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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
251
Theory
251
Estimation theory
113
Schätztheorie
113
Yield curve
61
Zinsstruktur
61
Credit risk
51
Kreditrisiko
51
Time series analysis
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
Volatility
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
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Free
13
Undetermined
7
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Book / Working Paper
34
Article
17
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Arbeitspapier
25
Working Paper
25
Graue Literatur
23
Non-commercial literature
23
Article in journal
15
Aufsatz in Zeitschrift
15
Amtsdruckschrift
9
Government document
9
Lehrbuch
3
Textbook
3
Bibliografie enthalten
2
Bibliography included
2
Collection of articles of several authors
2
Sammelwerk
2
Aufsatz im Buch
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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Language
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English
48
French
3
Author
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Gouriéroux, Christian
42
Monfort, Alain
21
Jasiak, Joann
13
Renne, Jean-Paul
9
Renault, Eric
4
Roussellet, Guillaume
4
Breitung, Jörg
3
Brown, Bryan W.
2
Darolles, Serge
2
Dijk, Herman K. van
2
Florens, Jean-Pierre
2
Gagliardini, Patrick
2
Ghysels, Eric
2
Billio, Monica
1
Bossaerts, Peter L.
1
Frachot, Antoine
1
Gill, Len
1
Gourieroux, Christian
1
Hencic, Andrew
1
Jardet, Caroline
1
Lu, Yang
1
Peaucelle, Irina
1
Pegoraro, Fulvio
1
Renault, E.
1
Robert, Christian Yann
1
Touzi, Nizar
1
Trognon, Alain
1
Valéry, P.
1
Vuong, Quang
1
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Institution
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
12
Série des documents de travail
7
Journal of econometrics
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Annales d'économie et de statistique
2
Annals of economics and statistics
2
Documents de travail / Banque de France
2
Journal de la Société de Statistique de Paris
2
Princeton series in finance
2
Themes in modern econometrics
2
Banque de France Working Paper
1
Collection "Economie et statistiques avancées"
1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
Econometrics of risk
1
Journal of applied econometrics
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
1
Springer series in statistics
1
The economic journal : the journal of the Royal Economic Society
1
The review of economic studies : RES
1
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ECONIS (ZBW)
51
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1
Time series and dynamic models
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000923232
Saved in:
2
A general approach to serial correlation
Gouriéroux, Christian
- In:
Econometric theory
1
(
1985
)
3
,
pp. 315-340
Persistent link: https://www.econbiz.de/10001072756
Saved in:
3
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:
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
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
6
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:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
8
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
- In:
Annals of economics and statistics
125/126
(
2017
),
pp. 187-218
Persistent link: https://www.econbiz.de/10011744364
Saved in:
9
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:
10
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
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