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subject:"Schätztheorie"
~language:"eng"
~person:"Gouriéroux, Christian"
~subject:"Statistische Methodenlehre"
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Schätztheorie
Statistische Methodenlehre
Theorie
175
Theory
175
Estimation theory
37
Portfolio selection
22
Portfolio-Management
22
Time series analysis
21
Zeitreihenanalyse
21
Derivat
19
Derivative
19
Yield curve
19
Zinsstruktur
19
Credit risk
18
Kreditrisiko
18
CAPM
17
Risikoprämie
16
Risk premium
16
Econometrics
15
Ökonometrie
15
Statistical theory
12
Method of moments
11
Momentenmethode
11
Volatility
11
Volatilität
11
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8
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Adverse Selektion
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Autokorrelation
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Core
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Estimation
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France
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Frankreich
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Markov-Kette
7
Option pricing theory
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Optionspreistheorie
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Schock
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English
French
14
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Gouriéroux, Christian
Härdle, Wolfgang
83
Pesaran, M. Hashem
70
Phillips, Peter C. B.
62
Andrews, Donald W. K.
48
Franses, Philip Hans
47
McAleer, Michael
44
Newey, Whitney K.
44
Heckman, James J.
39
Diebold, Francis X.
36
Giles, David E. A.
36
Imbens, Guido
36
Swanson, Norman R.
36
King, Maxwell L.
33
Robinson, Peter M.
33
Baltagi, Badi H.
32
Granger, C. W. J.
32
Li, Qi
31
Horowitz, Joel
29
Robert, Christian P.
29
Koop, Gary
28
Ohtani, Kazuhiro
27
Bera, Anil K.
26
Kohn, Robert
26
Krämer, Walter
26
Magnus, Jan R.
26
Steel, Mark F. J.
26
Brännäs, Kurt
25
Monfort, Alain
25
Dufour, Jean-Marie
24
Ullah, Aman
24
White, Halbert
24
Angrist, Joshua D.
23
Hsiao, Cheng
23
Kleibergen, Frank
23
Maravall Herrero, Agustín
23
Perron, Pierre
23
Smith, Richard J.
23
Winkelmann, Rainer
23
Lee, Lung-fei
22
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Université catholique de Louvain / Center for Operations Research and Econometrics
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
10
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
6
Journal of econometrics
6
Econometric theory
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Themes in modern econometrics
2
CORE discussion paper : DP
1
CORE lecture series
1
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1
Duration transition and count data models
1
Journal of empirical finance
1
L'hétérogénéité en économétrie : numéro spécial
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
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ECONIS (ZBW)
46
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1
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:
2
The econometrics of individual risk : credit, insurance, and marketing
Gouriéroux, Christian
;
Jasiak, Joann
-
2007
Persistent link: https://www.econbiz.de/10003420329
Saved in:
3
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
4
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:
5
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
6
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
7
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
8
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
Saved in:
9
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
- In:
Journal of empirical finance
7
(
2000
)
3/4
,
pp. 225-245
Persistent link: https://www.econbiz.de/10001557715
Saved in:
10
Kernel m-estimators and functional residual plots
Gouriéroux, Christian
;
Monfort, Alain
;
Tenreiro, Carlos
- In:
Panel data econometrics : future directions : papers in …
,
(pp. 235-275)
.
2000
Persistent link: https://www.econbiz.de/10001488087
Saved in:
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