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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of fixed income"
~language:"eng"
~language:"est"
~language:"spa"
~person:"Gouriéroux, Christian"
~person:"Jarrow, Robert A."
~subject:"Börsenkurs"
~subject:"Credit derivative"
~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"
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Börsenkurs
Credit derivative
Credit risk
EU countries
Economic growth
Entwicklungsländer
Portfolio selection
Supply chain
Theory
United Kingdom
Theorie
23
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
Yield curve
4
Zinsstruktur
4
Correlation
3
Identification
3
Induktive Statistik
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Insolvency
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Insolvenz
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Korrelation
3
Kreditderivat
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Markov chain
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Markov-Kette
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Nichtparametrisches Verfahren
3
Nonparametric statistics
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Portfolio-Management
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Statistical inference
3
Bubbles
2
Collateral
2
Core
2
Factor analysis
2
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27
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Aufsatz in Zeitschrift
Collection of articles of several authors
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English
Estonian
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Gouriéroux, Christian
Jarrow, Robert A.
Phillips, Peter C. B.
38
Koop, Gary
20
Linton, Oliver
18
Ghysels, Eric
17
Pesaran, M. Hashem
17
Swanson, Norman R.
17
Lee, Lung-fei
16
Yu, Jun
16
Tauchen, George Eugene
15
Aït-Sahalia, Yacine
13
Diebold, Francis X.
13
Fabozzi, Frank J.
13
Granger, C. W. J.
13
Timmermann, Allan
13
Chib, Siddhartha
12
Dufour, Jean-Marie
12
McAleer, Michael
12
Renault, Eric
12
Taylor, Robert
12
Xiao, Zhijie
12
Bollerslev, Tim
11
Schmidt, Peter
11
Steel, Mark F. J.
11
Todorov, Viktor
11
Chen, Ren-Raw
10
Corradi, Valentina
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
Li, Qi
9
Lucas, André
9
Maasoumi, Esfandiar
9
Magnus, Jan R.
9
Monfort, Alain
9
Robinson, Peter M.
9
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Journal of econometrics
Journal of empirical finance
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
Annual review of financial economics
5
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
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
Quantitative finance
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 econometrics
2
Journal of financial markets
2
Journal of risk
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
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Source
All
ECONIS (ZBW)
28
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
Indirect inference for dynamic panel models
Gouriéroux, Christian
;
Phillips, Peter C. B.
;
Yu, Jun
- In:
Journal of econometrics
157
(
2010
)
1
,
pp. 68-77
Persistent link: https://www.econbiz.de/10008661852
Saved in:
10
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:
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