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person:"Gouriéroux, Christian"
subject:"Theorie"
~person:"Krämer, Walter"
~subject:"Volatility"
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Search: subject_exact:"Estimation theory"
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Theorie
Volatility
Estimation theory
146
Schätztheorie
146
Theory
74
Time series analysis
28
Zeitreihenanalyse
28
Probability theory
10
Wahrscheinlichkeitsrechnung
10
Estimation
9
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62
French
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Gouriéroux, Christian
Krämer, Walter
Härdle, Wolfgang
71
Phillips, Peter C. B.
58
Pesaran, M. Hashem
57
Andrews, Donald W. K.
44
Franses, Philip Hans
43
Newey, Whitney K.
42
Swanson, Norman R.
42
McAleer, Michael
41
Giles, David E. A.
35
Imbens, Guido
35
Teräsvirta, Timo
32
Diebold, Francis X.
31
Heckman, James J.
30
Robinson, Peter M.
30
Horowitz, Joel
29
Zakoïan, Jean-Michel
29
Baltagi, Badi H.
28
King, Maxwell L.
28
Kohn, Robert
27
Brännäs, Kurt
26
Dufour, Jean-Marie
26
Granger, C. W. J.
26
Li, Qi
26
Linton, Oliver
26
Lucas, André
26
Ohtani, Kazuhiro
26
Koopman, Siem Jan
25
Bera, Anil K.
24
Ghysels, Eric
24
Maravall Herrero, Agustín
24
Stahlecker, Peter
24
Ullah, Aman
24
Monfort, Alain
23
Robert, Christian P.
23
Spokojnyj, Vladimir G.
23
Winkelmann, Rainer
23
Engle, Robert F.
22
Francq, Christian
22
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Universität Dortmund
1
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Série des documents de travail / Centre de Recherche en Économie et Statistique
17
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Journal of econometrics
8
Annales d'économie et de statistique
5
Economics letters
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
3
L' Actualité économique : revue trimest.
2
Série des documents de travail
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CORE discussion paper : DP
1
Collection "Economie et statistiques avancées"
1
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1
Diskussionspapiere / Fachbereich Wirtschaftswissenschaften, Universität Hannover
1
Duration transition and count data models
1
Econometric analysis of financial markets
1
Econometric reviews
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Forschungsbericht / Universität Dortmund, Fachbereich Statistik
1
Journal of empirical finance
1
L' économétrie appliquée
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
RWI-Mitteilungen : Zeitschrift für Wirtschaftsforschung
1
Statistical methods in finance and capital market theory
1
Statistical papers
1
Studies in empirical economics
1
The review of economics and statistics
1
Themes in modern econometrics
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Universität Dortmund / Research Paper
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ECONIS (ZBW)
78
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1
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
A flexible state-space model with application to stochastic volatility
Gouriéroux, Christian
;
Lu, Yang
-
2016
Persistent link: https://www.econbiz.de/10012196330
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
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
5
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
6
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:
7
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
8
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
9
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
10
Truncated dynamics and estimation of diffusion equations
Darolles, Serge
;
Gouriéroux, Christian
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001575282
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