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~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Portfolio-Management
Time series analysis
Theorie
609
Theory
609
Estimation theory
155
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155
Zeitreihenanalyse
49
Statistical theory
45
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Gouriéroux, Christian
18
Guégan, Dominique
9
Comte, Fabienne
7
Francq, Christian
4
Jasiak, Joann
4
Renault, Eric
4
Zakoïan, Jean-Michel
4
Doukhan, Paul
3
Fermanian, Jean-David
3
Florens, Jean-Pierre
3
Guerre, Emmanuel
3
Jouneau, Frédéric
3
Koehl, Pierre-François
3
Monfort, Alain
3
Touzi, Nizar
3
Broze, Laurence
2
Darolles, Serge
2
Entorf, Horst
2
Gagliardini, Patrick
2
Ghysels, Eric
2
Hardouin, C.
2
Jouini, Elyès
2
Lang, Gabriel
2
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2
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2
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2
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1
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1
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1
Diaye, Marc-Arthur
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1
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1
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1
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1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
Economics letters
365
Journal of econometrics
365
International journal of forecasting
334
European journal of operational research : EJOR
328
Insurance / Mathematics & economics
297
NBER working paper series
290
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
Journal of banking & finance
261
Working paper / National Bureau of Economic Research, Inc.
246
NBER Working Paper
245
Journal of forecasting
238
Journal of economic dynamics & control
231
Discussion paper / Tinbergen Institute
230
Finance research letters
228
Economic modelling
193
Econometric theory
191
Applied economics
161
Finance and stochastics
158
International journal of theoretical and applied finance
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Quantitative finance
149
Computational economics
148
Econometric reviews
139
Journal of empirical finance
139
Risks : open access journal
132
Research paper series / Swiss Finance Institute
129
Management science : journal of the Institute for Operations Research and the Management Sciences
127
Working paper
126
Discussion paper / Centre for Economic Policy Research
122
Journal of financial economics
121
The journal of finance : the journal of the American Finance Association
114
Applied economics letters
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
110
The review of financial studies
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
The journal of portfolio management : a publication of Institutional Investor
100
CESifo working papers
99
Journal of applied econometrics
96
The European journal of finance
96
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ECONIS (ZBW)
68
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1
Simulation and estimation of long memory continuous time models
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000883136
Saved in:
2
Lagrange multiplier test for contigous hypothesis
Guégan, Dominique
;
Ngatchou Wandji, J.
-
1994
Persistent link: https://www.econbiz.de/10000891347
Saved in:
3
Discrete and continuous time cointegration
Comte, Fabienne
-
1994
Persistent link: https://www.econbiz.de/10000895469
Saved in:
4
Choix de portefeuille dans un environnement d'investissement désagrégé : le cadre statique
Gouriéroux, Christian
;
Jouneau, Frédéric
-
1993
Persistent link: https://www.econbiz.de/10000856022
Saved in:
5
Do aggregate measures of mismatch measure mismatch? : A time series analysis of existing concepts
Entorf, Horst
-
1993
Persistent link: https://www.econbiz.de/10000858885
Saved in:
6
Estimation Bayésienne de probabilités de mouvement en capture-recapture
Dupuis, Jérôme A.
-
1993
Persistent link: https://www.econbiz.de/10000874754
Saved in:
7
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000879083
Saved in:
8
Long memory continuous time models
Comte, Fabienne
;
Renault, Eric
-
1993
Persistent link: https://www.econbiz.de/10000880864
Saved in:
9
Actifs financiers et
théorie
de la consommation
Allard, Marie
;
Bronsard, Camille
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000952886
Saved in:
10
One-step prediction of chaotic time series by multivariate reconstruction
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000956284
Saved in:
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