//--> //--> //--> //-->
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
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
Whishart quadratic term struct...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
211
Theory
211
Estimation theory
90
Schätztheorie
90
Time series analysis
42
Zeitreihenanalyse
42
Portfolio selection
34
Portfolio-Management
34
Credit risk
33
Kreditrisiko
33
Yield curve
29
Zinsstruktur
29
CAPM
27
Derivat
27
Derivative
27
Estimation
20
Schätzung
20
Econometrics
19
France
19
Frankreich
19
Risikoprämie
19
Risk premium
19
Volatility
19
Volatilität
19
Ökonometrie
19
Shock
17
Risikomaß
16
Risk measure
16
Statistical theory
16
Statistische Methodenlehre
16
Schock
15
Method of moments
14
Momentenmethode
14
Option pricing theory
14
Optionspreistheorie
14
Stochastic process
14
Stochastischer Prozess
14
Contagion
13
Risikomanagement
13
Markov chain
12
more ...
less ...
Online availability
All
Free
75
Undetermined
47
Type of publication
All
Book / Working Paper
255
Article
219
Type of publication (narrower categories)
All
Working Paper
157
Arbeitspapier
156
Graue Literatur
147
Non-commercial literature
147
Article in journal
133
Aufsatz in Zeitschrift
133
Amtsdruckschrift
45
Government document
45
Aufsatz im Buch
19
Book section
19
Collection of articles of several authors
4
Lehrbuch
4
Sammelwerk
4
Textbook
4
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Interview
2
Festschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
299
Undetermined
120
French
55
Author
All
Gouriéroux, Christian
433
Monfort, Alain
112
Jasiak, Joann
62
Gagliardini, Patrick
35
Darolles, Serge
28
Sufana, Razvan
24
Renault, Eric
20
Peaucelle, Irina
16
Renne, Jean-Paul
16
Broze, Laurence
15
Ghysels, Eric
15
Scaillet, Olivier
15
Gourieroux, Christian
13
Gouriéroux, C.
12
Lu, Yang
12
Szafarz, Ariane
12
Clément, Emmanuelle
9
Monfort, A.
9
Sufana, R.
9
Florens, Jean-Pierre
8
LeFol, Gaëlle
8
Gourieroux, C.
7
Laurent, Jean-Paul
7
Pradel, Jacqueline
7
Fourgeaud, Claude
6
Tenreiro, Carlos
6
Breitung, Jörg
5
Dionne, Georges
5
Dubecq, Simon
5
Trognon, Alain
5
Vanasse, Charles
5
Yu, Jun
5
Allard, Marie
4
Bronsard, Camille
4
GOURIÉROUX, Christian
4
Héam, Jean-Cyprien
4
Jasiak, J.
4
Jasiak, Joanna
4
Jouneau, Frédéric
4
Laferrère, Anne
4
more ...
less ...
Institution
All
Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
24
Université Paris-Dauphine (Paris IX)
11
Centre pour la Recherche Économique et ses Applications (CEPREMAP)
8
Solvay Brussels School of Economics and Management, Université Libre de Bruxelles
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
Institut de Recherche Économique et Sociale (IRES), École des Sciences Économiques de Louvain
3
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
3
Banque de France
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
1
Department of Economics, York University
1
East Asian Bureau of Economic Research (EABER)
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
Institut für Schweizerisches Bankwesen <Zürich>
1
Institut national de la statistique et des études économiques <Frankreich>
1
National Centre of Competence in Research North South <Bern>
1
Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise
1
Université catholique de Louvain / Center for Operations Research and Econometrics
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
98
Journal of econometrics
35
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
24
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
22
Annales d'économie et de statistique
18
Série des documents de travail
16
Econometric theory
12
Economics Papers from University Paris Dauphine
11
L' Actualité économique : revue trimest.
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
CEPREMAP Working Papers (Couverture Orange)
8
Annals of economics and statistics
7
Journal of empirical finance
7
Journal of banking & finance
6
L'Actualité Economique
6
Documents de travail / Banque de France
5
Journal of economic dynamics & control
5
ULB Institutional Repository
5
CIRANO Working Papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal de la Société de Statistique de Paris
4
Journal of Financial Econometrics
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Annales d'Economie et de Statistique
3
Discussion Papers (IRES - Institut de Recherches Economiques et Sociales)
3
Econometric reviews
3
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Finance : revue de l'Association Française de Finance
3
Journal of Econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Themes in modern econometrics
3
Applied financial economics
2
CORE discussion paper : DP
2
Discussion paper
2
Discussion papers of interdisciplinary research project 373
2
more ...
less ...
Source
All
ECONIS (ZBW)
336
RePEc
97
OLC EcoSci
33
USB Cologne (EcoSocSci)
4
Other ZBW resources
2
USB Cologne (business full texts)
1
EconStor
1
more ...
less ...
Showing
1
-
10
of
474
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A classification of two-factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10003313340
Saved in:
2
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, Alain
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333862
Saved in:
3
A classification of two factor affine diffusion term structure models
Gouriéroux, Christian
;
Sufana, Razvan
-
2005
Persistent link: https://www.econbiz.de/10003333863
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
Pricing with wishart risk factors
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Financial engineering
,
(pp. 163-182)
.
2008
Persistent link: https://www.econbiz.de/10003567117
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
Derivative pricing with multivariate stochastic volatility : application to credit risk
Gouriéroux, Christian
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597934
Saved in:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
9
International money and stock market contingent claims
Gouriéroux, Christian
;
Monfort, A.
;
Sufana, Razvan
- In:
Journal of international money and finance
29
(
2010
)
8
,
pp. 1727-1751
Persistent link: https://www.econbiz.de/10009239629
Saved in:
10
Discrete time Wishart term structure models
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of economic dynamics & control
35
(
2011
)
6
,
pp. 815-824
Persistent link: https://www.econbiz.de/10009241681
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->