//--> //--> //--> //-->
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
~person:"Jasiak, Joann"
~person:"Pradel, Jacqueline"
~type_genre:"Non-commercial literature"
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: "Gourieroux, Christian"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
16
Theory
16
Estimation theory
13
Schätztheorie
13
Time series analysis
8
Zeitreihenanalyse
8
Volatility
6
Volatilität
6
Börsenkurs
4
Share price
4
France
3
Frankreich
3
Autocorrelation
2
Autokorrelation
2
Cointegration
2
Core
2
Einheitswurzeltest
2
Estimation
2
Kointegration
2
Martingal
2
Martingale
2
Moral Hazard
2
Moral hazard
2
Schock
2
Schätzung
2
Shock
2
Stationary Martingale
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
Adverse Selektion
1
Adverse selection
1
Bubbles
1
CAPM
1
Chaos theory
1
Chaostheorie
1
Coronavirus
1
Correlation
1
Credit
1
Devisenmarkt
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
25
Type of publication (narrower categories)
All
Non-commercial literature
Article in journal
29
Aufsatz in Zeitschrift
29
Arbeitspapier
25
Graue Literatur
25
Working Paper
25
Amtsdruckschrift
13
Government document
13
Aufsatz im Buch
5
Book section
5
Bibliografie enthalten
2
Bibliography included
2
Lehrbuch
2
Textbook
2
Bibliographie
1
Book review
1
Rezension
1
more ...
less ...
Language
All
English
24
French
1
Author
All
Jasiak, Joann
Pradel, Jacqueline
Gouriéroux, Christian
148
Monfort, Alain
44
Gagliardini, Patrick
13
Darolles, Serge
11
Renault, Eric
11
Renne, Jean-Paul
8
Scaillet, Olivier
8
Ghysels, Eric
6
Lu, Yang
6
Clément, Emmanuelle
5
LeFol, Gaëlle
5
Sufana, Razvan
5
Dubecq, Simon
4
Laurent, Jean-Paul
4
Peaucelle, Irina
4
Florens, Jean-Pierre
3
Jouneau, Frédéric
3
Tenreiro, Carlos
3
Allard, Marie
2
Bronsard, Camille
2
Broze, Laurence
2
Pegoraro, Fulvio
2
Polimenis, Vassilis
2
Zakoïan, Jean-Michel
2
Auray, Stéphane
1
Boloorforoosh, Ali
1
Bossaerts, Peter L.
1
Boyer, Cécile
1
Breitung, Jörg
1
Calvet, Laurent E.
1
Christoffersen, Peter F.
1
Czellar, Veronika
1
David, Alain
1
Dhaene, Geert
1
Dionne, Georges
1
Dubec, Simon
1
Dubujet, François
1
Elliott, Sean
1
Fourgeaud, Claude
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
3
Série des documents de travail
3
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
3
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
4
Semi-parametric estimation of noncausal vector autoregression
Gouriéroux, Christian
;
Jasiak, Joann
-
2015
Persistent link: https://www.econbiz.de/10011288580
Saved in:
5
Misspecification of causal and noncausal orders in autoregressive processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010443065
Saved in:
6
Filtering and prediction in noncausal processes
Gouriéroux, Christian
;
Jasiak, Joann
-
2014
Persistent link: https://www.econbiz.de/10010390217
Saved in:
7
Non-tradable S&P 500 index and the pricing of its traded derivatives
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
-
2013
Persistent link: https://www.econbiz.de/10009753202
Saved in:
8
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
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
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->