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~person:"Gouriéroux, Christian"
~subject:"Portfolio-Management"
~subject:"Time series analysis"
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Portfolio-Management
Time series analysis
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90
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90
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63
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63
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25
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10
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English
28
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Gouriéroux, Christian
Phillips, Peter C. B.
108
Gao, Jiti
81
Koopman, Siem Jan
75
Franses, Philip Hans
50
Johansen, Søren
48
Lütkepohl, Helmut
48
Teräsvirta, Timo
44
Pesaran, M. Hashem
40
Linton, Oliver
39
Lucas, André
39
Maurer, Raimond
38
Nielsen, Morten Ørregaard
38
Kapetanios, George
36
Engle, Robert F.
34
Harvey, Andrew C.
31
Härdle, Wolfgang
31
Koop, Gary
30
Caporale, Guglielmo Maria
29
Hassler, Uwe
29
Memmel, Christoph
29
Sibbertsen, Philipp
29
Swanson, Norman R.
29
Robinson, Peter M.
28
Taylor, Robert
28
McAleer, Michael
27
Breitung, Jörg
26
Li, Degui
26
Nelson, Daniel B.
26
Peng, Bin
26
Stock, James H.
26
Blasques, Francisco
25
Leybourne, Stephen James
25
Maravall Herrero, Agustín
25
Perron, Pierre
25
Watson, Mark W.
25
Wolf, Michael
24
Bauwens, Luc
23
Diebold, Francis X.
23
Dong, Chaohua
23
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Journal of econometrics
3
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1
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
1
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1
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ECONIS (ZBW)
29
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1
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1
Kernel based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
-
2000
Persistent link: https://www.econbiz.de/10001487993
Saved in:
2
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
3
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
4
Identification by Laplace transforms in nonlinear time series and
panel
models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
5
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
6
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
7
A general approach to serial
correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
Saved in:
8
ARCH models and financial applications
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10011519880
Saved in:
9
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
10
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
1
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