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Estimation
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424
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186
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186
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127
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127
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94
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79
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Ghysels, Eric
56
Gouriéroux, Christian
20
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12
Santa-Clara, Pedro
8
Andreou, Elena
7
Gagliardini, Patrick
6
Jasiak, Joann
6
Valkanov, Rossen I.
6
Ball, Ryan T.
5
Idier, Julien
5
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5
Renne, Jean-Paul
5
Valkanov, Rossen
5
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5
Pegoraro, Fulvio
4
Renault, Eric
4
Rubin, Mirco
4
Babii, Andrii
3
Brownlees, Christian
3
Chabot, Ben
3
Guérin, Pierre
3
Kurz, Christopher J.
3
Marcellino, Massimiliano
3
Plazzi, Alberto
3
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3
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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9
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Duration transition and count data models
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
81
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1
Special issue on "Multivariate volatility models"
Garcia, René
(
contributor
);
Ghysels, Eric
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003907531
Saved in:
2
Stochastic volatility
Ghysels, Eric
-
1995
Persistent link: https://www.econbiz.de/10000929391
Saved in:
3
Quadratic stochastic intensity and prospective mortality tables
Gouriéroux, Christian
;
Monfort, Alain
-
2007
Persistent link: https://www.econbiz.de/10003618126
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
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
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
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