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subject:"Schätztheorie"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Gouriéroux, Christian"
~person:"Ohtani, Kazuhiro"
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Schätztheorie
Theorie
66
Theory
66
Estimation theory
16
Portfolio selection
9
Portfolio-Management
9
Time series analysis
9
Zeitreihenanalyse
9
CAPM
8
Yield curve
8
Zinsstruktur
8
Derivat
6
Derivative
6
Volatility
5
Volatilität
5
Core
4
Risikoprämie
4
Risk premium
4
Statistical theory
4
Statistische Methodenlehre
4
Adverse Selektion
3
Adverse selection
3
Börsenkurs
3
Credit risk
3
Econometrics
3
Estimation
3
France
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Frankreich
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Kreditrisiko
3
Method of moments
3
Momentenmethode
3
Option pricing theory
3
Optionspreistheorie
3
Risikomaß
3
Risk measure
3
Schätzung
3
Share price
3
Ökonometrie
3
Arbeitslosigkeit
2
Arbitrage
2
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Book / Working Paper
16
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Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Amtsdruckschrift
15
Government document
15
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English
14
French
2
Author
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Gouriéroux, Christian
Ohtani, Kazuhiro
Robert, Christian P.
17
Zakoïan, Jean-Michel
11
Francq, Christian
10
Guégan, Dominique
10
Jasiak, Joann
7
Comte, Fabienne
6
Monfort, Alain
6
Berred, Alexandre M.
5
Darolles, Serge
5
Delecroix, Michel
5
Fermanian, Jean-David
5
Guerre, Emmanuel
5
Hristache, Marian
5
Philippe, Anne
5
Robin, Jean-Marc
5
Rousseau, Judith
5
Scaillet, Olivier
5
Billio, Monica
4
Bosq, Denis
4
Butucea, Cristina
4
Lardjane, Salim
4
Patilea, Valentin
4
Bertail, Patrice
3
Blundell, Richard W.
3
Casella, George
3
Crépon, Bruno
3
Gayraud, Ghislaine
3
Ghysels, Eric
3
Hardouin, C.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Salanié, Bernard
3
Touzi, Nizar
3
Abowd, John M.
2
Baraud, Yannick
2
Broze, Laurence
2
Clément, Emmanuelle
2
Cressie, Noel A. C.
2
Dabo-Niang, Sophie
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
9
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Kobe University economic review
4
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Statistical papers
3
Discussion paper
2
Discussion paper / Department of Economics, University of Canterbury
2
Econometric reviews
2
Econometric theory
2
Journal of quantitative economics : official journal of the Indian Econometric Society
2
L' Actualité économique : revue trimest.
2
The economic studies quarterly : the journal of the Japan Association of Economics and Econometrics
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Duration transition and count data models
1
Econometric advances in spatial modelling and methodology : essays in honour of Jean Paelinck
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
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
The Manchester School of Economic and Social Studies
1
Themes in modern econometrics
1
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ECONIS (ZBW)
16
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1
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
2
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
3
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
4
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
6
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
7
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
8
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
9
Modèles de comptage sémi-paramétriques
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000974838
Saved in:
10
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000975628
Saved in:
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