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:"Stochastic process"
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
Noncausal vector autoregressiv...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
218
Theory
218
Estimation theory
92
Schätztheorie
92
Time series analysis
44
Zeitreihenanalyse
44
Kreditrisiko
35
Credit risk
34
Portfolio selection
34
Portfolio-Management
34
Yield curve
30
Zinsstruktur
30
CAPM
27
Derivat
27
Derivative
27
Volatility
22
Econometrics
21
Volatilität
21
Estimation
20
France
20
Frankreich
20
Schätzung
20
Ökonometrie
20
Risikoprämie
19
Risk premium
19
Shock
17
Risikomaß
16
Risk measure
16
Statistical theory
16
Statistische Methodenlehre
16
Schock
15
Stochastischer Prozess
15
Method of moments
14
Momentenmethode
14
Option pricing theory
14
Optionspreistheorie
14
Risikomanagement
14
Risk
14
Contagion
13
more ...
less ...
Online availability
All
Free
3
Undetermined
3
Type of publication
All
Article
9
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Amtsdruckschrift
1
Government document
1
more ...
less ...
Language
All
English
15
Author
All
Gouriéroux, Christian
14
Jasiak, Joann
5
Monfort, Alain
3
Boloorforoosh, Ali
2
Christoffersen, Peter F.
2
Fournier, Mathieu
2
Ghysels, Eric
2
Lu, Yang
2
Gagliardini, Patrick
1
Renault, E.
1
Sufana, Razvan
1
Valéry, P.
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail
3
Econometric reviews
2
Journal of econometrics
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 385-424
Persistent link: https://www.econbiz.de/10001620897
Saved in:
2
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
Saved in:
3
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
4
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
5
Stochastic volatility and time deformation : an application of trading volume and leverage effects
Ghysels, Eric
;
Jasiak, Joann
-
1994
Persistent link: https://www.econbiz.de/10000898668
Saved in:
6
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
Saved in:
7
Econometric specification of stochastic discount factor models
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
136
(
2007
)
2
,
pp. 509-530
Persistent link: https://www.econbiz.de/10003412662
Saved in:
8
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:
9
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
10
Beta risk in the cross-section of equities
Boloorforoosh, Ali
;
Christoffersen, Peter F.
;
Fournier, …
- In:
The review of financial studies
33
(
2020
)
9
,
pp. 4318-4366
Persistent link: https://www.econbiz.de/10012387374
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
