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language:"ita"
subject:"Theory"
~language:"eng"
~person:"Gouriéroux, Christian"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Theory
Volatility
Estimation theory
76
Schätztheorie
76
Theorie
37
Time series analysis
19
Zeitreihenanalyse
19
Estimation
8
Schätzung
8
VAR model
8
VAR-Modell
8
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7
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7
Nonparametric statistics
7
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6
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6
Maximum likelihood estimation
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Gouriéroux, Christian
Härdle, Wolfgang
71
Phillips, Peter C. B.
58
Pesaran, M. Hashem
57
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Swanson, Norman R.
42
Newey, Whitney K.
41
McAleer, Michael
40
Giles, David E. A.
35
Imbens, Guido
35
Teräsvirta, Timo
32
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
27
Zakoïan, Jean-Michel
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Li, Qi
26
Linton, Oliver
26
Ohtani, Kazuhiro
26
Granger, C. W. J.
25
Koopman, Siem Jan
25
Bera, Anil K.
24
Ullah, Aman
24
Ghysels, Eric
23
Lucas, André
23
Maravall Herrero, Agustín
23
Spokojnyj, Vladimir G.
23
Engle, Robert F.
22
Francq, Christian
22
Krämer, Walter
22
Srivastava, Virendra K.
22
Tauchen, George Eugene
22
Winkelmann, Rainer
22
Angrist, Joshua D.
21
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Série des documents de travail / Centre de Recherche en Économie et Statistique
15
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
9
Journal of econometrics
6
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Econometric theory
2
Série des documents de travail
2
CORE discussion paper : DP
1
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1
Duration transition and count data models
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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40
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1
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:
2
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
3
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:
4
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10001956379
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
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
10
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
Saved in:
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