverfahren
8
Systemic risk
8
Systemrisiko
8
Yield curve
8
Zinsstruktur
8
Risikoprämie
7
Risk premium
7
Stochastic process
7
Stochastischer Prozess
7
CAPM
6
Econometrics
6
Regression analysis
6
Regressionsanalyse
6
Risiko
6
Risikomanagement
6
Risk
6
Risk management
6
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Type of publication
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Article
28
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Arbeitspapier
88
Working Paper
88
Graue Literatur
86
Non-commercial literature
86
Article in journal
28
Amtsdruckschrift
18
Government document
18
Lehrbuch
11
Textbook
11
Aufsatz im Buch
10
Book section
10
Bibliografie enthalten
3
Bibliography included
3
Collection of articles of several authors
3
Sammelwerk
3
Forschungsbericht
2
Aufsatzsammlung
1
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1
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1
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1
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Language
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English
20
French
8
Author
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Gouriéroux, Christian
Härdle, Wolfgang
Phillips, Peter C. B.
34
Andrews, Donald W. K.
33
Li, Qi
30
Newey, Whitney K.
29
Pesaran, M. Hashem
28
Baltagi, Badi H.
27
Ohtani, Kazuhiro
22
Granger, C. W. J.
21
King, Maxwell L.
21
McAleer, Michael
21
Krämer, Walter
20
Giles, David E. A.
19
Lee, Lung-fei
19
Perron, Pierre
19
Horowitz, Joel
18
Robinson, Peter M.
18
Schmidt, Peter
17
Ullah, Aman
17
Smith, Richard J.
16
Srivastava, Virendra K.
16
Wooldridge, Jeffrey M.
16
Bera, Anil K.
15
Godfrey, L. G.
15
Hahn, Jinyong
15
Kelejian, Harry H.
15
Rilstone, Paul
15
Steel, Mark F. J.
15
White, Halbert
15
Franses, Philip Hans
14
Ghysels, Eric
14
Lütkepohl, Helmut
14
Bai, Jushan
13
Koop, Gary
13
Diebold, Francis X.
12
Donald, Stephen G.
12
Heckman, James J.
12
Hendry, David F.
12
Hill, Rufus Carter
12
Hsiao, Cheng
12
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Published in...
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Journal of econometrics
7
Annales d'économie et de statistique
6
Econometric theory
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
L' Actualité économique : revue trimest.
2
Duration transition and count data models
1
Finance and stochastics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of productivity analysis
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonparametric dynamic modelling
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
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ECONIS (ZBW)
28
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28
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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
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:
3
Time inhomogenous multiple volatility modeling
Härdle, Wolfgang
;
Herwartz, Helmut
;
Spokojnyj, Vladimir G.
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
1
,
pp. 55-95
Persistent link: https://www.econbiz.de/10002220931
Saved in:
4
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:
5
Discrete time option pricing with flexible volatility estimation
Härdle, Wolfgang
;
Hafner, Christian M.
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 189-207
Persistent link: https://www.econbiz.de/10001486714
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
7
Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
Broze, Laurence
- In:
Journal of econometrics
85
(
1998
)
1
,
pp. 75-98
Persistent link: https://www.econbiz.de/10001240381
Saved in:
8
Instrumental models and indirect encompassing
Dhaene, Geert
- In:
Econometrica : journal of the Econometric Society, an …
66
(
1998
)
3
,
pp. 673-688
Persistent link: https://www.econbiz.de/10001240756
Saved in:
9
A count data model with unobserved heterogeneity
Gouriéroux, Christian
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 247-268
Persistent link: https://www.econbiz.de/10001335930
Saved in:
10
Local polynomial estimators of the volatility function in nonparametric autoregression
Härdle, Wolfgang
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 223-242
Persistent link: https://www.econbiz.de/10001336796
Saved in:
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