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subject:"Schätztheorie"
~language:"eng"
~language:"swe"
~person:"Gouriéroux, Christian"
~subject:"Core"
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Schätztheorie
Core
Theorie
175
Theory
175
Estimation theory
37
Portfolio selection
22
Portfolio-Management
22
Time series analysis
21
Zeitreihenanalyse
21
Derivat
19
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19
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19
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19
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18
Kreditrisiko
18
CAPM
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Econometrics
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Statistical theory
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Statistische Methodenlehre
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Frankreich
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13
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Gouriéroux, Christian
Härdle, Wolfgang
70
Pesaran, M. Hashem
57
Phillips, Peter C. B.
56
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Newey, Whitney K.
42
Giles, David E. A.
35
Imbens, Guido
35
Swanson, Norman R.
35
McAleer, Michael
34
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
Scaillet, Olivier
22
Srivastava, Virendra K.
22
Winkelmann, Rainer
22
Angrist, Joshua D.
21
Hahn, Jinyong
21
Hsiao, Cheng
21
Krämer, Walter
21
Stahlecker, Peter
21
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Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Journal of econometrics
7
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Econometric theory
2
CORE discussion paper : DP
1
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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'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Themes in modern econometrics
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ECONIS (ZBW)
39
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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
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:
5
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:
6
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
7
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
8
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
9
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:
10
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:
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