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person:"Croux, Christophe"
subject:"Volatility"
~person:"Gouriéroux, Christian"
~subject:"Core"
~subject:"Time series analysis"
~type:"book"
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Search: subject_exact:"Estimation theory"
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Volatility
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Estimation theory
105
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105
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Croux, Christophe
Gouriéroux, Christian
Phillips, Peter C. B.
77
Gao, Jiti
59
Koopman, Siem Jan
46
Franses, Philip Hans
33
Nielsen, Morten Ørregaard
30
Johansen, Søren
27
Swanson, Norman R.
27
Lütkepohl, Helmut
26
Teräsvirta, Timo
25
Sibbertsen, Philipp
24
Kapetanios, George
23
Maravall Herrero, Agustín
22
Linton, Oliver
21
Nelson, Daniel B.
21
Pesaran, M. Hashem
21
Härdle, Wolfgang
20
Diebold, Francis X.
19
Koop, Gary
19
Engle, Robert F.
18
Peng, Bin
18
Stock, James H.
18
Haldrup, Niels
17
Li, Degui
17
Lucas, André
17
Nielsen, Bent
17
Cavaliere, Giuseppe
16
Linton, Oliver B.
16
Sun, Yixiao
16
Watson, Mark W.
16
Blasques, Francisco
15
Brännäs, Kurt
15
Dong, Chaohua
15
Giraitis, Liudas
15
Kristensen, Dennis
15
Rahbek, Anders
15
Hurvich, Clifford M.
14
Hyndman, Rob J.
14
Proietti, Tommaso
14
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
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12
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9
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7
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5
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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ECONIS (ZBW)
37
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Consistent pseudo-maximum likelihood estimators and groups of transformations
Gouriéroux, Christian
;
Monfort, Alain
;
Zakoïan, …
-
2018
-
Revised version, June 2018
Persistent link: https://www.econbiz.de/10012201146
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
3
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
4
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
5
Robust estimation of linear state space models
Crevits, Ruben
;
Croux, Christophe
-
2017
Persistent link: https://www.econbiz.de/10011799036
Saved in:
6
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2016
-
March 2016, revised version
Persistent link: https://www.econbiz.de/10011855307
Saved in:
7
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10012196271
Saved in:
8
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
Saved in:
9
An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.
;
Croux, Christophe
-
2015
Persistent link: https://www.econbiz.de/10011658494
Saved in:
10
Detecting time variation in the price puzzle : an improved prior choice for time varying parameter VAR models
Reusens, Peter
;
Croux, Christophe
-
2014
Persistent link: https://www.econbiz.de/10010485677
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