//--> //--> //--> //-->
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
~source:"econis"
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
Misspecification of Causal and...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
217
Theory
217
Estimation theory
93
Schätztheorie
93
Time series analysis
44
Zeitreihenanalyse
44
Credit risk
34
Kreditrisiko
34
Portfolio selection
34
Portfolio-Management
34
Yield curve
30
Zinsstruktur
30
CAPM
27
Derivat
27
Derivative
27
Estimation
21
Schätzung
21
Volatility
21
Volatilität
21
Econometrics
20
France
20
Frankreich
20
Ökonometrie
20
Risikoprämie
19
Risk premium
19
Risikomaß
16
Risk measure
16
Statistical theory
16
Statistische Methodenlehre
16
Schock
15
Shock
15
Stochastic process
15
Stochastischer Prozess
15
Method of moments
14
Momentenmethode
14
Option pricing theory
14
Optionspreistheorie
14
Risikomanagement
14
Risiko
13
Risk
13
more ...
less ...
Online availability
All
Free
49
Undetermined
29
Type of publication
All
Book / Working Paper
195
Article
157
Type of publication (narrower categories)
All
Arbeitspapier
158
Working Paper
158
Graue Literatur
149
Non-commercial literature
149
Article in journal
137
Aufsatz in Zeitschrift
137
Amtsdruckschrift
46
Government document
46
Aufsatz im Buch
19
Book section
19
Collection of articles of several authors
4
Lehrbuch
4
Sammelwerk
4
Textbook
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Interview
2
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
297
French
49
Undetermined
6
Author
All
Gouriéroux, Christian
333
Monfort, Alain
95
Jasiak, Joann
75
Gagliardini, Patrick
28
Darolles, Serge
20
Renault, Eric
20
Ghysels, Eric
14
Renne, Jean-Paul
14
Peaucelle, Irina
11
Scaillet, Olivier
11
Sufana, Razvan
11
Gourieroux, Christian
10
Lu, Yang
10
Clément, Emmanuelle
9
Broze, Laurence
8
LeFol, Gaëlle
8
Laurent, Jean-Paul
7
Pradel, Jacqueline
7
Fourgeaud, Claude
6
Florens, Jean-Pierre
5
Szafarz, Ariane
5
Trognon, Alain
5
Allard, Marie
4
Bronsard, Camille
4
Dionne, Georges
4
Dubecq, Simon
4
Jouneau, Frédéric
4
Liu, Wei
4
Tenreiro, Carlos
4
Vanasse, Charles
4
Xu, Peng
4
Breitung, Jörg
3
Djogbenou, Antoine
3
Pegoraro, Fulvio
3
Pham, Huyên
3
Tiomo, André
3
Zakoïan, Jean-Michel
3
Bandehali, Maygol
2
Boloorforoosh, Ali
2
Christoffersen, Peter F.
2
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Institut national de la statistique et des études économiques <Frankreich>
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Journal of econometrics
24
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Série des documents de travail
16
Annales d'économie et de statistique
15
Econometric theory
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Annals of economics and statistics
7
Journal of empirical finance
6
Documents de travail / Banque de France
5
Journal of banking & finance
5
L' Actualité économique : revue trimest.
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
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
Finance : revue de l'Association Française de Finance
3
Journal de la Société de Statistique de Paris
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 paper
2
Discussion papers of interdisciplinary research project 373
2
Econometrics of risk
2
Economics letters
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
The Geneva papers on risk and insurance theory
2
The journal of credit risk : published quarterly by Incisive Media
2
CEA_372Cass working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
937
OLC EcoSci
35
USB Cologne (EcoSocSci)
5
Other ZBW resources
3
EconStor
1
Showing
1
-
10
of
352
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
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
9
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
10
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:
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...
//-->