//--> //--> //--> //-->
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
type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~person:"Gouriéroux, Christian"
~subject:"Arbeitslosigkeit"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Arbeitslosigkeit
Schätztheorie
Theorie
185
Theory
185
Estimation theory
40
Portfolio selection
21
Portfolio-Management
21
CAPM
19
Credit risk
19
Derivat
19
Derivative
19
Kreditrisiko
19
Time series analysis
19
Yield curve
19
Zeitreihenanalyse
19
Zinsstruktur
19
Risikoprämie
15
Risk premium
15
Method of moments
11
Momentenmethode
11
Volatility
10
Volatilität
10
Econometrics
9
Statistical theory
9
Statistische Methodenlehre
9
Ökonometrie
9
Estimation
8
France
8
Frankreich
8
Risikomaß
8
Risk measure
8
Schätzung
8
Autocorrelation
7
Autokorrelation
7
Core
7
Markov chain
7
Markov-Kette
7
Option pricing theory
7
Optionspreistheorie
7
Schock
7
Shock
7
more ...
less ...
Type of publication
All
Book / Working Paper
25
Article
18
Type of publication (narrower categories)
All
Arbeitspapier
Sammelwerk
Article in journal
Bibliografie
Graue Literatur
25
Non-commercial literature
25
Working Paper
25
Aufsatz in Zeitschrift
18
Amtsdruckschrift
17
Government document
17
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
2
Mehrbändiges Werk
1
Multi-volume publication
1
more ...
less ...
Language
All
English
32
French
11
Author
All
Gouriéroux, Christian
Härdle, Wolfgang
63
Pesaran, M. Hashem
54
Phillips, Peter C. B.
53
Franses, Philip Hans
46
Berg, Gerard J. van den
43
Andrews, Donald W. K.
42
Newey, Whitney K.
41
McAleer, Michael
35
Giles, David E. A.
34
Imbens, Guido
34
Swanson, Norman R.
33
Heckman, James J.
28
Koskela, Erkki
28
Robinson, Peter M.
27
Baltagi, Badi H.
26
Li, Qi
26
Diebold, Francis X.
25
Horowitz, Joel
25
Kohn, Robert
25
Bera, Anil K.
24
Granger, C. W. J.
24
Maravall Herrero, Agustín
24
Ohtani, Kazuhiro
24
Stahlecker, Peter
24
King, Maxwell L.
23
Van der Linden, Bruno
23
Zakoïan, Jean-Michel
23
Ono, Yoshiyasu
22
Robert, Christian P.
22
Snower, Dennis J.
22
Dufour, Jean-Marie
21
Srivastava, Virendra K.
21
Steel, Mark F. J.
21
Ullah, Aman
21
Hahn, Jinyong
20
Kleibergen, Frank
20
Krämer, Walter
20
Ridder, Geert
20
Angrist, Joshua D.
19
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
18
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
12
Journal of econometrics
6
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Econometric theory
2
L' Actualité économique : revue trimest.
2
CORE discussion paper : DP
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
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
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
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:
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
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
5
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
6
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:
7
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
8
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
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:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->