//--> //--> //--> //-->
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:"Série des documents de travail"
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
Stochastic volatility duration...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
11
Schätztheorie
11
Time series analysis
7
Zeitreihenanalyse
7
Identification
5
Composite Likelihood
3
Consistency
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Pseudo Maximum Likelihood
3
Schock
3
Schätzung
3
Shock
3
Stochastic process
3
Stochastischer Prozess
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Bubbles
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Coronavirus
2
Corporate Risk
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
Instrumental Model
2
Lie Group
2
Martingal
2
Martingale
2
Normalized Data
2
Pseudo-Likelihood
2
Pseudo-Maximum Likelihood
2
Risiko
2
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
16
Type of publication (narrower categories)
All
Arbeitspapier
16
Graue Literatur
16
Non-commercial literature
16
Working Paper
16
Language
All
English
16
Author
All
Gouriéroux, Christian
16
Monfort, Alain
9
Jasiak, Joann
3
Lu, Yang
3
Renne, Jean-Paul
3
Renault, Eric
2
Calvet, Laurent E.
1
Czellar, Veronika
1
Elliott, Sean
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
100
Journal of econometrics
87
Cahiers de recherche
78
CIRANO Working Papers
50
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of Econometrics
28
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Econometric theory
21
Journal of Business & Economic Statistics
21
Journal of empirical finance
21
Annales d'économie et de statistique
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
L' Actualité économique : revue trimest.
14
Discussion paper / Centre for Economic Policy Research
12
Economics Papers from University Paris Dauphine
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
The review of financial studies
10
CEPREMAP Working Papers (Couverture Orange)
9
Journal of Financial Econometrics
9
CEPR Discussion Papers
8
Econometric reviews
8
Journal of banking & finance
8
Journal of financial econometrics
8
Research paper series / Swiss Finance Institute
8
Annals of economics and statistics
7
Documents de travail / Banque de France
7
Journal of Empirical Finance
7
Journal of economic dynamics & control
7
Journal of financial economics
7
L'Actualité Economique
7
The journal of finance : the journal of the American Finance Association
7
The review of economics and statistics
7
University of Cyprus Working Papers in Economics
7
Econometric Theory
6
Journal of international money and finance
6
Annales d'Economie et de Statistique
5
Finance : revue de l'Association Française de Finance
5
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
2
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
3
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
4
Structural dynamic analysis of systematic risk
Calvet, Laurent E.
;
Czellar, Veronika
;
Gouriéroux, …
-
2016
Persistent link: https://www.econbiz.de/10011855301
Saved in:
5
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
6
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
7
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->