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type_genre:"Arbeitspapier"
type_genre:"Bibliographie enthalten"
~person:"Giles, David E. A."
~person:"Gouriéroux, Christian"
~subject:"Theory"
~type_genre:"Handbuch"
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Search: subject_exact:"Estimation theory"
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Theory
Estimation theory
62
Schätztheorie
62
Theorie
37
Time series analysis
14
Zeitreihenanalyse
14
Core
5
Volatility
5
Volatilität
5
Estimation
4
Identification
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Risikomanagement
4
Risikomaß
4
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4
Risk measure
4
Schätzung
4
VAR model
4
VAR-Modell
4
Composite Likelihood
3
Consistency
3
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3
Portfolio-Management
3
Pseudo Maximum Likelihood
3
Schock
3
Shock
3
ARCH Model
2
Asymptotic Single Risk Factor
2
Big Data
2
Cayley Transform
2
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2
Corporate Risk
2
Einheitswurzeltest
2
Impulse Response Functions
2
Independent Component Analysis
2
Indirect Inference
2
Induktive Statistik
2
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Book / Working Paper
37
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Arbeitspapier
Bibliographie enthalten
Handbuch
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37
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37
Graue Literatur
37
Non-commercial literature
37
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37
Amtsdruckschrift
15
Government document
15
Aufsatz im Buch
7
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7
Collection of articles of several authors
2
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1
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1
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English
35
French
2
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Giles, David E. A.
Gouriéroux, Christian
Härdle, Wolfgang
56
Pesaran, M. Hashem
32
Franses, Philip Hans
29
Maravall Herrero, Agustín
24
Swanson, Norman R.
24
Imbens, Guido
22
Phillips, Peter C. B.
22
Kohn, Robert
19
Heckman, James J.
18
Stahlecker, Peter
18
Robert, Christian P.
17
Kleibergen, Frank
16
McAleer, Michael
16
Angrist, Joshua D.
15
Diebold, Francis X.
15
Sheather, Simon J.
15
Spokojnyj, Vladimir G.
15
Zakoïan, Jean-Michel
14
Giles, Judith A.
13
Newey, Whitney K.
13
Andrews, Donald W. K.
12
Arnold, Bernhard
12
Francq, Christian
12
Guégan, Dominique
12
Huschens, Stefan
12
Scaillet, Olivier
12
Abberger, Klaus
11
Bera, Anil K.
11
Breitung, Jörg
11
Brännäs, Kurt
11
Dufour, Jean-Marie
11
Feng, Yuanhua
11
Mammen, Enno
11
Robinson, Peter M.
11
Vella, Francis
11
Brandt, Michael W.
10
Gómez, Víctor
10
Kilian, Lutz
10
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Série des documents de travail / Centre de Recherche en Économie et Statistique
16
Discussion paper / Department of Economics, University of Canterbury
11
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
11
Discussion paper
5
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
4
CORE discussion paper : DP
1
Source
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ECONIS (ZBW)
37
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1
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
2
Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
Saved in:
3
Tails and extremal behaviour of stochastic unit root models
Gouriéroux, Christian
;
Robert, Christian Yann
-
2001
Persistent link: https://www.econbiz.de/10001626924
Saved in:
4
Local likelihood density estimation and value at risk
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
-
Rev. version
Persistent link: https://www.econbiz.de/10001626927
Saved in:
5
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001456589
Saved in:
6
Sensitivity analysis of values at risk
Gouriéroux, Christian
;
Laurent, Jean-Paul
;
Scaillet, …
-
2000
Persistent link: https://www.econbiz.de/10001470592
Saved in:
7
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
8
Testing for unit roots in economic time-series with missing observations
Ryan, Kevin F.
;
Giles, David E. A.
-
1998
Persistent link: https://www.econbiz.de/10000997817
Saved in:
9
Truncated maximum likelihood, and nonparametric tail analysis
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000987029
Saved in:
10
Dynamiques tronquées et estimation de modèles de diffusion
Darolles, Serge
;
Gouriéroux, Christian
-
1997
Persistent link: https://www.econbiz.de/10000956286
Saved in:
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