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subject:"Seasonal variations"
subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Risikomanagement"
~subject:"Volatility"
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Seasonal variations
Zeitreihenanalyse
Risikomanagement
Volatility
Estimation theory
90
Schätztheorie
90
Theorie
50
Theory
50
Time series analysis
20
Estimation
9
Schätzung
9
VAR model
8
VAR-Modell
8
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7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Risk management
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Volatilität
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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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Maximum-Likelihood-Schätzung
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Portfolio selection
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Portfolio-Management
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Probability theory
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Risikomaß
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Statistical theory
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English
31
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Gouriéroux, Christian
Phillips, Peter C. B.
99
Gao, Jiti
73
Koopman, Siem Jan
59
Franses, Philip Hans
45
Johansen, Søren
43
Teräsvirta, Timo
43
Lütkepohl, Helmut
41
Nielsen, Morten Ørregaard
39
Linton, Oliver
35
Swanson, Norman R.
35
Harvey, Andrew C.
33
Kapetanios, George
32
Nelson, Daniel B.
32
Engle, Robert F.
30
Sibbertsen, Philipp
30
Koop, Gary
29
Lucas, André
29
Pesaran, M. Hashem
28
Stock, James H.
27
Diebold, Francis X.
25
Härdle, Wolfgang
25
Maravall Herrero, Agustín
25
Taylor, Robert
25
Watson, Mark W.
25
Li, Degui
24
Perron, Pierre
24
Cavaliere, Giuseppe
23
Hassler, Uwe
23
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Ghysels, Eric
22
Haldrup, Niels
22
Leybourne, Stephen James
22
McAleer, Michael
22
Peng, Bin
22
Sentana, Enrique
22
Bauwens, Luc
21
Brännäs, Kurt
21
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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Série des documents de travail
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
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Journal of econometrics
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ECONIS (ZBW)
32
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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
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
3
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
4
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:
5
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
6
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:
7
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:
8
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012196256
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
10
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
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