//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~person:"Gouriéroux, Christian"
~subject:"Estimation"
~subject:"Method of moments"
~subject:"Statistical distribution"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Estimation
Method of moments
Statistical distribution
Estimation theory
32
Schätztheorie
32
Theorie
18
Theory
18
Schätzung
5
Time series analysis
4
VAR model
4
VAR-Modell
4
Zeitreihenanalyse
4
Identification
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schock
3
Shock
3
Statistical theory
3
Statistische Methodenlehre
3
Credit risk
2
Econometrics
2
Generalized covariance estimator
2
Kreditrisiko
2
Momentenmethode
2
Rational expectations
2
Rationale Erwartung
2
Risikomanagement
2
Risk management
2
Volatilität
2
Ökonometrie
2
(Expected) loss-given-default
1
ARCH Model
1
ARMA model
1
ARMA-Modell
1
Alternative investment
1
Basel Accord
1
Basel regulation
1
Basler Akkord
1
Beta regression
1
Bias
1
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
9
Aufsatz in Zeitschrift
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Amtsdruckschrift
2
Government document
2
more ...
less ...
Language
All
English
8
French
1
Author
All
Gouriéroux, Christian
Lee, Lung-fei
18
Linton, Oliver
17
Kumar, Dilip
16
Su, Liangjun
16
Kumbhakar, Subal
15
Maheswaran, S.
15
Phillips, Peter C. B.
15
Baltagi, Badi H.
14
Gao, Jiti
13
Hsiao, Cheng
13
Tauchen, George Eugene
13
Parmeter, Christopher F.
12
Todorov, Viktor
12
Li, Jia
11
Renault, Eric
11
Tsionas, Efthymios G.
11
Andrews, Donald W. K.
10
Egger, Peter
10
Francq, Christian
9
Han, Chirok
9
Hsu, Yu-Chin
9
Li, Qi
9
Nadarajah, Saralees
9
Park, Joon Y.
9
Racine, Jeffrey
9
White, Halbert
9
Yu, Jihai
9
Bera, Anil K.
8
Cai, Zongwu
8
Fan, Jianqing
8
Ghysels, Eric
8
Hall, Alastair R.
8
Jochmans, Koen
8
Kapetanios, George
8
Koop, Gary
8
Pesaran, M. Hashem
8
Ramírez, Miguel D.
8
Sarafidis, Vasilis
8
Sun, Yiguo
8
more ...
less ...
Published in...
All
Journal of econometrics
5
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
L' Actualité économique : revue trimest.
1
L' économétrie appliquée
1
The review of economic studies : RES
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized covariance estimator
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1315-1327
Persistent link: https://www.econbiz.de/10014448640
Saved in:
2
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
The review of economic studies : RES
87
(
2020
)
4
,
pp. 1915-1953
Persistent link: https://www.econbiz.de/10012259682
Saved in:
3
Least impulse response estimator for stress test exercises
Gouriéroux, Christian
;
Lu, Yang
- In:
Journal of banking & finance
103
(
2019
),
pp. 62-77
Persistent link: https://www.econbiz.de/10012163773
Saved in:
4
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 111-126
Persistent link: https://www.econbiz.de/10011743785
Saved in:
5
Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
200
(
2017
)
1
,
pp. 118-134
Persistent link: https://www.econbiz.de/10011897706
Saved in:
6
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:
7
Dynamic quantile models
Gouriéroux, Christian
;
Jasiak, Joann
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 198-205
Persistent link: https://www.econbiz.de/10003783800
Saved in:
8
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:
9
D'une analyse de variabilités à un modèle d'investissement des firmes
Forest, Danielle
- In:
L' Actualité économique : revue trimest.
73
(
1997
)
1
,
pp. 331-350
Persistent link: https://www.econbiz.de/10001337580
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->