//--> //--> //-->
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
Retain my current filters
subject:"Estimation"
subject:"Volatilität"
~person:"Gouriéroux, Christian"
~type_genre:"Aufsatzsammlung"
~type_genre:"Graue Literatur"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Estimation
Volatilität
Estimation theory
42
Schätztheorie
42
Theorie
22
Theory
22
Time series analysis
12
Zeitreihenanalyse
12
Core
5
Volatility
5
Identification
4
Risikomanagement
4
Risikomaß
4
Risk management
4
Risk measure
4
Schätzung
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Portfolio selection
3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Corporate Risk
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
Instrumental Model
2
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
8
Type of publication (narrower categories)
All
Aufsatzsammlung
Graue Literatur
Arbeitspapier
8
Non-commercial literature
8
Working Paper
8
Article in journal
7
Aufsatz in Zeitschrift
7
Amtsdruckschrift
2
Government document
2
more ...
less ...
Language
All
English
8
Author
All
Gouriéroux, Christian
Linton, Oliver
25
Gao, Jiti
23
Kapetanios, George
18
Marcellino, Massimiliano
18
Pesaran, M. Hashem
18
Cai, Zongwu
17
Härdle, Wolfgang
16
Koopman, Siem Jan
14
Koop, Gary
11
Hoderlein, Stefan
10
Hsu, Yu-Chin
10
Berg, Gerard J. van den
9
Kitagawa, Toru
9
Lechner, Michael
9
Lütkepohl, Helmut
9
Swanson, Norman R.
9
Weidner, Martin
9
Card, David E.
8
Croux, Christophe
8
Diebold, Francis X.
8
Fang, Ying
8
Fernández-Villaverde, Jesús
8
Hafner, Christian M.
8
Huber, Florian
8
Lee, David S.
8
Pei, Zhuan
8
Schorfheide, Frank
8
Sibbertsen, Philipp
8
Zaffaroni, Paolo
8
Giraitis, Liudas
7
Lucas, André
7
Nielsen, Morten Ørregaard
7
Rubio-Ramírez, Juan Francisco
7
Sentana, Enrique
7
Weber, Andrea
7
Bailey, Natalia
6
Benati, Luca
6
Bonhomme, Stéphane
6
Brandt, Michael W.
6
more ...
less ...
Published in...
All
Série des documents de travail
4
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
4
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
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
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->