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person:"Gouriéroux, Christian"
subject:"Volatilität"
~subject:"Core"
~subject:"Portfolio selection"
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Gouriéroux, Christian
Koopman, Siem Jan
19
Todorov, Viktor
19
Li, Yingying
18
Linton, Oliver
18
Hafner, Christian M.
17
Li, Jia
17
Kumar, Dilip
16
Phillips, Peter C. B.
15
Teräsvirta, Timo
15
Härdle, Wolfgang
14
Kristensen, Dennis
14
Maheswaran, S.
14
Scaillet, Olivier
14
Tauchen, George Eugene
14
Brandt, Michael W.
13
Diebold, Francis X.
12
Fan, Jianqing
12
Kim, Donggyu
12
Frahm, Gabriel
11
Mancino, Maria Elvira
11
Sun, Yixiao
11
Andersen, Torben
10
Bodnar, Taras
10
Lucas, André
10
Nielsen, Jens Perch
10
Okhrin, Yarema
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
Zheng, Xinghua
10
Bollerslev, Tim
9
Ghysels, Eric
9
Hautsch, Nikolaus
9
Kempf, Alexander
9
Liu, Zhi
9
Memmel, Christoph
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
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Ecole nationale de la statistique et de l'administration économique <Frankreich>
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Série des documents de travail / Centre de Recherche en Économie et Statistique
8
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2
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2
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ECONIS (ZBW)
15
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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
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
5
(Non) consistency of the beta kernel estimator for recovery rate distribution
Gouriéroux, Christian
;
Monfort, Alain
-
2006
Persistent link: https://www.econbiz.de/10003468607
Saved in:
6
Sensitivity analysis of distortion risk measures
Gouriéroux, Christian
;
Liu, Wei
-
2006
Persistent link: https://www.econbiz.de/10003468643
Saved in:
7
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:
8
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
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
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
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