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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
218
Theory
218
Estimation theory
93
Schätztheorie
93
Time series analysis
44
Kreditrisiko
35
Credit risk
34
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34
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22
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Method of moments
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Option pricing theory
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11
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29
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22
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22
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Non-commercial literature
20
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13
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8
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English
41
French
3
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Gouriéroux, Christian
42
Jasiak, Joann
15
Monfort, Alain
12
Renne, Jean-Paul
5
Renault, Eric
4
Breitung, Jörg
3
Darolles, Serge
2
Florens, Jean-Pierre
2
Gagliardini, Patrick
2
Ghysels, Eric
2
Gourieroux, Christian
2
Bossaerts, Peter L.
1
Frachot, Antoine
1
Gill, Len
1
Hencic, Andrew
1
Lu, Yang
1
Peaucelle, Irina
1
Renault, E.
1
Robert, Christian Yann
1
Touzi, Nizar
1
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1
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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
11
Série des documents de travail
7
Journal of econometrics
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
5
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
Journal de la Société de Statistique de Paris
2
Princeton series in finance
2
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1
Discussion papers of interdisciplinary research project 373
1
Econometric theory
1
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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
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1
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ECONIS (ZBW)
44
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Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
2
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
3
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10009758935
Saved in:
4
Financial econometrics : problems, models, and methods
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001601613
Saved in:
5
Nonlinear persistence and copersistence
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001485343
Saved in:
6
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001421278
Saved in:
9
Nonlinear innovations and impulse responses
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001390185
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
Saved in:
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