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person:"Chen, Xiaohong"
type_genre:"Working Paper"
~person:"Gouriéroux, Christian"
~subject:"Volatility"
~type:"book"
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Volatility
Estimation theory
81
Schätztheorie
81
Nichtparametrisches Verfahren
32
Nonparametric statistics
32
Theorie
25
Theory
25
Time series analysis
19
Zeitreihenanalyse
19
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7
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6
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Instrumental variables
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Maximum likelihood estimation
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Method of moments
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Volatilität
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Chen, Xiaohong
Gouriéroux, Christian
Koopman, Siem Jan
9
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Härdle, Wolfgang
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4
Daníelsson, Jón
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Malec, Peter
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Silvennoinen, Annastiina
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ECONIS (ZBW)
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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
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
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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