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
~subject:"Estimation"
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
Testing, encompassing, and sim...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Theorie
251
Theory
251
Estimation theory
113
Schätztheorie
113
Yield curve
61
Zinsstruktur
61
Credit risk
51
Kreditrisiko
51
Time series analysis
51
Zeitreihenanalyse
51
Portfolio selection
39
Portfolio-Management
39
CAPM
36
Derivat
33
Derivative
33
Risikoprämie
29
Risk premium
29
Frankreich
25
Schätzung
25
Econometrics
24
Ökonometrie
24
Risikomaß
23
Risk measure
23
Volatility
23
Volatilität
23
France
22
Shock
21
Schock
19
Option pricing theory
18
Optionspreistheorie
18
Statistical theory
17
Statistische Methodenlehre
17
Stochastic process
17
Stochastischer Prozess
17
VAR model
16
VAR-Modell
16
Contagion
15
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
more ...
less ...
Online availability
All
Free
7
Undetermined
7
Type of publication
All
Article
14
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Amtsdruckschrift
3
Government document
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
French
1
Author
All
Gouriéroux, Christian
20
Monfort, Alain
12
Jasiak, Joann
6
Renne, Jean-Paul
5
Pegoraro, Fulvio
4
Ghysels, Eric
2
Boloorforoosh, Ali
1
Christoffersen, Peter F.
1
Dupin, Gilles
1
Forest, Danielle
1
Fournier, Mathieu
1
Gagliardini, Patrick
1
Hencic, Andrew
1
Koenig, Emmanuel
1
Le Moine, Pierre
1
LeFol, Gaëlle
1
Lu, Yang
1
Meyer, B.
1
Ratiarison, Eric
1
Salvas-Bronsard, Lise
1
Sufana, Razvan
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Journal of econometrics
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Journal of banking & finance
3
Série des documents de travail
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Astin bulletin : the journal of the International Actuarial Association
1
Banque de France Working Paper
1
Documents de travail / Banque de France
1
Econometrics of risk
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Pricing default events : surprise, exogeneity and contagion
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 397-411
Persistent link: https://www.econbiz.de/10010497742
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
5
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
6
Quadratic stochastic intensity and prospective mortality tables
Gouriéroux, Christian
;
Monfort, Alain
-
2007
Persistent link: https://www.econbiz.de/10003618126
Saved in:
7
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
8
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
9
Causality between returns and trated volumes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996770
Saved in:
10
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
