//--> //--> //--> //-->
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
~isPartOf:"Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Série des documents de travail"
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: person:"Gouriéroux, C."
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
21
Theory
21
Estimation theory
15
Schätztheorie
15
Time series analysis
10
Zeitreihenanalyse
10
Identification
5
Schock
4
Shock
4
Yield curve
4
Zinsstruktur
4
Composite Likelihood
3
Consistency
3
Estimation
3
France
3
Frankreich
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Option pricing theory
3
Optionspreistheorie
3
Pseudo Maximum Likelihood
3
Schätzung
3
Stochastic process
3
Stochastischer Prozess
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
ARCH Model
2
Arbitrage
2
Asymptotic Single Risk Factor
2
Autocorrelation
2
Autokorrelation
2
Big Data
2
Bubbles
2
CAPM
2
Cayley Transform
2
Composite Pseudo-Likelihood
2
Coronavirus
2
Corporate Risk
2
more ...
less ...
Online availability
All
Free
16
Type of publication
All
Book / Working Paper
38
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
35
Graue Literatur
35
Non-commercial literature
35
Working Paper
35
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
32
French
9
Undetermined
2
Author
All
Gouriéroux, Christian
41
Monfort, Alain
19
Jasiak, Joann
5
Peaucelle, Irina
4
Clément, Emmanuelle
3
Lu, Yang
3
Renault, Eric
3
Renne, Jean-Paul
3
Gourieroux, C.
2
Laurent, Jean-Paul
2
Monfort, A.
2
Pham, Huyên
2
Tenreiro, Carlos
2
Calvet, Laurent E.
1
Czellar, Veronika
1
Elliott, Sean
1
Fourgeaud, Claude
1
Jouneau, Frédéric
1
LeFol, Gaëlle
1
Pradel, Jacqueline
1
Scaillet, Olivier
1
Tiomo, André
1
Trognon, Alain
1
Zakoïan, Jean-Michel
1
more ...
less ...
Published in...
All
Centre d'Etudes Prospectives d'Economie Mathématique Appliquées à la Planification : CEPREMAP
Mathematical finance : an international journal of mathematics, statistics and financial theory
Série des documents de travail
Série des documents de travail / Centre de Recherche en Économie et Statistique
99
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
33
Journal of econometrics
32
Annales d'économie et de statistique
15
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
Econometric theory
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of Econometrics
8
Annals of economics and statistics
7
Econometric reviews
7
Journal of banking & finance
7
Cahiers de recherche
6
Econometrica
6
Journal of Empirical Finance
6
Documents de travail / Banque de France
5
Insurance / Mathematics & economics
5
L' Actualité économique : revue trimest.
5
Working papers / Banque de France
5
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
4
Mélanges économiques : essais en l'honneur de Edmond Malinvaud
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Toulouse - GREMAQ
4
Econometric Theory
3
Economics letters
3
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr.
3
Insurance: Mathematics and Economics
3
Journal de la Société de Statistique de Paris
3
Journal of Banking & Finance
3
Journal of economic dynamics & control
3
Papers / Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Themes in modern econometrics
3
Working Papers / Department of Economics, York University
3
CORE Discussion Papers RP
2
CORE discussion paper : DP
2
Discussion paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
41
OLC EcoSci
2
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying Markov process with partially observed aggregate data : an application to coronavirus
Gouriéroux, Christian
;
Jasiak, Joann
-
2020
-
Revised: May 8, 2020
Persistent link: https://www.econbiz.de/10012286438
Saved in:
2
Uncertainty on the reproduction ratio in the SIR Model
Elliott, Sean
;
Gouriéroux, Christian
-
2020
Persistent link: https://www.econbiz.de/10012429914
Saved in:
3
Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian
;
Lu, Yang
-
2019
Persistent link: https://www.econbiz.de/10012237262
Saved in:
4
Negative binomial autoregressive process
Gouriéroux, Christian
;
Lu, Yang
-
2018
Persistent link: https://www.econbiz.de/10012201119
Saved in:
5
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:
6
Composite indirect inference with application to corporate risks
Gouriéroux, Christian
;
Monfort, Alain
-
2017
Persistent link: https://www.econbiz.de/10012197830
Saved in:
7
Identification and estimation in non-fundamental structural VARMA models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
Persistent link: https://www.econbiz.de/10012197831
Saved in:
8
Statistical inference for independent component analysis : application to structural VAR models
Gouriéroux, Christian
;
Monfort, Alain
;
Renne, Jean-Paul
-
2017
-
September 2016, revised version
Persistent link: https://www.econbiz.de/10012197832
Saved in:
9
Consistent pseudo-maximum likelihood estimators
Gouriéroux, Christian
;
Monfort, Alain
;
Renault, Eric
-
2017
Persistent link: https://www.econbiz.de/10012197835
Saved in:
10
Robust analysis of the Martingale Hypothesis
Gouriéroux, Christian
;
Jasiak, Joann
-
2016
Persistent link: https://www.econbiz.de/10011855294
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->