//--> //--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Credit risk"
~subject:"EU countries"
~subject:"Economic growth"
~subject:"Entwicklungsländer"
~subject:"Portfolio selection"
~subject:"Supply chain"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Collection of articles of several authors"
~type_genre:"Collection of articles written by one author"
~type_genre:"Sammelwerk"
~type_genre:"Statistik"
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:
Narrow search
Delete all filters
| 24 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Credit risk
EU countries
Economic growth
Entwicklungsländer
Portfolio selection
Supply chain
Theory
United Kingdom
Theorie
25
Estimation theory
12
Schätztheorie
12
Kreditrisiko
7
Derivat
5
Derivative
5
Estimation
5
Option pricing theory
5
Optionspreistheorie
5
Schätzung
5
Time series analysis
5
Volatility
5
Volatilität
5
Zeitreihenanalyse
5
Portfolio-Management
4
Yield curve
4
Zinsstruktur
4
Correlation
3
Credit derivative
3
Identification
3
Induktive Statistik
3
Insolvency
3
Insolvenz
3
Korrelation
3
Kreditderivat
3
Markov chain
3
Markov-Kette
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Statistical inference
3
Bubbles
2
Collateral
2
Core
2
Coronavirus
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
29
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Collection of articles of several authors
Collection of articles written by one author
Sammelwerk
Statistik
Festschrift
1
Language
All
English
Estonian
Spanish
Author
All
Gouriéroux, Christian
Jarrow, Robert A.
Phillips, Peter C. B.
40
Koop, Gary
20
Ghysels, Eric
18
Linton, Oliver
18
Pesaran, M. Hashem
18
Renault, Eric
18
Swanson, Norman R.
17
Yu, Jun
17
Lee, Lung-fei
16
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Fabozzi, Frank J.
13
Granger, C. W. J.
13
Taylor, Robert
13
Timmermann, Allan
13
Bollerslev, Tim
12
Chib, Siddhartha
12
Dufour, Jean-Marie
12
McAleer, Michael
12
Todorov, Viktor
12
Xiao, Zhijie
12
Schmidt, Peter
11
Steel, Mark F. J.
11
Chen, Ren-Raw
10
Corradi, Valentina
10
Gagliardini, Patrick
10
Hong, Yongmiao
10
Hsiao, Cheng
10
Park, Joon Y.
10
Scaillet, Olivier
10
Sentana, Enrique
10
Tsionas, Efthymios G.
10
Whang, Yoon-jae
10
Zakoïan, Jean-Michel
10
Khalaf, Lynda
9
Li, Qi
9
Lucas, André
9
Maasoumi, Esfandiar
9
more ...
less ...
Published in...
All
Journal of econometrics
Journal of empirical finance
Journal of financial econometrics
The journal of fixed income
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Review of derivatives research
11
Journal of banking & finance
9
Finance research letters
7
Annales d'économie et de statistique
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Mathematics and financial economics
6
The quarterly journal of finance
6
Econometric theory
5
International journal of theoretical and applied finance
5
Journal of financial and quantitative analysis : JFQA
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The review of financial studies
5
Annals of economics and statistics
4
Annual review of financial economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
The journal of finance : the journal of the American Finance Association
4
Annals of finance
3
Econometric reviews
3
Finance and stochastics
3
The journal of credit risk : published quarterly by Incisive Media
3
The journal of portfolio management : a publication of Institutional Investor
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Economics letters
2
Journal of financial markets
2
Journal of risk
2
Quantitative finance
2
Review of finance : journal of the European Finance Association
2
Advances in futures and options research : a research annual
1
Agricultural finance review
1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
European finance review : the official journal of the European Finance Association
1
Finance : revue de l'Association Française de Finance
1
Financial analysts' journal : FAJ
1
Handbooks in operations research and management science
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Futures contract collateralization and its implications
Jarrow, Robert A.
;
Kwok, Simon Sai Man
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014477096
Saved in:
2
Testing for endogeneity of Covid-19 patient assignments
Gouriéroux, Christian
;
Djogbenou, A.
;
Jasiak, Joann
- In:
Journal of financial econometrics
20
(
2022
)
5
,
pp. 875-901
Persistent link: https://www.econbiz.de/10013460030
Saved in:
3
Positional portfolio management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 650-706
Persistent link: https://www.econbiz.de/10012654983
Saved in:
4
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Double instrumental variable estimation of interaction models with big data
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 176-197
Persistent link: https://www.econbiz.de/10011918688
Saved in:
6
Theoretical and financial econometrics : essays in honor of C. Gourieroux
Darolles, Serge
(
ed.
);
Renault, Eric
(
ed.
); …
-
2017
Persistent link: https://www.econbiz.de/10011918068
Saved in:
7
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
8
Linear-price term structure models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of empirical finance
24
(
2013
),
pp. 24-41
Persistent link: https://www.econbiz.de/10010371993
Saved in:
9
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
10
Problems with using CDS to infer default probabilities
Jarrow, Robert A.
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 6-12
Persistent link: https://www.econbiz.de/10009670767
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->