//--> //--> //--> //-->
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:"Volatility"
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
Volatility
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
Estimation
25
Frankreich
25
Schätzung
25
Econometrics
24
Ökonometrie
24
Risikomaß
23
Risk measure
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
6
Undetermined
2
Type of publication
All
Book / Working Paper
13
Article
10
Type of publication (narrower categories)
All
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Working Paper
12
Article in journal
9
Aufsatz in Zeitschrift
9
Amtsdruckschrift
4
Government document
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
22
French
1
Author
All
Gouriéroux, Christian
19
Jasiak, Joann
12
Monfort, Alain
8
Ghysels, Eric
4
Bertholon, Henri
3
Pegoraro, Fulvio
3
Sufana, Razvan
3
Bossaerts, Peter L.
1
Lu, Yang
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
7
Journal of econometrics
5
Série des documents de travail
3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Econometric reviews
2
Banque de France Working Paper
1
Documents de travail / Banque de France
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Les notes d'études et de recherche : NER
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pricing with finite dimensional dependence
Gouriéroux, Christian
;
Monfort, Alain
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 408-417
Persistent link: https://www.econbiz.de/10011499694
Saved in:
2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 714-735
Persistent link: https://www.econbiz.de/10012483178
Saved in:
3
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:
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
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
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
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
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
Positivity conditions for a bivariate autoregressive volatility specification
Gouriéroux, Christian
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
4
,
pp. 624-636
Persistent link: https://www.econbiz.de/10003570743
Saved in:
10
The Wishart Autoregressive process of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 167-181
Persistent link: https://www.econbiz.de/10003858506
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->