//--> //--> //--> //-->
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
~language:"eng"
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
Noncausal vector autoregressiv...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
181
Theory
181
Estimation theory
78
Schätztheorie
78
Time series analysis
41
Zeitreihenanalyse
41
Kreditrisiko
33
Credit risk
32
Portfolio selection
30
Portfolio-Management
30
Yield curve
30
Zinsstruktur
30
Derivat
27
Derivative
27
CAPM
24
Volatility
22
Volatilität
21
Estimation
19
Risikoprämie
19
Risk premium
19
Schätzung
19
Econometrics
18
Ökonometrie
17
Risikomaß
16
Risk measure
16
France
15
Frankreich
15
Schock
15
Shock
15
Stochastic process
15
Stochastischer Prozess
15
Method of moments
14
Momentenmethode
14
Option pricing theory
14
Optionspreistheorie
14
Risikomanagement
14
Risk
14
Statistical theory
14
Statistische Methodenlehre
14
Risiko
13
more ...
less ...
Online availability
All
Free
58
Undetermined
34
Type of publication
All
Book / Working Paper
185
Article
138
Type of publication (narrower categories)
All
Working Paper
142
Arbeitspapier
141
Graue Literatur
132
Non-commercial literature
132
Article in journal
113
Aufsatz in Zeitschrift
113
Amtsdruckschrift
38
Government document
38
Aufsatz im Buch
15
Book section
15
Lehrbuch
4
Textbook
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Collection of articles of several authors
2
Interview
2
Sammelwerk
2
Bibliographie
1
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
research-article
1
more ...
less ...
Language
All
English
Undetermined
173
French
54
Author
All
Gouriéroux, Christian
295
Monfort, Alain
88
Jasiak, Joann
74
Gagliardini, Patrick
28
Darolles, Serge
20
Ghysels, Eric
18
Renault, Eric
18
Gourieroux, Christian
14
Renne, Jean-Paul
14
Scaillet, Olivier
14
Lu, Yang
11
Sufana, Razvan
11
Jasiak, Joanna
9
Broze, Laurence
8
Laurent, Jean-Paul
7
Clément, Emmanuelle
6
Florens, Jean-Pierre
6
Dionne, Georges
5
LeFol, Gaëlle
5
Szafarz, Ariane
5
Vanasse, Charles
5
Breitung, Jörg
4
Dubecq, Simon
4
Liu, Wei
4
Tenreiro, Carlos
4
Xu, Peng
4
Dhaene, Geert
3
Djogbenou, Antoine
3
Dufour, Jean-Marie
3
Jouneau, Frédéric
3
Pegoraro, Fulvio
3
Pham, Huyên
3
Pradel, Jacqueline
3
Trognon, Alain
3
Zakoïan, Jean-Michel
3
Allard, Marie
2
Bandehali, Maygol
2
Boloorforoosh, Ali
2
Bronsard, Camille
2
Christoffersen, Peter F.
2
more ...
less ...
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
5
Department of Economics, York University
2
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
1
Econometric Society
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Princeton University Press
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
90
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
29
Journal of econometrics
25
Série des documents de travail
16
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
13
Econometric theory
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Annals of economics and statistics
7
Annales d'économie et de statistique
6
Journal of empirical finance
6
CIRANO Working Papers
5
Documents de travail / Banque de France
5
Journal of banking & finance
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Finance : revue de l'Association Française de Finance
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Econometric reviews
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Themes in modern econometrics
3
CORE discussion paper : DP
2
Cahier / Département de Sciences Économiques, Université de Montréal
2
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
2
Discussion paper
2
Discussion papers of interdisciplinary research project 373
2
Econometrics of risk
2
Economics letters
2
Journal of Forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of economic literature
2
Journal of financial econometrics
2
Journal of international money and finance
2
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
2
Princeton series in finance
2
Statistics and econometric models
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The Geneva papers on risk and insurance theory
2
The journal of credit risk : published quarterly by Incisive Media
2
more ...
less ...
Source
All
ECONIS (ZBW)
296
RePEc
13
USB Cologne (EcoSocSci)
5
Other ZBW resources
5
OLC EcoSci
3
EconStor
1
Showing
1
-
10
of
323
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
2
[Rezension von: Gourieroux, Christian; Jasiak, Joann, The econometrics of individual risk, credit, insurance, and marketing]
Sherris, Michael
- In:
Journal of economic literature
45
(
2007
)
4
,
pp. 1049-1053
Persistent link: https://www.econbiz.de/10003632655
Saved in:
3
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
4
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
5
Autoregressive gamma processes
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of forecasting
25
(
2006
)
2
,
pp. 129-152
Persistent link: https://www.econbiz.de/10003309381
Saved in:
6
L-performance with an application to hedge funds
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 671-685
Persistent link: https://www.econbiz.de/10003899210
Saved in:
7
Value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2010
Persistent link: https://www.econbiz.de/10003900686
Saved in:
8
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
9
The ordered qualitative model for credit rating transitions
Feng, D.
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 111-130
Persistent link: https://www.econbiz.de/10003693020
Saved in:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->