//--> //--> //--> //-->
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
Aversion analysis
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
Theorie
243
Theory
243
Estimation theory
92
Schätztheorie
92
Time series analysis
46
Zeitreihenanalyse
46
Portfolio selection
34
Portfolio-Management
34
Credit risk
33
Kreditrisiko
33
Yield curve
31
Zinsstruktur
31
CAPM
30
Derivat
27
Derivative
27
Schätzung
26
Volatility
21
Volatilität
21
France
20
Frankreich
20
Risikoprämie
20
Econometrics
19
Risk premium
19
Ökonometrie
19
Shock
17
Method of moments
16
Momentenmethode
16
Risikomaß
16
Risk measure
16
Statistical theory
16
Statistische Methodenlehre
16
Stochastic process
16
Stochastischer Prozess
16
Rational expectations
15
Rationale Erwartung
15
Schock
15
Markov chain
14
Markov-Kette
14
Option pricing theory
14
more ...
less ...
Online availability
All
Free
9
Undetermined
6
Type of publication
All
Book / Working Paper
14
Article
12
Type of publication (narrower categories)
All
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Working Paper
14
Article in journal
11
Aufsatz in Zeitschrift
11
Amtsdruckschrift
4
Government document
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
25
French
1
Author
All
Gouriéroux, Christian
20
Monfort, Alain
7
Jasiak, Joann
6
Renne, Jean-Paul
5
Dudley, Leonard M.
2
Ghysels, Eric
2
Salvas-Bronsard, Lise
2
Andersen, Torben
1
Beaulieu, Marie-Christine
1
Bollerslev, Tim
1
Boloorforoosh, Ali
1
Bronsard, Camille
1
Castro, Ruy
1
Christoffersen, Peter F.
1
De Resende, Carlos
1
Dufour, Jean-Marie
1
Forest, Danielle
1
Fournier, Mathieu
1
Gagliardini, Patrick
1
Hencic, Andrew
1
Khalaf, Lynda
1
LeFol, Gaëlle
1
Lu, Yang
1
Meddahi, Nour
1
Meyer, B.
1
Mönius, Johannes
1
Rosenwald, Fabienne
1
Ruge-Murcia, Francisco Javier
1
Sufana, Razvan
1
Witt, Ulrich
1
Zakoïan, Jean-Michel
1
more ...
less ...
Institution
All
Université de Montréal / Département de sciences économiques
5
Published in...
All
Cahier / Départment de Sciences Économiques, Université de Montréal
5
Série des documents de travail / Centre de Recherche en Économie et Statistique
5
Journal of econometrics
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
4
Série des documents de travail
3
Journal of banking & finance
2
Annales d'économie et de statistique
1
Annals of economics and statistics
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)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
2
Quadratic stochastic intensity and prospective mortality tables
Gouriéroux, Christian
;
Monfort, Alain
-
2007
Persistent link: https://www.econbiz.de/10003618126
Saved in:
3
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:
4
Noncausal autoregressive model in application to bitcoin/USD exchange rates
Hencic, Andrew
;
Gouriéroux, Christian
- In:
Econometrics of risk
,
(pp. 17-40)
.
2015
Persistent link: https://www.econbiz.de/10010498586
Saved in:
5
Granularity adjustment for default risk factor model with cohorts
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of banking & finance
36
(
2012
)
5
,
pp. 1464-1477
Persistent link: https://www.econbiz.de/10009615800
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
Analysis of order queues
Gouriéroux, Christian
;
LeFol, Gaëlle
;
Meyer, B.
-
1996
Persistent link: https://www.econbiz.de/10000950820
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...
//-->