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type_genre:"Non-commercial literature"
~person:"Gouriéroux, Christian"
~subject:"Volatilität"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
42
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12
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Gouriéroux, Christian
Koopman, Siem Jan
9
Brandt, Michael W.
6
Härdle, Wolfgang
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Leon-Gonzalez, Roberto
6
Lucas, André
6
Spokojnyj, Vladimir G.
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Reiß, Markus
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Rodriguez, Gabriel
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Alizadeh, Sassan
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Blasques, Francisco
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Chan, Joshua
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Craig, Ben R.
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Daníelsson, Jón
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Dijk, Dick van
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Keller, Joachim G.
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León-González, Roberto
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Malec, Peter
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Sentana, Enrique
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Sibbertsen, Philipp
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Silvennoinen, Annastiina
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Sluis, Pieter J. van der
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Swanson, Norman R.
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Tauchen, George Eugene
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Doucet, Arnaud
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ECONIS (ZBW)
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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
A degeneracy in the analysis of volatility and covolatility effects
Gouriéroux, Christian
;
Jasiak, Joann
-
2006
Persistent link: https://www.econbiz.de/10003468054
Saved in:
4
The wishart autoregressive of multivariate stochastic volatility
Gouriéroux, Christian
;
Jasiak, Joann
;
Sufana, Razvan
-
2004
Persistent link: https://www.econbiz.de/10002597955
Saved in:
5
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
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