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~person:"Gouriéroux, Christian"
~subject:"Schätztheorie"
~subject:"Schätzung"
~type_genre:"Amtsdruckschrift"
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Schätztheorie
Schätzung
Theorie
44
Theory
44
Estimation theory
15
Time series analysis
8
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8
Portfolio selection
5
Portfolio-Management
5
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4
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4
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4
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3
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3
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Statistical theory
3
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3
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2
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Arbeitslosigkeit
2
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2
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2
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2
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2
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2
Konsumtheorie
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2
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2
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2
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Book / Working Paper
17
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Amtsdruckschrift
Arbeitspapier
26
Graue Literatur
26
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26
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26
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23
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23
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17
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7
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7
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1
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English
15
French
2
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Gouriéroux, Christian
Robert, Christian P.
17
Guégan, Dominique
11
Jasiak, Joann
7
Zakoïan, Jean-Michel
7
Comte, Fabienne
6
Francq, Christian
6
Monfort, Alain
6
Robin, Jean-Marc
6
Berred, Alexandre M.
5
Darolles, Serge
5
Fermanian, Jean-David
5
Philippe, Anne
5
Scaillet, Olivier
5
Billio, Monica
4
Blundell, Richard W.
4
Bosq, Denis
4
Butucea, Cristina
4
Ghysels, Eric
4
Guerre, Emmanuel
4
Hristache, Marian
4
Rousseau, Judith
4
Salanié, Bernard
4
Casella, George
3
Crépon, Bruno
3
Delecroix, Michel
3
Hardouin, C.
3
Hecq, Alain W. J.
3
Lieberman, Offer
3
Léorat, Guillaume
3
Renault, Eric
3
Visser, Michael S.
3
Abowd, John M.
2
Baraud, Yannick
2
Bassanini, Andrea
2
Berg, Gerard J. van den
2
Broze, Laurence
2
Carnot, Nicolas
2
Chiappori, Pierre-André
2
Clément, Emmanuelle
2
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
13
Source
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ECONIS (ZBW)
17
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1
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
2
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
3
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
4
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
9
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
10
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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