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subject:"Nichtparametrisches Verfahren"
subject:"Volatilität"
~person:"Gouriéroux, Christian"
~subject:"Forecasting model"
~subject:"Theory"
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Nichtparametrisches Verfahren
Volatilität
Forecasting model
Theory
Estimation theory
90
Schätztheorie
90
Theorie
50
Time series analysis
20
Zeitreihenanalyse
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
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7
Nonparametric statistics
7
Risikomanagement
7
Risk management
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Volatility
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Core
6
Schock
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Shock
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Econometrics
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Maximum likelihood estimation
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English
47
French
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Gouriéroux, Christian
Härdle, Wolfgang
96
Phillips, Peter C. B.
96
Linton, Oliver
95
Gao, Jiti
78
Newey, Whitney K.
74
Chen, Xiaohong
68
Pesaran, M. Hashem
64
Li, Qi
61
Swanson, Norman R.
59
Horowitz, Joel
53
Andrews, Donald W. K.
52
Cai, Zongwu
52
Simar, Léopold
48
Franses, Philip Hans
47
Robinson, Peter M.
46
Ullah, Aman
46
McAleer, Michael
42
Imbens, Guido
41
Otsu, Taisuke
39
White, Halbert
39
Florens, Jean-Pierre
38
Baltagi, Badi H.
37
Diebold, Francis X.
37
Scaillet, Olivier
37
Chernozhukov, Victor
36
Lewbel, Arthur
36
Teräsvirta, Timo
36
Giles, David E. A.
35
Heckman, James J.
35
Koopman, Siem Jan
35
Hoderlein, Stefan
34
Kohn, Robert
34
Racine, Jeffrey
34
Dufour, Jean-Marie
33
Koop, Gary
33
Li, Degui
33
Mammen, Enno
33
Su, Liangjun
33
Ichimura, Hidehiko
32
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
21
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
7
Annales d'économie et de statistique
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
L' Actualité économique : revue trimest.
2
Série des documents de travail
2
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
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1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
The review of economic studies : RES
1
Themes in modern econometrics
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ECONIS (ZBW)
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1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
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:
3
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
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
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
6
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
7
Revisiting identification and estimation in structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
-
2014
-
rev. October 2014
Persistent link: https://www.econbiz.de/10010465167
Saved in:
8
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:
9
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
10
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
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