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~person:"Gouriéroux, Christian"
~person:"Maravall Herrero, Agustín"
~source:"econis"
~subject:"Estimation theory"
~subject:"Zinsstruktur"
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Search: subject_exact:"Theoretisches Modell"
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Estimation theory
Zinsstruktur
Theorie
271
Theory
271
Time series analysis
79
Zeitreihenanalyse
79
Schätztheorie
75
Portfolio selection
25
Portfolio-Management
25
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20
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20
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19
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English
79
French
13
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Gouriéroux, Christian
Maravall Herrero, Agustín
Härdle, Wolfgang
72
Phillips, Peter C. B.
60
Rudebusch, Glenn D.
59
Pesaran, M. Hashem
57
Diebold, Francis X.
50
Andrews, Donald W. K.
44
Franses, Philip Hans
42
Monfort, Alain
42
Newey, Whitney K.
42
Bekaert, Geert
41
Swanson, Norman R.
39
Giles, David E. A.
35
Imbens, Guido
35
McAleer, Michael
35
Scaillet, Olivier
34
Gollier, Christian
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
Granger, C. W. J.
28
Christensen, Jens H. E.
27
Singleton, Kenneth J.
27
King, Maxwell L.
26
Li, Qi
26
Ohtani, Kazuhiro
26
Brännäs, Kurt
25
Chiarella, Carl
25
Kohn, Robert
25
Bera, Anil K.
24
Engle, Robert F.
24
Krämer, Walter
24
Stahlecker, Peter
24
Zakoïan, Jean-Michel
24
Dufour, Jean-Marie
23
Tzavalis, Elias
23
Ullah, Aman
23
Winkelmann, Rainer
23
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European University Institute / Department of Economics
7
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
24
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13
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13
EUI working paper / ECO
10
Journal of econometrics
7
Annales d'économie et de statistique
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
5
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Discussion paper
2
Documents de travail / Banque de France
2
Econometric theory
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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1
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1
Duration transition and count data models
1
Dynamique des marchés financiers et prévisions
1
EUI working papers
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance : revue de l'Association Française de Finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Themes in modern econometrics
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ECONIS (ZBW)
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1
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
-
2013
Persistent link: https://www.econbiz.de/10010200003
Saved in:
2
A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574575
Saved in:
3
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
4
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:
5
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:
6
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:
7
A term structure model with level factor cannot be realistic and arbitrage free
Dubec, Simon
;
Gouriéroux, Christian
-
2010
Persistent link: https://www.econbiz.de/10009406003
Saved in:
8
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:
9
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
10
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
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