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subject:"Volatility"
type_genre:"Article in journal"
~person:"Gouriéroux, Christian"
~subject:"Estimation"
~subject:"Statistical distribution"
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Volatility
Estimation
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Estimation theory
32
Schätztheorie
32
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18
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5
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4
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Gouriéroux, Christian
Kumar, Dilip
16
Linton, Oliver
16
Maheswaran, S.
15
Kumbhakar, Subal
14
Phillips, Peter C. B.
14
Gao, Jiti
13
Su, Liangjun
13
Tauchen, George Eugene
13
Todorov, Viktor
12
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11
Parmeter, Christopher F.
11
Francq, Christian
9
Li, Qi
9
Nadarajah, Saralees
9
Park, Joon Y.
9
Racine, Jeffrey
9
Tsionas, Efthymios G.
9
White, Halbert
9
Baltagi, Badi H.
8
Fan, Jianqing
8
Ghysels, Eric
8
Hsiao, Cheng
8
Hsu, Yu-Chin
8
Kapetanios, George
8
Koop, Gary
8
Lee, Lung-fei
8
Ramírez, Miguel D.
8
Teräsvirta, Timo
8
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7
Bollerslev, Tim
7
Cai, Zongwu
7
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7
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7
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7
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7
Koopman, Siem Jan
7
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Journal of econometrics
4
Journal of banking & finance
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
The review of economic studies : RES
1
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1
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:
2
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
4
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:
5
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:
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
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
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