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subject:"Zeitreihenanalyse"
~person:"Gouriéroux, Christian"
~subject:"Börsenkurs"
~subject:"Estimation theory"
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Zeitreihenanalyse
Börsenkurs
Estimation theory
Theorie
212
Theory
212
Schätztheorie
50
Portfolio selection
25
Portfolio-Management
25
Time series analysis
23
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20
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20
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Gouriéroux, Christian
Phillips, Peter C. B.
166
Franses, Philip Hans
163
Härdle, Wolfgang
144
Koopman, Siem Jan
122
Pesaran, M. Hashem
121
Gil-Alaña, Luis A.
120
Caporale, Guglielmo Maria
116
McAleer, Michael
92
Lütkepohl, Helmut
86
Koop, Gary
75
Swanson, Norman R.
71
Granger, C. W. J.
70
Teräsvirta, Timo
66
Engle, Robert F.
64
Lucas, André
62
Lux, Thomas
62
Bauwens, Luc
60
Robinson, Peter M.
60
Ghysels, Eric
59
Sibbertsen, Philipp
59
Hautsch, Nikolaus
58
Timmermann, Allan
58
Harvey, Andrew C.
57
Kunst, Robert M.
57
Maravall Herrero, Agustín
57
Dijk, Herman K. van
55
Marcellino, Massimiliano
55
Hassler, Uwe
52
Perron, Pierre
51
Feng, Yuanhua
49
Hyndman, Rob J.
49
Andrews, Donald W. K.
48
Diebold, Francis X.
48
Stock, James H.
48
Hendry, David F.
47
Saikkonen, Pentti
47
Bollerslev, Tim
46
Hallin, Marc
46
Dijk, Dick van
45
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1
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23
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14
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9
Journal of econometrics
9
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
7
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
Econometric theory
2
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2
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2
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2
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1
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1
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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 de la Société de Statistique de Paris
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
1
Nonparametric dynamic modelling
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Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
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ECONIS (ZBW)
72
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1
Long run predictions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annals of economics and statistics
145
(
2022
),
pp. 75-90
Persistent link: https://www.econbiz.de/10013464960
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
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:
4
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
5
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
6
Nonlinear innovations and impulse responses with application to VaR sensitivity
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Annales d'économie et de statistique
78
(
2005
),
pp. 1-31
Persistent link: https://www.econbiz.de/10003278419
Saved in:
7
Kernel-based nonlinear canonical analysis and time reversibility
Darolles, Serge
;
Florens, Jean-Pierre
;
Gouriéroux, …
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 323-353
Persistent link: https://www.econbiz.de/10001956316
Saved in:
8
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:
9
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
10
Duration time series models with proportional hazard
Gagliardini, Patrick
;
Gouriéroux, Christian
-
2002
Persistent link: https://www.econbiz.de/10001714344
Saved in:
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