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~subject:"Volatility"
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Volatility
Theorie
302
Theory
302
Estimation theory
93
Schätztheorie
93
Portfolio selection
48
Portfolio-Management
48
Risikomanagement
47
Risk management
46
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44
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44
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43
Credit risk
41
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41
Kreditrisiko
41
Schätzung
41
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39
Yield curve
35
Zinsstruktur
35
Moral Hazard
32
Asymmetric information
31
Derivat
30
Derivative
30
USA
30
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30
Adverse selection
29
CAPM
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Risiko
29
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29
Risk measure
29
Adverse Selektion
28
Asymmetrische Information
28
Moral hazard
28
France
27
Frankreich
25
Versicherung
25
Automobile insurance
24
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24
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23
Volatilität
22
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22
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Gouriéroux, Christian
19
Jasiak, Joann
12
Ghysels, Eric
4
Monfort, Alain
4
Dionne, Georges
3
Sufana, Razvan
3
Hassani, Samir Saissi
2
Bossaerts, Peter L.
1
Lu, Yang
1
Zakoïan, Jean-Michel
1
Zhou, Xiaozhou
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Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Journal of econometrics
5
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3
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Econometric reviews
2
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
Journal of risk
1
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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
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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:
2
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:
3
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
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:
5
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:
6
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:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
9
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:
10
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
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