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subject:"Schätztheorie"
subject:"Statistische Methodenlehre"
~person:"Gouriéroux, Christian"
~subject:"Exchange Rate Pass-Through"
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Schätztheorie
Statistische Methodenlehre
Exchange Rate Pass-Through
Theorie
212
Theory
212
Estimation theory
50
Portfolio selection
25
Portfolio-Management
25
Time series analysis
23
Zeitreihenanalyse
23
CAPM
20
Credit risk
20
Kreditrisiko
20
Derivat
19
Derivative
19
Yield curve
19
Zinsstruktur
19
Econometrics
18
Ökonometrie
18
Risikoprämie
16
Risk premium
16
Statistical theory
13
Method of moments
11
Momentenmethode
11
Volatility
11
Volatilität
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France
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Frankreich
9
Estimation
8
Risikomaß
8
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8
Schätzung
8
Adverse Selektion
7
Adverse selection
7
Autocorrelation
7
Autokorrelation
7
Core
7
Markov chain
7
Markov-Kette
7
Option pricing theory
7
Optionspreistheorie
7
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Book / Working Paper
32
Article
28
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Arbeitspapier
26
Graue Literatur
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26
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26
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21
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Collection of articles of several authors
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Language
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English
46
French
14
Author
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Gouriéroux, Christian
Härdle, Wolfgang
86
Pesaran, M. Hashem
71
Phillips, Peter C. B.
62
Andrews, Donald W. K.
48
Franses, Philip Hans
47
McAleer, Michael
45
Newey, Whitney K.
45
Heckman, James J.
39
Corsetti, Giancarlo
37
Devereux, Michael B.
37
Diebold, Francis X.
36
Giles, David E. A.
36
Imbens, Guido
36
Swanson, Norman R.
36
Granger, C. W. J.
33
King, Maxwell L.
33
Robinson, Peter M.
33
Baltagi, Badi H.
32
Robert, Christian P.
32
Li, Qi
31
Horowitz, Joel
29
Krämer, Walter
29
Koop, Gary
28
Monfort, Alain
28
Ohtani, Kazuhiro
27
Steel, Mark F. J.
27
Bera, Anil K.
26
Kohn, Robert
26
Magnus, Jan R.
26
Brännäs, Kurt
25
Maravall Herrero, Agustín
25
Dufour, Jean-Marie
24
Hsiao, Cheng
24
Smith, Richard J.
24
Stahlecker, Peter
24
Ullah, Aman
24
White, Halbert
24
Winkelmann, Rainer
24
Angrist, Joshua D.
23
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Institution
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Annales d'économie et de statistique
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
6
Journal of econometrics
6
Econometric theory
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
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
Themes in modern econometrics
2
CORE discussion paper : DP
1
CORE lecture series
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Duration transition and count data models
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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ECONIS (ZBW)
60
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60
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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
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
3
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
4
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:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
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:
9
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:
10
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
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