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subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~person:"Gouriéroux, Christian"
~subject:"CAPM"
~subject:"Kapitaleinkommen"
~subject:"Risk measure"
~type:"article"
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Search: subject_exact:"Estimation theory"
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Zeitreihenanalyse
CAPM
Kapitaleinkommen
Risk measure
Estimation theory
58
Schätztheorie
58
Theorie
34
Theory
34
Time series analysis
14
Estimation
7
Schätzung
7
Börsenkurs
4
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4
Schock
4
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Shock
4
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4
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3
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Nonparametric statistics
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Finanzmarkt
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Generalized covariance estimator
2
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2
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2
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2
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English
17
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Engle, Robert F.
Gouriéroux, Christian
Phillips, Peter C. B.
29
Leybourne, Stephen James
18
Taylor, Robert
18
Harvey, Andrew C.
17
Linton, Oliver
17
Teräsvirta, Timo
17
Johansen, Søren
16
Gao, Jiti
15
Lütkepohl, Helmut
15
Chambers, Marcus J.
14
Francq, Christian
13
Hassler, Uwe
13
Kumar, Dilip
13
Perron, Pierre
13
Zakoïan, Jean-Michel
13
Maheswaran, S.
12
Tauchen, George Eugene
12
Baillie, Richard
11
Granger, C. W. J.
11
Hendry, David F.
11
Kapetanios, George
11
Mills, Terence C.
11
Peng, Liang
11
Robinson, Peter M.
11
Sentana, Enrique
11
Xiao, Zhijie
11
Chen, Xiaohong
10
Ghysels, Eric
10
Koop, Gary
10
Koopman, Siem Jan
10
Lucas, André
10
Zhu, Ke
10
Bauwens, Luc
9
Bollerslev, Tim
9
Chan, Ngai Hang
9
Demetrescu, Matei
9
Franses, Philip Hans
9
Harvey, David I.
9
Li, Jia
9
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Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Annals of economics and statistics
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of political economy
1
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1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
The review of financial studies
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ECONIS (ZBW)
17
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1
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
2
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
3
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
6
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
[Rezension von: Gourieroux, Christian, ...,, Time series and dynamic models]
Gill, Len
- In:
The economic journal : the journal of the Royal …
109
(
1999
),
pp. 221-223
Persistent link: https://www.econbiz.de/10001707751
Saved in:
9
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
10
Do bulls and bears moe across borders? : International transmission of stock returns and volatility
Lin, Wen-ling Tsai
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 507-538
Persistent link: https://www.econbiz.de/10001169082
Saved in:
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