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subject:"Schätztheorie"
subject:"Statistische Methodenlehre"
~person:"Gouriéroux, Christian"
~subject:"Prognoseverfahren"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Theory"
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Schätztheorie
Statistische Methodenlehre
Prognoseverfahren
Theorie
86
Theory
86
Estimation theory
18
Credit risk
13
Kreditrisiko
13
Portfolio selection
9
Portfolio-Management
9
Derivat
7
Derivative
7
Time series analysis
7
Yield curve
7
Zeitreihenanalyse
7
Zinsstruktur
7
CAPM
6
Risikoprämie
6
Risk premium
6
Stochastic process
6
Stochastischer Prozess
6
Econometrics
5
Estimation
5
Risiko
5
Risk
5
Schätzung
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
Systemic risk
4
Systemrisiko
4
Autocorrelation
3
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Free
1
Type of publication
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Article
23
Type of publication (narrower categories)
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Aufsatz in Zeitschrift
Arbeitspapier
26
Graue Literatur
26
Non-commercial literature
26
Working Paper
26
Article in journal
23
Amtsdruckschrift
17
Government document
17
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Mehrbändiges Werk
1
Multi-volume publication
1
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Language
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English
15
French
8
Author
All
Gouriéroux, Christian
Franses, Philip Hans
46
Clements, Michael P.
38
Phillips, Peter C. B.
38
Diebold, Francis X.
36
Gupta, Rangan
36
Pesaran, M. Hashem
35
Andrews, Donald W. K.
33
Timmermann, Allan
33
Baltagi, Badi H.
31
Hendry, David F.
31
Granger, C. W. J.
30
Li, Qi
30
Newey, Whitney K.
29
Petropoulos, Fotios
28
Koop, Gary
27
Marcellino, Massimiliano
27
McAleer, Michael
27
Swanson, Norman R.
27
Perron, Pierre
26
Makridakis, Spyros G.
24
Pierdzioch, Christian
24
Krämer, Walter
23
Ghysels, Eric
22
Hyndman, Rob J.
22
Ohtani, Kazuhiro
22
Ullah, Aman
22
Wang, Yudong
22
King, Maxwell L.
21
Moosa, Imad A.
21
Giles, David E. A.
19
Lee, Lung-fei
19
Satchell, Stephen
19
White, Halbert
19
Clark, Todd E.
18
Horowitz, Joel
18
Lütkepohl, Helmut
18
Robinson, Peter M.
18
Smith, Richard J.
18
Armstrong, Jon Scott
17
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Published in...
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Annales d'économie et de statistique
6
Journal of econometrics
6
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
L' Actualité économique : revue trimest.
2
Annals of economics and statistics
1
Duration transition and count data models
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
The journal of credit risk : published quarterly by Incisive Media
1
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ECONIS (ZBW)
23
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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
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:
3
Granularity in a qualitative factor model
Gouriéroux, Christian
;
Monfort, Alain
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
4
,
pp. 29-61
Persistent link: https://www.econbiz.de/10003927492
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
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:
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
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
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