//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Schätztheorie"
~language:"eng"
~language:"fra"
~language:"swe"
~person:"Gouriéroux, Christian"
~subject:"Core"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Core
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
Statistische Methodenlehre
13
Method of moments
11
Momentenmethode
11
Volatility
11
Volatilität
11
France
9
Frankreich
9
Estimation
8
Risikomaß
8
Risk measure
8
Schätzung
8
Adverse Selektion
7
Adverse selection
7
Autocorrelation
7
Autokorrelation
7
Markov chain
7
Markov-Kette
7
Option pricing theory
7
Optionspreistheorie
7
more ...
less ...
Type of publication
All
Article
26
Book / Working Paper
26
Type of publication (narrower categories)
All
Arbeitspapier
23
Graue Literatur
23
Non-commercial literature
23
Working Paper
23
Article in journal
19
Aufsatz in Zeitschrift
19
Amtsdruckschrift
16
Government document
16
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Sammelwerk
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
French
Swedish
Author
All
Gouriéroux, Christian
Härdle, Wolfgang
70
Pesaran, M. Hashem
57
Phillips, Peter C. B.
56
Andrews, Donald W. K.
44
Newey, Whitney K.
43
Franses, Philip Hans
42
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Swanson, Norman R.
35
Tijs, Stef
34
Robinson, Peter M.
32
Linton, Oliver
31
Heckman, James J.
30
Sudhölter, Peter
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Li, Qi
28
King, Maxwell L.
26
Ohtani, Kazuhiro
26
Wooders, Myrna Holtz
26
Brânzei, Rodica
25
Brännäs, Kurt
25
Diebold, Francis X.
25
Kohn, Robert
25
Bera, Anil K.
24
Dufour, Jean-Marie
24
Granger, C. W. J.
24
Ullah, Aman
24
Herings, Peter Jean-Jacques
23
Maravall Herrero, Agustín
23
Zakoïan, Jean-Michel
23
Robert, Christian P.
22
Scaillet, Olivier
22
Srivastava, Virendra K.
22
Winkelmann, Rainer
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
more ...
less ...
Institution
All
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
7
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
Discussion paper
1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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
Themes in modern econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
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
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
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
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
10
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->