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~person:"Gouriéroux, Christian"
~person:"Maravall Herrero, Agustín"
~person:"Phillips, Peter C. B."
~subject:"Estimation theory"
~subject:"Portfolio-Management"
~subject:"Zinsstruktur"
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Search: subject_exact:"Theoretisches Modell"
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Estimation theory
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Zinsstruktur
Theorie
607
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607
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203
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203
Schätztheorie
128
Stochastic process
66
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English
158
French
15
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2
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Gouriéroux, Christian
Maravall Herrero, Agustín
Phillips, Peter C. B.
Fabozzi, Frank J.
133
Härdle, Wolfgang
94
Gollier, Christian
78
Pesaran, M. Hashem
76
Maurer, Raimond
73
Diebold, Francis X.
64
Platen, Eckhard
59
Rudebusch, Glenn D.
59
Bekaert, Geert
52
Ang, Andrew
49
Scaillet, Olivier
49
Monfort, Alain
48
Campbell, John Y.
47
Engle, Robert F.
47
Korn, Ralf
46
Jarrow, Robert A.
45
Lucas, André
45
McAleer, Michael
45
Satchell, Stephen
45
Andrews, Donald W. K.
44
Chiarella, Carl
43
Guidolin, Massimo
43
Uppal, Raman
43
Franses, Philip Hans
42
Mitchell, Olivia S.
42
Newey, Whitney K.
42
Swanson, Norman R.
40
Li, Duan
38
Lo, Andrew W.
38
Markowitz, Harry
38
Post, Thierry
38
Brandt, Michael W.
35
Giles, David E. A.
35
Imbens, Guido
35
Bacchetta, Philippe
34
Van Wincoop, Eric
34
Viceira, Luis M.
34
Jondeau, Eric
33
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European University Institute / Department of Economics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
32
Cowles Foundation discussion paper
17
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16
Journal of econometrics
13
Documentos de trabajo / Banco de España, Servicio de Estudios
12
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10
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Econometric theory
8
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
7
Annales d'économie et de statistique
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Journal of empirical finance
4
Documents de travail / Banque de France
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Oxford bulletin of economics and statistics
3
The review of economic studies
3
Discussion paper
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
L' Actualité économique : revue trimest.
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Princeton series in finance
2
The review of financial studies
2
CORE discussion paper : DP
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Collection "Economie et statistiques avancées"
1
Duration transition and count data models
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Dynamique des marchés financiers et prévisions
1
EUI working papers
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Econometric reviews
1
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1
Handbook of econometrics ; Vol. 1
1
Journal of financial econometrics
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L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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ECONIS (ZBW)
174
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11
Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462516
Saved in:
12
Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.
(
contributor
);
Yu, Jun
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003462517
Saved in:
13
Granularity adjustment for efficient portfolios
Gouriéroux, Christian
;
Monfort, Alain
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 449-468
Persistent link: https://www.econbiz.de/10009717782
Saved in:
14
Liquidation equilibrium with seniority and hidden CDO
Gouriéroux, Christian
;
Heam, J. C.
;
Monfort, Alain
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5261-5274
Persistent link: https://www.econbiz.de/10010343737
Saved in:
15
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:
16
Optimal estimation of cointegrated systems with irrelevant instruments
Phillips, Peter C. B.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003468433
Saved in:
17
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
Saved in:
18
Domain restrictions on interest rates implied by no arbitrage
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
2
,
pp. 281-291
Persistent link: https://www.econbiz.de/10008935668
Saved in:
19
Bilinear term structure model
Gouriéroux, Christian
;
Monfort, Alain
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10008935707
Saved in:
20
Approximate derivative pricing for large classes of homogeneous assets with systematic risk
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 237-280
Persistent link: https://www.econbiz.de/10009125127
Saved in:
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