//--> //--> //-->
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
~person:"Gouriéroux, Christian"
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
Dynamic Regression and Filtere...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Volatility
4
Volatilität
4
Estimation theory
3
Schätztheorie
3
Börsenkurs
2
Estimation
2
Financial market
2
Finanzmarkt
2
France
2
Frankreich
2
Handelsvolumen der Börse
2
Schätzung
2
Share price
2
Time series analysis
2
Trading volume
2
Zeitreihenanalyse
2
CAPM
1
Capital income
1
Development aid
1
Devisenmarkt
1
Economic development
1
Economy of time
1
Entwicklung
1
Entwicklungshilfe
1
Foreign exchange market
1
Incomplete market
1
Kapitaleinkommen
1
Nachhaltige Entwicklung
1
Portfolio selection
1
Portfolio-Management
1
Stochastic process
1
Stochastischer Prozess
1
Sustainable development
1
Unvollkommener Markt
1
Welt
1
World
1
Zeitökonomie
1
more ...
less ...
Type of publication
All
Book / Working Paper
7
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Amtsdruckschrift
5
Government document
5
Article in journal
3
Aufsatz in Zeitschrift
3
Interview
2
more ...
less ...
Language
All
English
10
Author
All
Gouriéroux, Christian
Ghysels, Eric
206
Ghysels, E.
84
Lieberman, Offer
67
BOSSERT, Walter
34
EHLERS, Lars
23
Dufour, J.M.
21
Phillips, Peter C. B.
20
Garcia, R.
18
DUFOUR, Jean-Marie
17
DIONNE, G.
16
Perron, P.
16
Andreou, Elena
15
Dionne, G.
15
Lieberman, O.
15
Ng, S.
15
SPRUMONT, Yves
15
SUZUMURA, Kotaro
15
BENCHEKROUN, Hassan
14
RUGE-MURCIA, Francisco J.
14
Hall, A.
13
GAUDET, Gérard
12
Sprumont, Y.
12
BOYER, M.
11
CASTRO, Rui
11
Renault, E.
11
Renault, Eric
11
Bossert, Walter
10
BRENNER, R.
9
Bossert, W.
9
Hall, Alastair R.
9
Jasiak, Joann
9
Montmarquette, C.
9
Arcand, J.L.
8
GHYSELS, E.
8
Gourieroux, C.
8
Kollmann, R.
8
Lee, H.S.
8
Mercenier, J.
8
PROULX, P.P.
8
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
Annales d'économie et de statistique
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometric theory
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
3
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
4
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
5
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
6
Causality between returns and traded volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
(
2000
),
pp. 189-206
Persistent link: https://www.econbiz.de/10001543508
Saved in:
7
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
8
Market time and asset price movements : theory and estimation
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1995
Persistent link: https://www.econbiz.de/10001512798
Saved in:
9
The ET interview: Christian Gouriéroux and Alain Montfort
Gouriéroux, Christian
;
Monfort, Alain
;
Ghysels, Eric
- In:
Econometric theory
28
(
2012
)
4
,
pp. 889-914
Persistent link: https://www.econbiz.de/10009669727
Saved in:
10
ET interview : Christian Gouriéroux and Alain Monfort
Ghysels, Eric
;
Renault, Eric
-
2011
Persistent link: https://www.econbiz.de/10009552661
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->