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person:"Gouriéroux, Christian"
~person:"Chen, Xiaohong"
~subject:"Derivat"
~subject:"Momentenmethode"
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Derivat
Momentenmethode
Theorie
294
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290
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60
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59
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45
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Gouriéroux, Christian
Chen, Xiaohong
Broll, Udo
31
Hull, John
31
Lien, Da-hsiang Donald
27
Windmeijer, Frank
27
Jarrow, Robert A.
25
Phillips, Peter C. B.
23
Kit, Pong Wong
20
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17
Otsu, Taisuke
17
Benth, Fred Espen
16
Bond, Stephen
15
Gagliardini, Patrick
15
Linton, Oliver
15
Andrews, Donald W. K.
14
Brigo, Damiano
14
Hall, Alastair R.
14
Leung, Tim
14
Renault, Eric
14
Willems, Bert
14
Figlewski, Stephen
13
Lux, Thomas
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12
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12
Li, Kai
12
Pesaran, M. Hashem
12
Sun, Yixiao
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11
Han, Chirok
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11
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10
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10
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Cowles Foundation Discussion Paper
6
Série des documents de travail / Centre de Recherche en Économie et Statistique
6
Journal of econometrics
5
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
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2
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2
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1
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1
Econometric theory
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Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000975624
Saved in:
2
Econometric specification of the risk neutral valuation model
Clément, Emmanuelle
;
Gouriéroux, Christian
;
Monfort, Alain
-
1997
Persistent link: https://www.econbiz.de/10000976110
Saved in:
3
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10011502514
Saved in:
4
The semiparametric efficiency bound for models of sequential moment restrictions containing unknown functions
Ai, Chunrong
;
Chen, Xiaohong
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 442-457
Persistent link: https://www.econbiz.de/10009686778
Saved in:
5
The tradability premium on the S&P 500 Index
Gouriéroux, Christian
;
Jasiak, Joann
;
Xu, Peng
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 461-495
Persistent link: https://www.econbiz.de/10011623634
Saved in:
6
Efficiency in large dynamic panel models with common factors
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Econometric theory
30
(
2014
)
5
,
pp. 961-1020
Persistent link: https://www.econbiz.de/10010502133
Saved in:
7
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:
8
Asymptotic efficiency of semiparametric two-step GMM
Ackerberg, Daniel A.
;
Chen, Xiaohong
;
Hahn, Jinyong
; …
- In:
The review of economic studies
81
(
2014
)
3
,
pp. 919-943
Persistent link: https://www.econbiz.de/10010485052
Saved in:
9
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2005
Persistent link: https://www.econbiz.de/10002771895
Saved in:
10
Efficient derivative pricing by extended method of moments
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Renault, Eric
-
2004
Persistent link: https://www.econbiz.de/10002597912
Saved in:
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