//--> //--> //-->
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"
~subject:"Multivariate analysis"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Multivariate analysis
Theorie
34
Theory
34
Estimation theory
25
Schätztheorie
25
Time series analysis
15
Zeitreihenanalyse
15
Volatility
12
Volatilität
12
Kreditrisiko
8
Börsenkurs
7
Credit risk
7
Estimation
7
Schätzung
7
Share price
7
Coronavirus
6
Econometrics
6
Autocorrelation
5
Autokorrelation
5
France
5
Frankreich
5
Portfolio selection
5
Portfolio-Management
5
Risikomodell
5
Risk
5
Risk model
5
Ökonometrie
5
Marketing
4
Method of moments
4
Momentenmethode
4
Moral Hazard
4
Moral hazard
4
Multivariate Analyse
4
Risiko
4
Stochastic process
4
Stochastischer Prozess
4
Bubbles
3
Cointegration
3
Factor analysis
3
Faktorenanalyse
3
more ...
less ...
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Aufsatz im Buch
1
Book section
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Jasiak, Joann
Gouriéroux, Christian
5
Sufana, Razvan
2
Published in...
All
Journal of econometrics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Size distortion in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Uncertainty analysis in econometrics with applications …
,
(pp. 91-118)
.
2013
Persistent link: https://www.econbiz.de/10009711160
Saved in:
2
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:
3
Multivariate Jacobi process with application to smooth transitions
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 475-505
Persistent link: https://www.econbiz.de/10003298607
Saved in:
4
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->