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subject:"Volatilität"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~person:"Swanson, Norman R."
~subject:"Schätztheorie"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatilität
Schätztheorie
Estimation theory
81
Theorie
46
Theory
46
Time series analysis
26
Zeitreihenanalyse
26
Forecasting model
13
Prognoseverfahren
13
IV-Schätzung
11
Instrumental variables
11
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10
Schätzung
10
Volatility
9
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6
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Heteroscedasticity
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USA
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United States
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1960-2003
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Risikomanagement
4
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4
Risk management
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4
Stochastic process
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Stochastischer Prozess
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4
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3
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3
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3
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81
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78
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78
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15
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15
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1
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1
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Language
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English
79
French
2
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Gouriéroux, Christian
Swanson, Norman R.
Härdle, Wolfgang
114
Phillips, Peter C. B.
97
Pesaran, M. Hashem
77
Gao, Jiti
74
Chernozhukov, Victor
65
Dette, Holger
63
Imbens, Guido
59
Linton, Oliver
58
McAleer, Michael
53
Newey, Whitney K.
48
Lütkepohl, Helmut
43
Kapetanios, George
42
Sentana, Enrique
42
Franses, Philip Hans
41
Lechner, Michael
41
Nielsen, Morten Ørregaard
40
Koopman, Siem Jan
37
Chen, Xiaohong
36
Weidner, Martin
35
Johansen, Søren
34
Scaillet, Olivier
34
Marcellino, Massimiliano
33
Wolf, Michael
33
Kleibergen, Frank
32
Magnus, Jan R.
32
Simar, Léopold
31
Cai, Zongwu
30
Fernández-Val, Iván
29
Fiorentini, Gabriele
29
Heckman, James J.
29
Horowitz, Joel
29
Kilian, Lutz
29
Smith, Richard J.
29
Andrews, Donald W. K.
28
Kitagawa, Toru
28
Kiviet, J. F.
28
Lucas, André
28
Croux, Christophe
27
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Rutgers University / Department of Economics
7
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
26
Working papers / Rutgers University, Department of Economics
26
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Série des documents de travail
11
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Working papers / Department of Economics, Eller College
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Cowles Foundation discussion paper
2
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2
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1
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ECONIS (ZBW)
81
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1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
2
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:
3
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
4
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
5
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
6
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
7
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
9
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
10
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
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