//--> //--> //--> //-->
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:"Nichtparametrisches Verfahren"
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
Contagion phenomena with appli...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Nichtparametrisches Verfahren
Theorie
235
Theory
235
Estimation theory
93
Schätztheorie
93
Time series analysis
46
Zeitreihenanalyse
46
Portfolio selection
43
Portfolio-Management
43
Credit risk
33
Kreditrisiko
33
CAPM
30
Yield curve
30
Zinsstruktur
30
Derivat
27
Derivative
27
Estimation
24
Schätzung
24
Volatility
22
Volatilität
22
Risikoprämie
21
Risk premium
21
Econometrics
19
France
19
Frankreich
19
Ökonometrie
19
Risikomaß
17
Risk measure
17
Shock
17
Option pricing theory
16
Optionspreistheorie
16
Risiko
16
Risk
16
Statistical theory
16
Statistische Methodenlehre
16
Hedge fund
15
Hedgefonds
15
Method of moments
15
Momentenmethode
15
Nonparametric statistics
15
more ...
less ...
Online availability
All
Undetermined
4
Free
3
Type of publication
All
Book / Working Paper
9
Article
6
Type of publication (narrower categories)
All
Arbeitspapier
8
Working Paper
8
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
6
Non-commercial literature
6
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
15
Author
All
Gouriéroux, Christian
10
Darolles, Serge
5
Florens, Jean-Pierre
5
Renault, Eric
4
Gagliardini, Patrick
3
Jasiak, Joann
3
Monfort, Alain
3
Fan, Yanqin
2
Liu, Wei
1
Renne, Jean-Paul
1
Simon, Guillaume
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Journal of econometrics
3
Cahier / Département de Sciences Économiques, Université de Montréal
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
IDEI working papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economic studies : RES
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
4
Constrained nonparametric copulas
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714340
Saved in:
5
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
6
An efficient nonparametric estimator for models with nonlinear dependence
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 189-229
Persistent link: https://www.econbiz.de/10003425528
Saved in:
7
Efficient portfolio analysis using distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003422288
Saved in:
8
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:
9
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
10
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->