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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Guillén, Osmani Teixeira de Carvalho"
~subject:"Prognoseverfahren"
~subject:"USA"
~type_genre:"Amtsdruckschrift"
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Search: subject_exact:"Estimation theory"
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Volatilität
Prognoseverfahren
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Estimation theory
50
Schätztheorie
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13
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13
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9
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Pseudo Maximum Likelihood
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2
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2
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Gouriéroux, Christian
Guillén, Osmani Teixeira de Carvalho
Marcellino, Massimiliano
17
Swanson, Norman R.
17
Koopman, Siem Jan
14
Koop, Gary
12
Diebold, Francis X.
11
Huber, Florian
11
Croux, Christophe
10
Audrino, Francesco
9
Corradi, Valentina
9
Dijk, Dick van
9
Hyndman, Rob J.
9
Phillips, Peter C. B.
9
Clark, Todd E.
8
Athanasopoulos, George
7
Cai, Zongwu
7
Gao, Jiti
7
Härdle, Wolfgang
7
Kapetanios, George
7
Lucas, André
7
Pesaran, M. Hashem
7
Schorfheide, Frank
7
Sentana, Enrique
7
Vahid, Farshid
7
White, Halbert
7
Andersen, Torben
6
Brandt, Michael W.
6
Corsi, Fulvio
6
Hautsch, Nikolaus
6
Jordà, Òscar
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Linton, Oliver
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Rossi, Barbara
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6
Teräsvirta, Timo
6
Zadrozny, Peter A.
6
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5
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5
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1
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964300
Saved in:
4
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003810687
Saved in:
5
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
Saved in:
6
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10003964296
Saved in:
7
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2010
Persistent link: https://www.econbiz.de/10008808886
Saved in:
8
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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